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9D0506ABDED555C645A08DB771E9F6E8EA54D0BA9A5A3C90CE88267FDE3C6DE21682050# PostHedge DryRun Sample Expansion Result 売買/決済ロジックは変更せず、P0_A2_BASE_D4 のPostHedge DryRun診断を必須3期間へ拡張した。 ## Test Coverage - 2026.05.01-2026.05.29 / 50k: FinalBalance=61371, FinalEquity=57594, Gap=3777, DefenseHedgeBasket=3, DH HardStop=2 - 2026.05.01-2026.05.29 / 100k: FinalBalance=96887, FinalEquity=90178, Gap=6709, DefenseHedgeBasket=2, DH HardStop=1 - 2026.04.01-2026.05.29 / 50k: FinalBalance=36835, FinalEquity=36835, Gap=0, DefenseHedgeBasket=7, DH HardStop=7 - 2026.04.01-2026.05.29 / 100k: FinalBalance=90982, FinalEquity=84637, Gap=6345, DefenseHedgeBasket=4, DH HardStop=3 - 2026.03.01-2026.05.29 / 50k: FinalBalance=19523, FinalEquity=19523, Gap=0, DefenseHedgeBasket=19, DH HardStop=9 - 2026.03.01-2026.05.29 / 100k: FinalBalance=79966, FinalEquity=79966, Gap=0, DefenseHedgeBasket=5, DH HardStop=5 ## Focus Candidate Stability - RF_120_NO_IMPROVE_1000: all 3 periods positive on both 50k/100k. Estimated improvement 50k=2376/6086/6104, 100k=2289/4713/9233. - MH_240: all 3 periods positive on both 50k/100k. Estimated improvement 50k=2397/5665/5709, 100k=2278/4690/9220. - ATV_TICK30_R2_ADVERSE: all 3 periods positive on both 50k/100k. Estimated improvement 50k=2370/5800/5941, 100k=1969/4356/8868. - ATV_M1_R2_ADVERSE: all 3 periods positive on both 50k/100k. Estimated improvement 50k=2245/5050/5641, 100k=1977/4360/8778. ## Equity Note May 50k/100k and Apr-May 100k ended with open hedged Basket loss. FinalBalance alone is insufficient; FinalEquity must be used for adoption decisions.
# Next Decision This was a DryRun sample expansion only. No real PostHedge exit was implemented. ## Candidate Assessment - RF_120_NO_IMPROVE_1000: strongest balanced candidate. Stable across all required periods and both deposits, simple enough, no BasketClose/RecoveryClose kill in the sampled results. - MH_240: also stable and simpler than RF. It may be easier to implement, but pure time-based exit has higher risk of cutting a Basket that would later improve. - ATV_TICK30_R2_ADVERSE: stable as a risk signal and can be used as an auxiliary condition. It should not be the first standalone implementation because tick-count behavior may be broker/data dependent. - ATV_M1_R2_ADVERSE: stable but slower than 30-second tick signal and slightly lower total estimated improvement. ## Next Candidates Max 3 1. PostHedgeRecoveryFailureExit Compare: RF_120_NO_IMPROVE_1000 only. 2. PostHedgeMaxHoldingExit Compare: MH_240 only, if RF compare is rejected or too complex. 3. PostHedgeRecoveryFailure + TickVolume Composite Compare: only after RF standalone is tested, to reduce false exits. ## Decision P0_A2_BASE_D4 remains the baseline. The sample expansion is strong enough to justify one real-exit comparison, but not enough to adopt a P1 default. The next implementation should test RF_120_NO_IMPROVE_1000 alone against P0.
rf_120_no_improve_1000_stability.csv
CandidateName,TestPeriod,Improvement50k,Improvement100k,Triggered50k,Triggered100k,KilledBasketClose50k,KilledBasketClose100k,KilledRecoveryClose50k,KilledRecoveryClose100k,StableAcrossDeposits,Comment RF_120_NO_IMPROVE_1000,2026.03.01-2026.05.29,6104.0,9233.0,19,5,0,0,0,0,true,positive both deposits RF_120_NO_IMPROVE_1000,2026.04.01-2026.05.29,6086.0,4713.0,7,4,0,0,0,0,true,positive both deposits RF_120_NO_IMPROVE_1000,2026.05.01-2026.05.29,2376.0,2289.0,3,2,0,0,0,0,true,positive both deposits
CandidateName,TestPeriod,Improvement50k,Improvement100k,Triggered50k,Triggered100k,KilledBasketClose50k,KilledBasketClose100k,KilledRecoveryClose50k,KilledRecoveryClose100k,StableAcrossDeposits,Comment MH_240,2026.03.01-2026.05.29,5709.0,9220.0,10,5,0,0,0,0,true,positive both deposits MH_240,2026.04.01-2026.05.29,5665.0,4690.0,7,4,0,0,0,0,true,positive both deposits MH_240,2026.05.01-2026.05.29,2397.0,2278.0,3,2,0,0,0,0,true,positive both deposits
atv_tick30_r2_adverse_stability.csv
CandidateName,TestPeriod,Improvement50k,Improvement100k,Triggered50k,Triggered100k,KilledBasketClose50k,KilledBasketClose100k,KilledRecoveryClose50k,KilledRecoveryClose100k,StableAcrossDeposits,Comment ATV_TICK30_R2_ADVERSE,2026.03.01-2026.05.29,5941.0,8868.0,15,5,0,0,0,0,true,positive both deposits ATV_TICK30_R2_ADVERSE,2026.04.01-2026.05.29,5800.0,4356.0,7,4,0,0,0,0,true,positive both deposits ATV_TICK30_R2_ADVERSE,2026.05.01-2026.05.29,2370.0,1969.0,3,2,0,0,0,0,true,positive both deposits
m1_tickvolume_r2_stability.csv
CandidateName,TestPeriod,Improvement50k,Improvement100k,Triggered50k,Triggered100k,KilledBasketClose50k,KilledBasketClose100k,KilledRecoveryClose50k,KilledRecoveryClose100k,StableAcrossDeposits,Comment ATV_M1_R2_ADVERSE,2026.03.01-2026.05.29,5641.0,8778.0,15,5,0,0,0,0,true,positive both deposits ATV_M1_R2_ADVERSE,2026.04.01-2026.05.29,5050.0,4360.0,7,4,0,0,0,0,true,positive both deposits ATV_M1_R2_ADVERSE,2026.05.01-2026.05.29,2245.0,1977.0,3,2,0,0,0,0,true,positive both deposits
