LUCY

COMMAND CENTER
OPTIMIZING   Iter 2   12:50:09

ENGINESV2 / V3 / V4

24 training passes
V2 — Swing
$+7K
WR 35.7% · 157 trades
Reward: +0.058
Steps: 1,507,076
V3 — Day
$+7K
WR 33.8% · 485 trades
Reward: +0.096
Steps: 4,655,876
V4 — Experimental
$+335
WR 38.7% · 31 trades
Reward: +0.000
Steps: 294,624
Engine Reward Learning (24 passes)
-- V3   -- V2   -- V4

LEARNING CURVEWeekend Loop

Best CAGR: +5.2%
Best CAGR
+5.2%
22 passes
Best NAV
$4.3M
from $1M
SAC Final
$3.9M
+4.6% CAGR
CAGR per Pass (gold = best envelope)
QUANT NAV 30yr (gold) + Reward (gray)

QUANT30yr SAC

+4.6% CAGR
NAV
$3.9M
Sharpe
0.91
Win
60%
YrRetShDDNAVRwd
1996+13.0%1.85-6.7%$1.1M+0.40
1997-2.0%0.27-8.1%$1.1M+0.07
1998+28.9%1.68-10.6%$1.4M+0.42
1999+11.6%3.17-7.5%$1.6M+0.38
2000-15.0%-0.14-25.4%$1.4M-0.22
2001+40.4%1.41-17.9%$1.9M+0.42
2002-15.9%0.01-27.3%$1.6M-0.22
2003+19.4%2.68-7.8%$1.9M+0.50
2004-3.8%0.17-19.9%$1.8M+0.04
2005+0.5%1.36-5.8%$1.8M+0.11
2006+3.0%1.08-7.7%$1.9M+0.22
2007-2.3%0.61-7.9%$1.9M+0.06
2008-2.9%-0.19-16.6%$1.8M+0.10
2009+17.4%1.01-15.4%$2.1M+0.33
2010+3.5%0.87-11.5%$2.2M+0.09
2011-6.3%0.41-10.3%$2.1M+0.16
2012+6.1%1.05-6.4%$2.2M+0.25
2013+5.5%1.38-4.1%$2.3M+0.34
2014-4.0%-0.02-7.9%$2.2M+0.02
2015+10.4%1.43-4.8%$2.4M+0.35
2016-1.9%0.12-13.4%$2.4M+0.20
2017+0.3%0.37-7.6%$2.4M+0.17
2018-2.3%0.28-6.0%$2.3M+0.13
2019+13.0%1.38-9.9%$2.6M+0.24
2020+11.6%1.02-13.2%$2.9M+0.22
2021-0.9%0.69-7.7%$2.9M+0.00
2022-13.2%-0.33-15.4%$2.5M-0.13
2023+9.5%0.56-9.2%$2.8M+0.25
2024+13.8%1.35-6.1%$3.2M+0.27
2025+22.2%1.84-6.1%$3.9M+0.43

SPEED30yr Gap

$+1.0M total
Trades
12,895
Win Rate
48.5%
Avg Ret
+135.3%
Cumulative P&L
YrRetTrdWRP&L
1996+220.6%47255%$+55K
1997+195.3%48452%$+49K
1998+209.8%45754%$+52K
1999+279.9%48556%$+70K
2000+228.2%42558%$+57K
2001+45.4%24853%$+11K
2002+75.9%27254%$+19K
2003+176.2%43753%$+44K
2004+160.9%44750%$+40K
2005+172.3%48551%$+43K
2006+102.5%47044%$+26K
2007+65.9%44441%$+16K
2008+45.9%25248%$+11K
2009+180.8%39559%$+45K
2010+137.8%41748%$+34K
2011+139.2%36953%$+35K
2012+131.4%45549%$+33K
2013+158.4%46951%$+40K
2014+92.3%46545%$+23K
2015+95.8%41846%$+24K
2016+107.8%42545%$+27K
2017+119.5%48644%$+30K
2018+52.4%45538%$+13K
2019+88.4%46842%$+22K
2020+55.5%44740%$+14K
2021+111.2%50442%$+28K
2022+76.9%30049%$+19K
2023+186.4%48248%$+47K
2024+187.8%50445%$+47K
2025+158.4%45846%$+40K

OPTIMIZERHill Climb

iter 2
Best CAGR
+10.6%
Objective
6.3
Signal Weights
risk_adj_mom
20%
mean_reversion
15%
str_reversal
15%
trend_quality
15%
acceleration
10%
vpd
10%
value
10%
amihud
5%
#CAGRShNAV
1+10.4%0.70$19.6M-
2+9.4%0.54$14.6M-
rets = closes.tail(60).pct_change().iloc[1:] /Users/pedrosampaio/LUCY_BACKTESTING/backtest_quant_norgate.py:1399: FutureWarning: The default fill_method='pad' in DataFrame.pct rets = closes.tail(60).pct_change().iloc[1:] /Users/pedrosampaio/LUCY_BACKTESTING/backtest_quant_norgate.py:1399: FutureWarning: The default fill_method='pad' in DataFrame.pct rets = closes.tail(60).pct_change().iloc[1:] done (65.9s) [2014] Return=-6.0% Sharpe=-0.52 MaxDD=-11.3% Universe=1,629 Regime=bull Oracle=EXPANSION ──────────────────────────────────────────────────────────────────────── [2015] Loading universe: 13,967 active stocks ...
Yellow Canary Capital QUANT + SPEED + OPTIMIZER 2026-04-12 · 15s