ticker
backtest

Momentum residual-gate A/B (2019→now)

Same momentum_spec universe, RS+sector vs +residual. Fewer trades, slightly higher Sharpe; bear/chop still negative.

Setup: momentum_spec · universe mom_scan (n=170)
Period: 2019-01-01 → 2026-08-27 · min_rr 2.0
Source: private report momentum_residual_ab_20260827_064827

Pooled 1R compound. Not a live book. Not a return promise.

Headline

metric rs+sector +residual delta
trades 3300 2844 −456
win% 44.0 44.66 +0.66
ExpR 0.1279 0.1463 +0.0184
total R 422.17 415.97 −6.2
Sharpe 0.349 0.398 +0.049
trade cut 13.82%

Residual cuts about 14% of trades, lifts per-trade ExpR and Sharpe, and gives back a little total R because the book is smaller.

Subperiods (residual vs base)

window base sumR resid sumR base Sharpe resid Sharpe
full 422.17 415.97 0.35 0.40
bear_2022 −85.42 −72.52 −0.65 −0.64
sideways_2023Q3 −19.66 −14.19 −0.67 −0.53
bull_2023 53.22 57.05 0.39 0.46

Bear and chop stay negative. Residual hurts less, it does not flip the sign. destroy_verdict was False on both legs.

What we do with this

The Aug 27 momentum paper book runs with residual ON. That is a protocol choice, not proof the live-style loop will print 0.40 Sharpe. Paper fills, one-name-per-cycle caps, and 30-minute cadence are not this pooled backtest.

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