final_balance_equity_gap_check.csv
TestName,TestPeriod,PeriodLabel,InitialDeposit,FinalBalance,FinalEquity,BalanceEquityGap,NetProfitByBalance,NetProfitByEquity,MaxDD,RelativeDD,TotalTrades,BasketCount,DefenseHedgeBasketCount,DefenseHedgeAfterHardStopCount,HardStopCount,HardStopProfitTotal,BasketCloseCount,BasketCloseProfitTotal,RecoveryCloseCount,RecoveryLossCutCount,MarketClosedRetcode10018Count,EndOpenBasketCount,EndOpenPositionCount,EndFloatingLoss,MinimumMarginLevel,RunElapsedSeconds P0_POST_HEDGE_DRYRUN_EXP_50K_MAY_M1_20260501_20260529,2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,5890.53, P0_POST_HEDGE_DRYRUN_EXP_100K_MAY_M1_20260501_20260529,2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,11187.59, P0_POST_HEDGE_DRYRUN_EXP_50K_APR_MAY_M1_20260401_20260529,2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,4461.3, P0_POST_HEDGE_DRYRUN_EXP_100K_APR_MAY_M1_20260401_20260529,2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,10170.02, P0_POST_HEDGE_DRYRUN_EXP_50K_MAR_MAY_M1_20260301_20260529,2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,2406.39, P0_POST_HEDGE_DRYRUN_EXP_100K_MAR_MAY_M1_20260301_20260529,2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,9743.86,
multi_period_posthedge_dryrun_summary.csv
TestPeriod,PeriodLabel,InitialDeposit,FinalBalance,FinalEquity,BalanceEquityGap,NetProfitByBalance,NetProfitByEquity,MaxDD,RelativeDD,TotalTrades,BasketCount,DefenseHedgeBasketCount,DefenseHedgeAfterHardStopCount,HardStopCount,HardStopProfitTotal,BasketCloseCount,BasketCloseProfitTotal,RecoveryCloseCount,RecoveryLossCutCount,MarketClosedRetcode10018Count,EndOpenBasketCount,EndOpenPositionCount,EndFloatingLoss,CandidateName,CandidateGroup,CandidateTriggeredCount,WouldAvoidHardStopCount,EstimatedHardStopLossReduction,EstimatedNetImprovement,EstimatedMaxDDReduction,BasketCloseOpportunityKilledCount,RecoveryCloseOpportunityKilledCount,LongHoldingReducedCount,MarketClosed10018AvoidedCount,TickVolumeSpikeAfterHedgeCount,TickVolumeSpikeToHardStopRate,TickVolumeSpikeToBasketCloseRate,TickVolumeSpikeToRecoveryCloseRate,RejectReason,NextCandidateRank 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,MH_480,MaxHolding,5,5,9282.0,9282.0,2280.0,0,0,5,4,0,,,,,1 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_480_NO_IMPROVE_1000,RecoveryFailure,5,5,9282.0,9282.0,2280.0,0,0,5,4,0,,,,,2 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_480_NO_IMPROVE_1500,RecoveryFailure,5,5,9282.0,9282.0,2280.0,0,0,5,4,0,,,,,3 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_480_NO_IMPROVE_500,RecoveryFailure,5,5,9282.0,9282.0,2280.0,0,0,5,4,0,,,,,4 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_60_NO_IMPROVE_1000,RecoveryFailure,5,5,9257.0,9257.0,2295.0,0,0,5,4,0,,,,,5 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_60_NO_IMPROVE_1500,RecoveryFailure,5,5,9257.0,9257.0,2295.0,0,0,5,4,0,,,,,6 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_60_NO_IMPROVE_500,RecoveryFailure,5,5,9257.0,9257.0,2295.0,0,0,5,4,0,,,,,7 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_120_NO_IMPROVE_1000,RecoveryFailure,5,5,9233.0,9233.0,2293.0,0,0,5,4,0,,,,,8 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_120_NO_IMPROVE_1500,RecoveryFailure,5,5,9233.0,9233.0,2293.0,0,0,5,4,0,,,,,9 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_120_NO_IMPROVE_500,RecoveryFailure,5,5,9233.0,9233.0,2293.0,0,0,5,4,0,,,,,10 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_30_NO_IMPROVE_1000,RecoveryFailure,5,5,9223.0,9223.0,2298.0,0,0,5,4,0,,,,,11 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_30_NO_IMPROVE_1500,RecoveryFailure,5,5,9223.0,9223.0,2298.0,0,0,5,4,0,,,,,12 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_30_NO_IMPROVE_500,RecoveryFailure,5,5,9223.0,9223.0,2298.0,0,0,5,4,0,,,,,13 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,MH_240,MaxHolding,5,5,9220.0,9220.0,2286.0,0,0,5,4,0,,,,,14 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_240_NO_IMPROVE_1000,RecoveryFailure,5,5,9220.0,9220.0,2286.0,0,0,5,4,0,,,,,15 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_240_NO_IMPROVE_1500,RecoveryFailure,5,5,9220.0,9220.0,2286.0,0,0,5,4,0,,,,,16 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_240_NO_IMPROVE_500,RecoveryFailure,5,5,9220.0,9220.0,2286.0,0,0,5,4,0,,,,,17 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,MH_720,MaxHolding,5,5,8876.0,8876.0,2182.0,0,0,5,4,0,,,,,18 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_720_NO_IMPROVE_1000,RecoveryFailure,5,5,8876.0,8876.0,2182.0,0,0,5,4,0,,,,,19 