Validation
Backtests.
Before any scoring rule changes, the portfolio is replayed against history to confirm the change adds value. SPY and QQQ provide market context; the equal-weight SoR basket (same 30 tickers, no active decisions) is the strongest comparator.
| Run | Window | Engine | SPY | QQQ | SoR basket | Δ basket | Decisions |
|---|---|---|---|---|---|---|---|
| quarterly-2026-05-05vf.1.0 | 2025-05-05 → 2026-05-05 | +1.64% | — | — | +1.64% | +0.00% | 0 |
| trailing-12mo-2026-05-05vf.1.0 | 2025-05-05 → 2026-05-05 | -25.99% | +27.42% | +38.47% | -25.99% | +0.00% | 0 |
| phase-f-bootstrapvf.1.0 | 2026-04-30 → 2026-05-04 | +2.13% | — | — | +2.13% | +0.00% | 0 |
Δ basket measures whether active decisions added value beyond simply holding the same 30 tickers equally. Positive numbers mean the scoring and sizing rules earned their keep. Early runs will show near-zero Δ until enough decisions accumulate.