LUCY

COMMAND CENTER
OPTIMIZING   Iter 1   15:53:58

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

$+714K total
Trades
11,173
Win Rate
44.5%
Avg Ret
+95.2%
Cumulative P&L
YrRetTrdWRP&L
1996+98.9%35947%$+25K
1997+130.1%39646%$+33K
1998+181.0%42550%$+45K
1999+248.6%47451%$+62K
2000+270.0%40755%$+67K
2001+39.1%21849%$+10K
2002+53.0%21850%$+13K
2003+100.2%39445%$+25K
2004+125.6%38647%$+31K
2005+120.4%40046%$+30K
2006+44.2%36943%$+11K
2007-13.4%33536%$-3K
2008+31.2%22145%$+8K
2009+126.7%34250%$+32K
2010+44.4%33643%$+11K
2011+45.7%30043%$+11K
2012+80.3%35444%$+20K
2013+79.7%36045%$+20K
2014+60.1%36841%$+15K
2015+55.1%34743%$+14K
2016+56.9%35041%$+14K
2017+80.5%38043%$+20K
2018-9.9%39934%$-2K
2019+59.7%40641%$+15K
2020+55.4%43240%$+14K
2021+54.8%48938%$+14K
2022+64.4%29445%$+16K
2023+138.4%46144%$+35K
2024+250.7%49647%$+63K
2025+183.2%45745%$+46K

OPTIMIZERHill Climb

iter 1
Best CAGR
+10.2%
Objective
3.9
Signal Weights
risk_adj_mom
20%
mean_reversion
15%
str_reversal
15%
trend_quality
15%
acceleration
10%
vpd
10%
value
10%
amihud
5%
#CAGRShNAV
2+9.4%0.54$14.6M-
3+9.2%0.67$13.9M-
4+10.3%0.69$18.9M-
5+9.2%0.59$14.2M-
0+10.2%0.64$18.2MY
1+3.6%0.14$2.9MY
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 (96.9s) [2022] Return=-0.9% Sharpe=-0.07 MaxDD=-8.0% Universe=2,130 Regime=bear Oracle=OVERHEATING ──────────────────────────────────────────────────────────────────────── [2023] Loading universe: 19,964 active stocks ...
Yellow Canary Capital QUANT + SPEED + OPTIMIZER 2026-04-12 · 15s