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_720_NO_IMPROVE_1500,RecoveryFailure,5,5,8876.0,8876.0,2182.0,0,0,5,4,0,,,,,20 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_720_NO_IMPROVE_500,RecoveryFailure,5,5,8876.0,8876.0,2182.0,0,0,5,4,0,,,,,21 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,ATV_TICK10_R2_ADVERSE,AdverseTickVolume,5,5,8869.0,8869.0,2283.0,0,0,5,4,5,100.0,0.0,0.0,,22 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,ATV_TICK30_R2_ADVERSE,AdverseTickVolume,5,5,8868.0,8868.0,2283.0,0,0,5,4,5,100.0,0.0,0.0,,23 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,ATV_TICK60_R2_ADVERSE,AdverseTickVolume,5,5,8867.0,8867.0,2283.0,0,0,5,4,5,100.0,0.0,0.0,,24 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,ATV_M1_R2_ADVERSE,AdverseTickVolume,5,5,8778.0,8778.0,2284.0,0,0,5,4,5,100.0,0.0,0.0,,25 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,ATV_R2_MARKETCLOSE_ADVERSE,AdverseTickVolume,5,5,8568.0,8568.0,2281.0,0,0,5,4,5,100.0,0.0,0.0,,26 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,ATV_M5_R2_ADVERSE,AdverseTickVolume,5,5,8332.0,8332.0,2176.0,0,0,5,4,5,100.0,0.0,0.0,,27 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,ATV_R2_DXYVIX_ADVERSE,AdverseTickVolume,5,5,8219.0,8219.0,2203.0,0,0,5,4,5,100.0,0.0,0.0,,28 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,ATV_R2_WORST_UPDATE,AdverseTickVolume,5,5,8022.0,8022.0,1901.0,0,0,5,4,5,100.0,0.0,0.0,,29 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,MH_1440,MaxHolding,5,5,7888.0,7888.0,1895.0,0,0,5,4,0,,,,,30 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_1440_NO_IMPROVE_1000,RecoveryFailure,5,5,7888.0,7888.0,1895.0,0,0,5,4,0,,,,,31 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_1440_NO_IMPROVE_1500,RecoveryFailure,5,5,7888.0,7888.0,1895.0,0,0,5,4,0,,,,,32 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,RF_1440_NO_IMPROVE_500,RecoveryFailure,5,5,7888.0,7888.0,1895.0,0,0,5,4,0,,,,,33 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,ATV_M1_R3_ADVERSE,AdverseTickVolume,5,5,7705.0,7705.0,1906.0,0,0,5,4,5,100.0,0.0,0.0,,34 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,MH_2880,MaxHolding,5,5,7025.0,7025.0,1844.0,0,0,5,4,0,,,,,35 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,ATV_R2_SPREAD_ADVERSE,AdverseTickVolume,5,5,6135.0,6135.0,1864.0,0,0,5,4,5,100.0,0.0,0.0,,36 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,ATV_M5_R3_ADVERSE,AdverseTickVolume,4,4,5629.0,5629.0,1936.0,0,0,4,3,4,100.0,0.0,0.0,,37 2026.03.01-2026.05.29,MAR_MAY,100000,79966.0,79966.0,0.0,-20034.0,-20034.0,32613.0,32.61,124,137,5,5,26,-64871.0,111,44837.0,0,0,117,0,0,0.0,ATV_R2_NEWS_ADVERSE,AdverseTickVolume,4,4,5528.0,5528.0,1932.0,0,0,4,3,4,100.0,0.0,0.0,,38 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_30_NO_IMPROVE_1000,RecoveryFailure,19,9,6130.0,6130.0,847.0,0,0,19,6,0,,,,,1 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_30_NO_IMPROVE_1500,RecoveryFailure,19,9,6130.0,6130.0,847.0,0,0,19,6,0,,,,,2 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_30_NO_IMPROVE_500,RecoveryFailure,19,9,6130.0,6130.0,847.0,0,0,19,6,0,,,,,3 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_60_NO_IMPROVE_1000,RecoveryFailure,19,9,6106.0,6106.0,842.0,0,0,19,6,0,,,,,4 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_60_NO_IMPROVE_1500,RecoveryFailure,19,9,6106.0,6106.0,842.0,0,0,19,6,0,,,,,5 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_60_NO_IMPROVE_500,RecoveryFailure,19,9,6106.0,6106.0,842.0,0,0,19,6,0,,,,,6 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_120_NO_IMPROVE_1000,RecoveryFailure,19,9,6104.0,6104.0,853.0,0,0,19,6,0,,,,,7 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_120_NO_IMPROVE_1500,RecoveryFailure,19,9,6104.0,6104.0,853.0,0,0,19,6,0,,,,,8 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_120_NO_IMPROVE_500,RecoveryFailure,19,9,6104.0,6104.0,853.0,0,0,19,6,0,,,,,9 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,ATV_TICK30_R2_ADVERSE,AdverseTickVolume,15,9,5941.0,5941.0,836.0,0,0,15,6,15,60.0,46.67,0.0,,10 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,ATV_TICK10_R2_ADVERSE,AdverseTickVolume,15,9,5939.0,5939.0,836.0,0,0,15,6,15,60.0,46.67,0.0,,11 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,ATV_TICK60_R2_ADVERSE,AdverseTickVolume,14,9,5821.0,5821.0,841.0,0,0,14,6,14,64.29,42.86,0.0,,12 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,MH_240,MaxHolding,10,9,5709.0,5709.0,849.0,0,0,10,6,0,,,,,13 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_240_NO_IMPROVE_1000,RecoveryFailure,10,9,5709.0,5709.0,849.0,0,0,10,6,0,,,,,14 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_240_NO_IMPROVE_1500,RecoveryFailure,10,9,5709.0,5709.0,849.0,0,0,10,6,0,,,,,15 