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US equity runtime archive

简体中文

Last updated: 2026-06-28

This index records current runtime_enabled US equity profiles and reviewable evidence. It does not restate runtime contract details and does not mark profiles without long-window summaries as fully archived.

Archive overview

Profile Archive status Reviewable evidence CAGR Max drawdown Notes
global_etf_rotation archived (threshold-4 recheck) UsEquitySnapshotPipelines/data/output/global_etf_rotation_threshold4_2026-05-04/summary.csv, docs/us_equity_strategy_status.md, docs/us_equity_contract_gap_matrix.md, UsEquitySnapshotPipelines/docs/operator_runbook.md 13.25% -23.29% Threshold-4 version retained after recheck; better drawdown than SPY with slightly higher CAGR.
tqqq_growth_income archived docs/us_equity_strategy_status.md 33.96% -31.48% Best directly reviewable executable evidence currently available.
soxl_soxx_trend_income archived UsEquitySnapshotPipelines/data/output/soxl_soxx_trend_income_archive_2026-05-04/summary.csv, docs/us_equity_value_mode_input_contract.md, docs/us_equity_contract_gap_matrix.md 98.03% -39.29% Daily replay with 100k initial equity and 5 bps cost; income sleeve joins later in sample.
russell_1000_multi_factor_defensive archived UsEquitySnapshotPipelines/data/output/russell_1000_multi_factor_defensive_archive_2026-05-04/summary.csv, release status artifacts, operator runbook 16.64% -27.62% Full backtest output available for like-for-like comparison.
russell_top50_leader_rotation archived concentration variant summary, release status artifacts 36.41% -30.56% Current retained unlevered leader-rotation line.

Research retained, not live

These profiles keep implementation, contracts, or legacy aliases for manual replay, but are not in the runtime_enabled live list.

Profile Status Key result Reason
tecl_xlk_trend_income research_backtest_only 2024+ CAGR 24.8%, max drawdown -46.0%; did not beat SOXL (172% / -34%) or TQQQ live proxy. Technology 3x transplant failed promotion gate; code, backtest entrypoints, and research artifacts retained only. See UsEquitySnapshotPipelines/docs/tecl-xlk-optimization-research.md.
tech_communication_pullback_enhancement research_backtest_only CAGR 24.31%, max drawdown -30.84%. Sector-limited tech/communication sleeve underperforms russell_top50_leader_rotation without better drawdown.

Removed legacy research

These names are no longer valid STRATEGY_PROFILE values; offline evidence remains.

Removed profile Status Key result
mega_cap_leader_rotation_dynamic_top20 removed CAGR 21.51%, max drawdown -23.14%.
dynamic_mega_leveraged_pullback removed CAGR 30.96%, max drawdown -34.80%.

Archive definitions

  • archived means a directly reviewable long-window summary or complete offline research output exists in-repo.
  • runtime-ready, performance archive pending means contracts and entrypoints exist but no unified long backtest summary yet.
  • long summary pending means strategy logic exists but final reviewable performance archive is still missing.
  • Runtime contracts and backtest evidence are separate concerns.