# Out-of-Sample Performance Dashboard
Generated: 2026-06-20 20:58:26
Training window: 2017-12-01 → 2026-02-28  |  OOS window: 2026-03-01 → (latest data)

| Asset | TF | IS Composite | Updated | IS P&L | IS DD | IS Sortino | IS Tr | WFO Score | WFO Min | WFO Neg | WFO Folds | OOS P&L | BH P&L | OOS DD | OOS Sortino | OOS Calmar | OOS Tr | OOS Regime | OOS end | Verdict |
|-------|-----|-------------|---------|--------|-------|------------|-------|-----------|---------|---------|-----------|---------|--------|--------|-------------|------------|--------|------------|---------|---------|
| COINBASE_BTCUSD | 12H | 2.7897 | 06-09 | 837.5% | -70.4% | 0.8498 | 74 | 1.9929 | 1.8695 | 0 | [2.12, 1.87] | -18.7% | -5.2% | -29.5% | -2.0474 | -0.97 | 4 | 100% Bear+Neutral | 2026-06-20 | ❌ NEGATIVE OOS (Sortino=-2.05) |
| COINBASE_BTCUSD | 1D | 1.7429 | 06-09 | 1,263.3% | -53.4% | 1.5174 | 72 | 5.9263 | 4.9355 | 0 | [4.94, 6.92] | 2.0% | -5.2% | -4.9% | — | — | 2 | 99% Bear+Neutral | 2026-06-20 | ⚠ FEW TRADES (2) P&L=+2.0% |
| COINBASE_BTCUSD | 4H | 0.4223 | 06-09 | 1,326.2% | -51.3% | 0.6523 | 63 | 1.0239 | 0.9750 | 0 | [0.97, 1.07] | 0.1% | -5.3% | -8.3% | 0.0616 | 0.01 | 4 | 25% Bear/42% Neutral | 2026-06-20 | ❌ POOR (9%) |
| COINBASE_BTCUSD | 6H | 2.1472 | 06-09 | 5,481.7% | -39.0% | 1.0474 | 63 | 1.3106 | 1.1941 | 0 | [1.43, 1.19] | 0.6% | -5.3% | -3.5% | — | — | 2 | 60% Bear/26% Neutral | 2026-06-20 | ⚠ FEW TRADES (2) P&L=+0.6% |
| COINBASE_BTCUSD | 8H | 2.4124 | 06-09 | 5,701.1% | -57.6% | 1.2137 | 77 | 1.9608 | 1.5291 | 0 | [2.39, 1.53] | 0.0% | -5.2% | 0.0% | 0.0000 | 0.00 | 0 | 92% Bear/7% Neutral | 2026-06-20 | ⚠ No trades — 92% Bear/7% Neutral (neutral) |

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**Verdict key:** ✅ EXCELLENT ≥80% of IS Sortino | ✅ ACCEPT ≥50% | ⚠ WEAK ≥25% | ❌ POOR <25% or negative
**OOS Regime:** MVRV-based regime composition of the OOS window (Bear/Neutral = adverse for longs; Bull = opportunity-rich). When '0 OOS trades' in a Bear+Neutral market this is neutral/correct behavior, not failure.
**WFO columns:** WFO Score = mean fold Calmar | WFO Min = worst-fold Calmar | WFO Neg = negative fold count | WFO Folds = per-fold Calmars
*Generated by tools/oos_dashboard.py*