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_240_NO_IMPROVE_500,RecoveryFailure,10,9,5709.0,5709.0,849.0,0,0,10,6,0,,,,,16 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,MH_480,MaxHolding,9,9,5704.0,5704.0,839.0,0,0,9,6,0,,,,,17 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_480_NO_IMPROVE_1000,RecoveryFailure,9,9,5704.0,5704.0,839.0,0,0,9,6,0,,,,,18 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_480_NO_IMPROVE_1500,RecoveryFailure,9,9,5704.0,5704.0,839.0,0,0,9,6,0,,,,,19 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_480_NO_IMPROVE_500,RecoveryFailure,9,9,5704.0,5704.0,839.0,0,0,9,6,0,,,,,20 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,ATV_R2_MARKETCLOSE_ADVERSE,AdverseTickVolume,9,9,5652.0,5652.0,836.0,0,0,9,6,9,100.0,11.11,0.0,,21 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,ATV_M1_R2_ADVERSE,AdverseTickVolume,15,9,5641.0,5641.0,836.0,0,0,15,6,15,60.0,46.67,0.0,,22 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,ATV_R2_DXYVIX_ADVERSE,AdverseTickVolume,9,9,5030.0,5030.0,836.0,0,0,9,6,9,100.0,11.11,0.0,,23 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,MH_720,MaxHolding,9,9,4761.0,4761.0,837.0,0,0,9,6,0,,,,,24 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_720_NO_IMPROVE_1000,RecoveryFailure,9,9,4761.0,4761.0,837.0,0,0,9,6,0,,,,,25 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_720_NO_IMPROVE_1500,RecoveryFailure,9,9,4761.0,4761.0,837.0,0,0,9,6,0,,,,,26 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_720_NO_IMPROVE_500,RecoveryFailure,9,9,4761.0,4761.0,837.0,0,0,9,6,0,,,,,27 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,ATV_R2_WORST_UPDATE,AdverseTickVolume,11,9,4720.0,4720.0,698.0,0,0,11,6,11,81.82,27.27,0.0,,28 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,MH_1440,MaxHolding,9,9,4426.0,4426.0,706.0,0,0,9,6,0,,,,,29 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_1440_NO_IMPROVE_1000,RecoveryFailure,9,9,4426.0,4426.0,706.0,0,0,9,6,0,,,,,30 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_1440_NO_IMPROVE_1500,RecoveryFailure,9,9,4426.0,4426.0,706.0,0,0,9,6,0,,,,,31 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,RF_1440_NO_IMPROVE_500,RecoveryFailure,9,9,4426.0,4426.0,706.0,0,0,9,6,0,,,,,32 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,ATV_M5_R2_ADVERSE,AdverseTickVolume,9,8,3882.0,3882.0,774.0,0,0,9,5,9,88.89,11.11,0.0,,33 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,ATV_M1_R3_ADVERSE,AdverseTickVolume,10,9,3445.0,3445.0,662.0,0,0,10,6,10,90.0,20.0,0.0,,34 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,MH_2880,MaxHolding,9,9,2842.0,2842.0,543.0,0,0,9,6,0,,,,,35 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,ATV_M5_R3_ADVERSE,AdverseTickVolume,6,6,2731.0,2731.0,565.0,0,0,6,4,6,100.0,0.0,0.0,,36 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,ATV_R2_SPREAD_ADVERSE,AdverseTickVolume,6,6,2352.0,2352.0,679.0,0,0,6,4,6,100.0,16.67,0.0,,37 2026.03.01-2026.05.29,MAR_MAY,50000,19523.0,19523.0,0.0,-30477.0,-30477.0,30411.0,60.82,138,138,19,9,43,-37477.0,95,24495.0,0,0,208,0,0,0.0,ATV_R2_NEWS_ADVERSE,AdverseTickVolume,5,4,2085.0,2085.0,567.0,0,0,5,3,5,80.0,20.0,0.0,,38 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,MH_720,MaxHolding,4,3,4780.0,4780.0,1866.0,0,0,4,3,0,,,,,1 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_720_NO_IMPROVE_1000,RecoveryFailure,4,3,4780.0,4780.0,1866.0,0,0,4,3,0,,,,,2 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_720_NO_IMPROVE_1500,RecoveryFailure,4,3,4780.0,4780.0,1866.0,0,0,4,3,0,,,,,3 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_720_NO_IMPROVE_500,RecoveryFailure,4,3,4780.0,4780.0,1866.0,0,0,4,3,0,,,,,4 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,MH_480,MaxHolding,4,3,4769.0,4769.0,1841.0,0,0,4,3,0,,,,,5 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_480_NO_IMPROVE_1000,RecoveryFailure,4,3,4769.0,4769.0,1841.0,0,0,4,3,0,,,,,6 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_480_NO_IMPROVE_1500,RecoveryFailure,4,3,4769.0,4769.0,1841.0,0,0,4,3,0,,,,,7 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_480_NO_IMPROVE_500,RecoveryFailure,4,3,4769.0,4769.0,1841.0,0,0,4,3,0,,,,,8 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_120_NO_IMPROVE_1000,RecoveryFailure,4,3,4713.0,4713.0,1833.0,0,0,4,3,0,,,,,9 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_120_NO_IMPROVE_1500,RecoveryFailure,4,3,4713.0,4713.0,1833.0,0,0,4,3,0,,,,,10 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_120_NO_IMPROVE_500,RecoveryFailure,4,3,4713.0,4713.0,1833.0,0,0,4,3,0,,,,,11 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_60_NO_IMPROVE_1000,RecoveryFailure,4,3,4701.0,4701.0,1832.0,0,0,4,3,0,,,,,12 