{
  "version": "QE-RESEARCH-02/1.0",
  "synthetic": false,
  "status": "INTERNAL_RESEARCH_UNAUDITED",
  "snapshot": "2026-09-19",
  "population": 672,
  "comparison": "Same ensembles, members and windows before/after correction of risk-rule implementation in retrospective simulation",
  "oos": {
    "start": "2025-08-01",
    "end": "2026-07-31",
    "used_for_adaptive_selection": true
  },
  "counts": {
    "higher_oos_profit": 439,
    "lower_oos_drawdown": 239,
    "both": 145
  },
  "categories_overlap": true,
  "costs": "Cost assumptions of the original simulations; not evidence of net profitability or live trading results",
  "scope": "Counts of improvements, not proportions of profitable, robust or independent strategies. No live track record. Aggregate evidence does not reproduce proprietary replays."
}