CPCV — 15 Folds · Public Audit
PROVEN ALPHA.
Chronological, audited out-of-sample results from the Sharp Consensus engine. No obfuscation — mathematical transparency for institutional partners.
OOS Sharpe (Mean)
+5.91
Recency-weighted
Mean Win Rate
68.7%
Across 15 folds
Total Trades
11,339
2024-05 → 2026-01
Cumulative PnL
$182,140
Out-of-sample
Institutional Validation
Validation Gate
Passed
Deflated Sharpe (DSR)
+1.0000
> 0.5
PASS
P-value (t-test)
0.0001
< 0.05
PASS
Prob. Overfit (PBO)
0.00%
≤ 50%
PASS
Stressed Risk of Ruin
0.00%
≤ 5%
PASS
All 4 institutional gates pass. Strategy classified as VALIDATED under AIFM & MIFID 2 transparency mandates. Results are out-of-sample across all 15 CPCV folds.
Equity Curve
Cumulative Out-of-Sample PnL
2025-042025-062025-082025-102025-122026-02
Recent Performance
Monthly PnL Breakdown
| Month | Trades | PnL | Cumulative | Drawdown/Profit Visualizer |
|---|---|---|---|---|
| 2025-04 | 423 | +$1,069 | +$1,069 | |
| 2025-05 | 304 | -$2,092 | -$1,023 | |
| 2025-06 | 246 | +$1,993 | +$970 | |
| 2025-07 | 272 | +$1,458 | +$2,428 | |
| 2025-08 | 713 | +$26,251 | +$28,678 | |
| 2025-09 | 546 | +$11,555 | +$40,234 | |
| 2025-10 | 1,177 | +$21,677 | +$61,911 | |
| 2025-11 | 1,540 | +$33,989 | +$95,900 | |
| 2025-12 | 1,898 | +$52,783 | +$148,683 | |
| 2026-01 | 1,605 | +$32,862 | +$181,545 | |
| 2026-02 | 0 | +$595 | +$182,140 |
Edge Segmentation
Sharpe by Price Tier
Underdog
High variance, higher edge
+0.2034
Coin Flip
Core edge concentration
+4.5311
Favorite
Risk-adjusted efficiency
+2.3917
Execution Profile
Trading Statistics
Date Range2024-05-21 → 2026-01-25
Active Days538 (88% of span)
Avg Trades / Day18.47
Mean Profit Factor1.48
Std OOS Sharpe4.3263
Mean HHI (Concentration)0.1134 ✓ OK
Max Consec. Wins17.7 (Mean)
Institutional Access
Request the Full Audit Package
Full CPCV walk-forward report, tick-level data, and independent auditor sign-off. Available to verified institutional entities and qualified purchasers only.