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_60_NO_IMPROVE_1500,RecoveryFailure,4,3,4701.0,4701.0,1832.0,0,0,4,3,0,,,,,13 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_60_NO_IMPROVE_500,RecoveryFailure,4,3,4701.0,4701.0,1832.0,0,0,4,3,0,,,,,14 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_30_NO_IMPROVE_1000,RecoveryFailure,4,3,4698.0,4698.0,1833.0,0,0,4,3,0,,,,,15 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_30_NO_IMPROVE_1500,RecoveryFailure,4,3,4698.0,4698.0,1833.0,0,0,4,3,0,,,,,16 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_30_NO_IMPROVE_500,RecoveryFailure,4,3,4698.0,4698.0,1833.0,0,0,4,3,0,,,,,17 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,MH_240,MaxHolding,4,3,4690.0,4690.0,1834.0,0,0,4,3,0,,,,,18 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_240_NO_IMPROVE_1000,RecoveryFailure,4,3,4690.0,4690.0,1834.0,0,0,4,3,0,,,,,19 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_240_NO_IMPROVE_1500,RecoveryFailure,4,3,4690.0,4690.0,1834.0,0,0,4,3,0,,,,,20 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_240_NO_IMPROVE_500,RecoveryFailure,4,3,4690.0,4690.0,1834.0,0,0,4,3,0,,,,,21 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,ATV_M1_R2_ADVERSE,AdverseTickVolume,4,3,4360.0,4360.0,1830.0,0,0,4,3,4,75.0,0.0,0.0,,22 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,ATV_TICK60_R2_ADVERSE,AdverseTickVolume,4,3,4357.0,4357.0,1833.0,0,0,4,3,4,75.0,0.0,0.0,,23 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,ATV_TICK10_R2_ADVERSE,AdverseTickVolume,4,3,4356.0,4356.0,1832.0,0,0,4,3,4,75.0,0.0,0.0,,24 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,ATV_TICK30_R2_ADVERSE,AdverseTickVolume,4,3,4356.0,4356.0,1832.0,0,0,4,3,4,75.0,0.0,0.0,,25 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,ATV_M5_R2_ADVERSE,AdverseTickVolume,4,3,4348.0,4348.0,1832.0,0,0,4,3,4,75.0,0.0,0.0,,26 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,ATV_R2_MARKETCLOSE_ADVERSE,AdverseTickVolume,4,3,4193.0,4193.0,1823.0,0,0,4,3,4,75.0,0.0,0.0,,27 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,ATV_R2_WORST_UPDATE,AdverseTickVolume,4,3,4079.0,4079.0,1558.0,0,0,4,3,4,75.0,0.0,0.0,,28 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,ATV_R2_DXYVIX_ADVERSE,AdverseTickVolume,4,3,3982.0,3982.0,1589.0,0,0,4,3,4,75.0,0.0,0.0,,29 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,ATV_M1_R3_ADVERSE,AdverseTickVolume,4,3,3981.0,3981.0,1561.0,0,0,4,3,4,75.0,0.0,0.0,,30 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,MH_1440,MaxHolding,4,3,3900.0,3900.0,1550.0,0,0,4,3,0,,,,,31 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_1440_NO_IMPROVE_1000,RecoveryFailure,4,3,3900.0,3900.0,1550.0,0,0,4,3,0,,,,,32 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_1440_NO_IMPROVE_1500,RecoveryFailure,4,3,3900.0,3900.0,1550.0,0,0,4,3,0,,,,,33 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,RF_1440_NO_IMPROVE_500,RecoveryFailure,4,3,3900.0,3900.0,1550.0,0,0,4,3,0,,,,,34 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,ATV_R2_NEWS_ADVERSE,AdverseTickVolume,4,3,3558.0,3558.0,1589.0,0,0,4,3,4,75.0,0.0,0.0,,35 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,MH_2880,MaxHolding,4,3,3317.0,3317.0,1499.0,0,0,4,3,0,,,,,36 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,ATV_M5_R3_ADVERSE,AdverseTickVolume,3,2,2993.0,2993.0,1593.0,0,0,3,2,3,66.67,0.0,0.0,,37 2026.04.01-2026.05.29,APR_MAY,100000,90982.0,84637.0,6345.0,-9018.0,-15363.0,20433.0,20.43,64,70,4,3,14,-31255.0,55,22237.0,0,0,21,1,1,6345.0,ATV_R2_SPREAD_ADVERSE,AdverseTickVolume,4,3,2191.0,2191.0,812.0,0,0,4,3,4,75.0,0.0,0.0,,38 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_30_NO_IMPROVE_1000,RecoveryFailure,7,7,6121.0,6121.0,1361.0,0,0,7,6,0,,,,,1 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_30_NO_IMPROVE_1500,RecoveryFailure,7,7,6121.0,6121.0,1361.0,0,0,7,6,0,,,,,2 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_30_NO_IMPROVE_500,RecoveryFailure,7,7,6121.0,6121.0,1361.0,0,0,7,6,0,,,,,3 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_60_NO_IMPROVE_1000,RecoveryFailure,7,7,6099.0,6099.0,1370.0,0,0,7,6,0,,,,,4 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_60_NO_IMPROVE_1500,RecoveryFailure,7,7,6099.0,6099.0,1370.0,0,0,7,6,0,,,,,5 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_60_NO_IMPROVE_500,RecoveryFailure,7,7,6099.0,6099.0,1370.0,0,0,7,6,0,,,,,6 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_120_NO_IMPROVE_1000,RecoveryFailure,7,7,6086.0,6086.0,1361.0,0,0,7,6,0,,,,,7 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_120_NO_IMPROVE_1500,RecoveryFailure,7,7,6086.0,6086.0,1361.0,0,0,7,6,0,,,,,8 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_120_NO_IMPROVE_500,RecoveryFailure,7,7,6086.0,6086.0,1361.0,0,0,7,6,0,,,,,9 