Measuring whether portfolio construction policies improve results versus a constrained mechanical baseline.
| Strategy | Equity | Return | Win Rate | W/L/N | PF | Avg Win | Avg Loss | Max DD | Avg Hold | Open |
|---|---|---|---|---|---|---|---|---|---|---|
AI Gate (Fixed 5%)Live | $10,006.18 | +0.1% | — | 0 / 0 / 0 | — | 0.0% | 0.0% | -0.1% | — | 1 |
High+Conditional (Conviction 2–8%)Live | $10,001.28 | +0.0% | — | 0 / 0 / 0 | — | 0.0% | 0.0% | 0.0% | — | 1 |
All Tiers (Conviction 2–8%)Baseline | $10,012.96 | +0.1% | — | 0 / 0 / 0 | — | 0.0% | 0.0% | -0.1% | — | 4 |
All Tiers (Fixed 5%)Baseline | $10,017.81 | +0.2% | — | 0 / 0 / 0 | — | 0.0% | 0.0% | -0.2% | — | 4 |
AI Directional Gate (Fixed 5%)Live | $10,000.00 | 0.0% | — | 0 / 0 / 0 | — | 0.0% | 0.0% | 0.0% | — | 0 |