Best candidate
vol_targeted_power_momentum_guard
Net Sharpe
1.006
Net CAGR
+11.41%
Net MaxDD
-21.19%
Best Candidate Equity Curve
Candidate Ranking
| Candidate | Net Sharpe | Net CAGR | Net MaxDD | OOS Sharpe | Max Existing Corr |
|---|---|---|---|---|---|
| vol_targeted_power_momentum_guard | 1.006 | +11.41% | -21.19% | 1.553 | 0.453 |
| simple_power_thematic_momentum | 0.964 | +22.74% | -31.35% | 1.269 | 0.428 |
| defensive_utility_grid_barbell_guard | 0.948 | +13.12% | -24.22% | 1.550 | 0.825 |
| power_vs_ai_infra_relative_strength | 0.982 | +26.31% | -35.26% | 1.104 | 0.674 |
| vol_adjusted_power_risk_parity | 0.874 | +17.42% | -39.78% | 1.297 | 0.657 |
Latest Target Weights
| Symbol | Weight |
|---|---|
| SHY | +44.38% |
| TRGP | +11.20% |
| VRT | +8.99% |
| PWR | +7.82% |
| GRID | +6.62% |
| WMB | +5.97% |
| KMI | +5.60% |
| NXE | +4.82% |
| PAVE | +4.59% |
Data and Timestamp Assumptions
Provider: yahoo_finance_yfinance. Window: 2018-01-02 to 2026-06-05. Signals for date t use adjusted close data shifted to t-1, and positions[t] earn close-to-close returns[t]. Current-universe survivorship remains a promotion blocker.
Decision
# Decision: EXP-ai-power-demand-v1 ## Recommendation `paper_review_candidate` ready_for_paper_review: NO ## Best Candidate `vol_targeted_power_momentum_guard` The selected candidate has net Sharpe 1.006, net CAGR +11.41%, net max drawdown -21.19%, annual turnover 7.351, and max existing-strategy/proxy correlation 0.45319056601740043. ## Candidate Ranking | candidate | objective | net_sharpe | net_cagr | net_max_drawdown | oos_sharpe | max_existing_corr | bias_pass | |:-------------------------------------|------------:|-------------:|-----------:|-------------------:|-------------:|--------------------:|:------------| | vol_targeted_power_momentum_guard | 1.30494 | 1.00635 | 0.114094 | -0.211923 | 1.55259 | 0.453191 | True | | simple_power_thematic_momentum | 1.10451 | 0.964154 | 0.227367 | -0.313498 | 1.26929 | 0.427903 | True | | defensive_utility_grid_barbell_guard | 1.04009 | 0.947587 | 0.131215 | -0.24222 | 1.54956 | 0.825184 | False | | power_vs_ai_infra_relative_strength | 1.02577 | 0.981515 | 0.263099 | -0.352562 | 1.10362 | 0.673908 | True | | vol_adjusted_power_risk_parity | 0.928807 | 0.874218 | 0.174201 | -0.397758 | 1.29692 | 0.657038 | True | ## P0/P1/P2 Status - P0 bias gate: True - P0 DSR/PBO: needs_input; 5 candidate families were tested and no CPCV/PBO panel was run. - P1 OOS: computed with split 2024-01-01. - P1 portfolio interaction: computed against prior AI/power research where available plus QQQ/SOXX/SMH/XLU proxies. - P2 live readiness: not applicable; no broker orders, fills, queue, latency, or paper-trading stream. ## Blockers - No first-pass P0 blocker found, but hidden holdout and paper dry-run package are still missing. ## Promotion Gaps - hidden holdout or walk-forward/CPCV with DSR/PBO is still missing - promotion-grade Alpaca data and liquidity/spread checks are still missing ## Next Candidate Mutation - Replace current-universe Yahoo data with Alpaca SIP/IEX adjusted daily data from ops credentials only if a human asks for promotion-grade data. - Run walk-forward/CPCV with a fixed candidate set and deflated Sharpe/PBO estimate. - Add explicit liquidity filter for `SMR`, `OKLO`, and other optionality names before any paper-review package. - Compare marginal portfolio contribution against actual live/paper strategy returns, not only proxies.