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,ATV_TICK10_R2_ADVERSE,AdverseTickVolume,7,7,6043.0,6043.0,1331.0,0,0,7,6,7,100.0,0.0,0.0,,10 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,ATV_TICK30_R2_ADVERSE,AdverseTickVolume,7,7,5800.0,5800.0,1333.0,0,0,7,6,7,100.0,0.0,0.0,,11 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,ATV_R2_MARKETCLOSE_ADVERSE,AdverseTickVolume,7,7,5799.0,5799.0,1333.0,0,0,7,6,7,100.0,0.0,0.0,,12 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,MH_480,MaxHolding,7,7,5681.0,5681.0,1332.0,0,0,7,6,0,,,,,13 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_480_NO_IMPROVE_1000,RecoveryFailure,7,7,5681.0,5681.0,1332.0,0,0,7,6,0,,,,,14 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_480_NO_IMPROVE_1500,RecoveryFailure,7,7,5681.0,5681.0,1332.0,0,0,7,6,0,,,,,15 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_480_NO_IMPROVE_500,RecoveryFailure,7,7,5681.0,5681.0,1332.0,0,0,7,6,0,,,,,16 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,MH_240,MaxHolding,7,7,5665.0,5665.0,1367.0,0,0,7,6,0,,,,,17 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_240_NO_IMPROVE_1000,RecoveryFailure,7,7,5665.0,5665.0,1367.0,0,0,7,6,0,,,,,18 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_240_NO_IMPROVE_1500,RecoveryFailure,7,7,5665.0,5665.0,1367.0,0,0,7,6,0,,,,,19 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_240_NO_IMPROVE_500,RecoveryFailure,7,7,5665.0,5665.0,1367.0,0,0,7,6,0,,,,,20 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,MH_720,MaxHolding,7,7,5134.0,5134.0,940.0,0,0,7,6,0,,,,,21 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_720_NO_IMPROVE_1000,RecoveryFailure,7,7,5134.0,5134.0,940.0,0,0,7,6,0,,,,,22 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_720_NO_IMPROVE_1500,RecoveryFailure,7,7,5134.0,5134.0,940.0,0,0,7,6,0,,,,,23 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_720_NO_IMPROVE_500,RecoveryFailure,7,7,5134.0,5134.0,940.0,0,0,7,6,0,,,,,24 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,ATV_M1_R2_ADVERSE,AdverseTickVolume,7,7,5050.0,5050.0,931.0,0,0,7,6,7,100.0,0.0,0.0,,25 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,ATV_TICK60_R2_ADVERSE,AdverseTickVolume,7,7,5039.0,5039.0,930.0,0,0,7,6,7,100.0,0.0,0.0,,26 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,ATV_M5_R2_ADVERSE,AdverseTickVolume,7,7,4975.0,4975.0,943.0,0,0,7,6,7,100.0,0.0,0.0,,27 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,ATV_R2_WORST_UPDATE,AdverseTickVolume,7,7,4761.0,4761.0,930.0,0,0,7,6,7,100.0,0.0,0.0,,28 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,ATV_M1_R3_ADVERSE,AdverseTickVolume,7,7,4435.0,4435.0,936.0,0,0,7,6,7,100.0,0.0,0.0,,29 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,MH_1440,MaxHolding,7,7,4421.0,4421.0,942.0,0,0,7,6,0,,,,,30 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_1440_NO_IMPROVE_1000,RecoveryFailure,7,7,4421.0,4421.0,942.0,0,0,7,6,0,,,,,31 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_1440_NO_IMPROVE_1500,RecoveryFailure,7,7,4421.0,4421.0,942.0,0,0,7,6,0,,,,,32 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,RF_1440_NO_IMPROVE_500,RecoveryFailure,7,7,4421.0,4421.0,942.0,0,0,7,6,0,,,,,33 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,ATV_R2_DXYVIX_ADVERSE,AdverseTickVolume,7,7,4294.0,4294.0,750.0,0,0,7,6,7,100.0,0.0,0.0,,34 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,MH_2880,MaxHolding,7,7,3775.0,3775.0,705.0,0,0,7,6,0,,,,,35 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,ATV_M5_R3_ADVERSE,AdverseTickVolume,5,5,3288.0,3288.0,800.0,0,0,5,4,5,100.0,0.0,0.0,,36 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,ATV_R2_SPREAD_ADVERSE,AdverseTickVolume,5,5,2988.0,2988.0,917.0,0,0,5,5,5,100.0,0.0,0.0,,37 2026.04.01-2026.05.29,APR_MAY,50000,36835.0,36835.0,0.0,-13165.0,-13165.0,14879.0,29.76,79,95,7,7,32,-32638.0,63,19473.0,0,0,42,0,0,0.0,ATV_R2_NEWS_ADVERSE,AdverseTickVolume,6,6,2917.0,2917.0,738.0,0,0,6,5,6,100.0,0.0,0.0,,38 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,MH_480,MaxHolding,2,1,2342.0,2342.0,2342.0,0,0,2,1,0,,,,,1 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,MH_720,MaxHolding,2,1,2342.0,2342.0,2342.0,0,0,2,1,0,,,,,2 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_480_NO_IMPROVE_1000,RecoveryFailure,2,1,2342.0,2342.0,2342.0,0,0,2,1,0,,,,,3 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_480_NO_IMPROVE_1500,RecoveryFailure,2,1,2342.0,2342.0,2342.0,0,0,2,1,0,,,,,4 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_480_NO_IMPROVE_500,RecoveryFailure,2,1,2342.0,2342.0,2342.0,0,0,2,1,0,,,,,5 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_720_NO_IMPROVE_1000,RecoveryFailure,2,1,2342.0,2342.0,2342.0,0,0,2,1,0,,,,,6 