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The test of docs/design.md §7.34 point 7, on the forward signals alone: a fund that has risen back to within 10 % of its 52-week high and then falls 20 % below it dips; the dip is a panic one when the VIX closed above 28.5 and the fund fell 7 % or more over its last five rows, every other dip is the control. The paper trade buys at the next New York open after the signal is written and sells at the close 63 rows later, 2 bp once. A panic signal opens an episode and the panic signals within 21 days of its first join it. Under 5 complete episodes the rule is not readable; from 5 it fails when the mean of the episodes' means is at or below zero; from 8 it passes when the 2.5th percentile of 10,000 episode draws is above zero and its mean is above the control's. Otherwise it is open.
| Fund | Day | Close | From high | Armed | To −20 % | 5 rows | Still needs |
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The 24 funds of §7.33 at their last daily close, from Twelve Data. A signal at a coming close needs the fund armed (as it stands after today's close: a dip disarms it until it is back within 10 % of its high), then the depth of −20 %, and for a panic dip the VIX above 28.5 and the five-row speed of −7 %; a dip without the last two is a control. Rows within 5 % of the depth are marked, and a fund that gave a signal at today's close says so.
| Fund | Kind | Signal | Entry | Rows | 1× | 2× | 3× | Worst |
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Each forward signal still in its hold, to the last stored close: the rows held of 63, the return at 1× net of the 2 bp, the stakes at 2× and 3× (lost when the lowest low reaches −1/L from the entry, otherwise L times the return less the quarter's 1.25 % on each borrowed part, charged whole from the first row), and the lowest low against the entry.
| Fund | Kind | Signal | Exit | 1× | 2× | 3× | Worst |
|---|
Each forward signal whose 63rd row has closed: its return and its stakes. Only these, grouped into episodes, make the reading above.
Found by a search, not the test. These are the dips before the job's first day, on the span the rule was searched on — about sixty conditions over 1998 to 2026, after phases 43 and 44 had read it. They are in-sample figures of a searched rule and show what it did there; they never enter the reading.
| Kind | First signal | Signals | Funds | Mean 1× |
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| Fund | Kind | Signal | Exit | 1× | 2× | 3× | Worst |
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