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_720_NO_IMPROVE_1500,RecoveryFailure,2,1,2342.0,2342.0,2342.0,0,0,2,1,0,,,,,7 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_720_NO_IMPROVE_500,RecoveryFailure,2,1,2342.0,2342.0,2342.0,0,0,2,1,0,,,,,8 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_120_NO_IMPROVE_1000,RecoveryFailure,2,1,2289.0,2289.0,2289.0,0,0,2,1,0,,,,,9 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_120_NO_IMPROVE_1500,RecoveryFailure,2,1,2289.0,2289.0,2289.0,0,0,2,1,0,,,,,10 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_120_NO_IMPROVE_500,RecoveryFailure,2,1,2289.0,2289.0,2289.0,0,0,2,1,0,,,,,11 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_60_NO_IMPROVE_1000,RecoveryFailure,2,1,2284.0,2284.0,2284.0,0,0,2,1,0,,,,,12 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_60_NO_IMPROVE_1500,RecoveryFailure,2,1,2284.0,2284.0,2284.0,0,0,2,1,0,,,,,13 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_60_NO_IMPROVE_500,RecoveryFailure,2,1,2284.0,2284.0,2284.0,0,0,2,1,0,,,,,14 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_30_NO_IMPROVE_1000,RecoveryFailure,2,1,2281.0,2281.0,2281.0,0,0,2,1,0,,,,,15 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_30_NO_IMPROVE_1500,RecoveryFailure,2,1,2281.0,2281.0,2281.0,0,0,2,1,0,,,,,16 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_30_NO_IMPROVE_500,RecoveryFailure,2,1,2281.0,2281.0,2281.0,0,0,2,1,0,,,,,17 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,MH_240,MaxHolding,2,1,2278.0,2278.0,2278.0,0,0,2,1,0,,,,,18 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_240_NO_IMPROVE_1000,RecoveryFailure,2,1,2278.0,2278.0,2278.0,0,0,2,1,0,,,,,19 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_240_NO_IMPROVE_1500,RecoveryFailure,2,1,2278.0,2278.0,2278.0,0,0,2,1,0,,,,,20 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_240_NO_IMPROVE_500,RecoveryFailure,2,1,2278.0,2278.0,2278.0,0,0,2,1,0,,,,,21 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,ATV_M1_R2_ADVERSE,AdverseTickVolume,2,1,1977.0,1977.0,1977.0,0,0,2,1,2,50.0,0.0,0.0,,22 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,ATV_M1_R3_ADVERSE,AdverseTickVolume,2,1,1975.0,1975.0,1975.0,0,0,2,1,2,50.0,0.0,0.0,,23 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,ATV_R2_MARKETCLOSE_ADVERSE,AdverseTickVolume,2,1,1969.0,1969.0,1969.0,0,0,2,1,2,50.0,0.0,0.0,,24 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,ATV_R2_WORST_UPDATE,AdverseTickVolume,2,1,1969.0,1969.0,1969.0,0,0,2,1,2,50.0,0.0,0.0,,25 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,ATV_TICK10_R2_ADVERSE,AdverseTickVolume,2,1,1969.0,1969.0,1969.0,0,0,2,1,2,50.0,0.0,0.0,,26 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,ATV_TICK30_R2_ADVERSE,AdverseTickVolume,2,1,1969.0,1969.0,1969.0,0,0,2,1,2,50.0,0.0,0.0,,27 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,ATV_TICK60_R2_ADVERSE,AdverseTickVolume,2,1,1969.0,1969.0,1969.0,0,0,2,1,2,50.0,0.0,0.0,,28 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,ATV_R2_NEWS_ADVERSE,AdverseTickVolume,2,1,1945.0,1945.0,1945.0,0,0,2,1,2,50.0,0.0,0.0,,29 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,MH_1440,MaxHolding,2,1,1944.0,1944.0,1944.0,0,0,2,1,0,,,,,30 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_1440_NO_IMPROVE_1000,RecoveryFailure,2,1,1944.0,1944.0,1944.0,0,0,2,1,0,,,,,31 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_1440_NO_IMPROVE_1500,RecoveryFailure,2,1,1944.0,1944.0,1944.0,0,0,2,1,0,,,,,32 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,RF_1440_NO_IMPROVE_500,RecoveryFailure,2,1,1944.0,1944.0,1944.0,0,0,2,1,0,,,,,33 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,ATV_M5_R2_ADVERSE,AdverseTickVolume,2,1,1943.0,1943.0,1943.0,0,0,2,1,2,50.0,0.0,0.0,,34 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,ATV_R2_DXYVIX_ADVERSE,AdverseTickVolume,2,1,1819.0,1819.0,1819.0,0,0,2,1,2,50.0,0.0,0.0,,35 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,MH_2880,MaxHolding,2,1,1786.0,1786.0,1786.0,0,0,2,1,0,,,,,36 2026.05.01-2026.05.29,MAY,100000,96887.0,90178.0,6709.0,-3113.0,-9822.0,15486.0,15.49,18,19,2,1,4,-8777.0,14,5664.0,0,0,7,1,1,6709.0,ATV_R2_SPREAD_ADVERSE,AdverseTickVolume,2,1,1725.0,1725.0,1725.0,0,0,2,1,2,50.0,0.0,0.0,,37 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_60_NO_IMPROVE_1000,RecoveryFailure,3,2,2403.0,2403.0,1224.0,0,0,3,0,0,,,,,1 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_60_NO_IMPROVE_1500,RecoveryFailure,3,2,2403.0,2403.0,1224.0,0,0,3,0,0,,,,,2 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_60_NO_IMPROVE_500,RecoveryFailure,3,2,2403.0,2403.0,1224.0,0,0,3,0,0,,,,,3 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_30_NO_IMPROVE_1000,RecoveryFailure,3,2,2398.0,2398.0,1223.0,0,0,3,0,0,,,,,4 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_30_NO_IMPROVE_1500,RecoveryFailure,3,2,2398.0,2398.0,1223.0,0,0,3,0,0,,,,,5 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_30_NO_IMPROVE_500,RecoveryFailure,3,2,2398.0,2398.0,1223.0,0,0,3,0,0,,,,,6 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,MH_240,MaxHolding,3,2,2397.0,2397.0,1221.0,0,0,3,0,0,,,,,7 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_240_NO_IMPROVE_1000,RecoveryFailure,3,2,2397.0,2397.0,1221.0,0,0,3,0,0,,,,,8 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_240_NO_IMPROVE_1500,RecoveryFailure,3,2,2397.0,2397.0,1221.0,0,0,3,0,0,,,,,9 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_240_NO_IMPROVE_500,RecoveryFailure,3,2,2397.0,2397.0,1221.0,0,0,3,0,0,,,,,10 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,MH_480,MaxHolding,3,2,2383.0,2383.0,1235.0,0,0,3,0,0,,,,,11 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_480_NO_IMPROVE_1000,RecoveryFailure,3,2,2383.0,2383.0,1235.0,0,0,3,0,0,,,,,12 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_480_NO_IMPROVE_1500,RecoveryFailure,3,2,2383.0,2383.0,1235.0,0,0,3,0,0,,,,,13 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_480_NO_IMPROVE_500,RecoveryFailure,3,2,2383.0,2383.0,1235.0,0,0,3,0,0,,,,,14 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_120_NO_IMPROVE_1000,RecoveryFailure,3,2,2376.0,2376.0,1221.0,0,0,3,0,0,,,,,15 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_120_NO_IMPROVE_1500,RecoveryFailure,3,2,2376.0,2376.0,1221.0,0,0,3,0,0,,,,,16 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_120_NO_IMPROVE_500,RecoveryFailure,3,2,2376.0,2376.0,1221.0,0,0,3,0,0,,,,,17 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,ATV_TICK10_R2_ADVERSE,AdverseTickVolume,3,2,2371.0,2371.0,1220.0,0,0,3,0,3,66.67,0.0,0.0,,18 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,ATV_TICK30_R2_ADVERSE,AdverseTickVolume,3,2,2370.0,2370.0,1219.0,0,0,3,0,3,66.67,0.0,0.0,,19 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,ATV_TICK60_R2_ADVERSE,AdverseTickVolume,3,2,2370.0,2370.0,1219.0,0,0,3,0,3,66.67,0.0,0.0,,20 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,MH_720,MaxHolding,2,2,2252.0,2252.0,1231.0,0,0,2,0,0,,,,,21 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_720_NO_IMPROVE_1000,RecoveryFailure,2,2,2252.0,2252.0,1231.0,0,0,2,0,0,,,,,22 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_720_NO_IMPROVE_1500,RecoveryFailure,2,2,2252.0,2252.0,1231.0,0,0,2,0,0,,,,,23 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_720_NO_IMPROVE_500,RecoveryFailure,2,2,2252.0,2252.0,1231.0,0,0,2,0,0,,,,,24 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,ATV_M1_R2_ADVERSE,AdverseTickVolume,3,2,2245.0,2245.0,1153.0,0,0,3,0,3,66.67,0.0,0.0,,25 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,ATV_R2_MARKETCLOSE_ADVERSE,AdverseTickVolume,3,2,2224.0,2224.0,1155.0,0,0,3,0,3,66.67,0.0,0.0,,26 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,ATV_R2_WORST_UPDATE,AdverseTickVolume,2,2,2221.0,2221.0,1152.0,0,0,2,0,2,100.0,0.0,0.0,,27 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,ATV_M5_R2_ADVERSE,AdverseTickVolume,2,2,2111.0,2111.0,1090.0,0,0,2,0,2,100.0,0.0,0.0,,28 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,MH_1440,MaxHolding,2,2,2111.0,2111.0,1090.0,0,0,2,0,0,,,,,29 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_1440_NO_IMPROVE_1000,RecoveryFailure,2,2,2111.0,2111.0,1090.0,0,0,2,0,0,,,,,30 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_1440_NO_IMPROVE_1500,RecoveryFailure,2,2,2111.0,2111.0,1090.0,0,0,2,0,0,,,,,31 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,RF_1440_NO_IMPROVE_500,RecoveryFailure,2,2,2111.0,2111.0,1090.0,0,0,2,0,0,,,,,32 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,ATV_R2_DXYVIX_ADVERSE,AdverseTickVolume,2,2,2104.0,2104.0,1069.0,0,0,2,0,2,100.0,0.0,0.0,,33 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,ATV_R2_NEWS_ADVERSE,AdverseTickVolume,3,2,1987.0,1987.0,1025.0,0,0,3,0,3,66.67,0.0,0.0,,34 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,ATV_M1_R3_ADVERSE,AdverseTickVolume,2,2,1962.0,1962.0,1014.0,0,0,2,0,2,100.0,0.0,0.0,,35 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,MH_2880,MaxHolding,2,2,1866.0,1866.0,956.0,0,0,2,0,0,,,,,36 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,ATV_M5_R3_ADVERSE,AdverseTickVolume,2,2,1464.0,1464.0,1041.0,0,0,2,0,2,100.0,0.0,0.0,,37 2026.05.01-2026.05.29,MAY,50000,61371.0,57594.0,3777.0,11371.0,7594.0,7808.0,15.62,59,62,3,2,8,-9660.0,53,21031.0,0,0,0,1,1,3777.0,ATV_R2_SPREAD_ADVERSE,AdverseTickVolume,2,2,1372.0,1372.0,1069.0,0,0,2,0,2,100.0,0.0,0.0,,38
multi_period_posthedge_dryrun_summary.txt
period_baseline_run_summary.txt
rf_120_no_improve_1000_stability.txt
atv_tick30_r2_adverse_stability.txt
m1_tickvolume_r2_stability.txt