ZAPAS Backtest — Apr 17 Production Config

Generated 2026-04-17T08:27:28 · elapsed 0.3s · source zapas_wf_trades_full.parquet · range 2021-01-05 → 2026-04-01

Config applied

1 · Baseline PnL (5yr walk-forward)

Executed
6,506
of 9,288 skipped 2,782
Net PnL
$175,045
gross $204,259 − cost
Win Days
79.44%
707/890
Sharpe (daily)
8.47
MaxDD $-1,494
Annualized
16.52%
of $300,000 BP

WR trades: 70.87% · Avg trade: $26.91 · Avg daily: $196.68

2 · OPEX hard-skip validation

Raw OPEX trades
227
Executed after apr17
0
Hard-skip status
OK
no OPEX trades taken
Skipped reasons
3
OPEX, SPY_5d<-3.0, grade_excluded
Skip reasonCount
OPEX227
SPY_5d<-3.0642
grade_excluded1,913

3 · Beta overlay shadow (amp-factor reweight)

Trades scored
6506
PnL raw
$175,045
PnL + β mod
$173,171
Δ PnL
$-1,874
-1.07%

By β category

CategoryN tradesPnLAvg/tradeWR
HIGH_BETA0$0$0.000.0%
MID_BETA0$0$0.000.0%
LOW_BETA0$0$0.000.0%
INVERSE0$0$0.000.0%
IDIOSYNCRATIC0$0$0.000.0%
UNKNOWN6506$175,045$26.9170.9%

Amp: mean 0.993, median 1.0, ≥1.5 = 0.025 of trades, <0.7 = 0.067

4 · Recent 20 executed trades

DateTickerDirGradeEntry timeGap Entry $MOO $RetSizePnL netRegime
2026-04-01PVHBUYA07:303.57%69.2572.25+4.33%$2000$+79.64neutral
2026-04-01KODBUYA08:004.35%39.0139.78+1.97%$2000$+32.42neutral
2026-04-01CAGBUYA08:000.99%15.5915.88+1.83%$2000$+29.56neutral
2026-03-27SASELLA08:00-0.6%25.4325.0+1.69%$2000$+26.82risk_off
2026-03-27OXMBUYB+07:309.53%32.334.93+8.14%$300$+23.38risk_off
2026-03-27AGXBUYA07:3023.06%452.0505.6+11.86%$600$+69.05risk_off
2026-03-26NAVNBUYA+08:0023.06%10.7511.26+4.74%$900$+39.55risk_off
2026-03-26KRMNBUYA08:001.19%95.5100.79+5.54%$600$+31.13risk_off
2026-03-26JBSBUYA07:300.57%15.3615.84+3.12%$600$+16.65risk_off
2026-03-25CTASBUYA05:003.4%178.47184.18+3.20%$2000$+56.98neutral
2026-03-25AIRBUYA+08:006.58%110.0114.9+4.46%$3000$+123.15neutral
2026-03-25BRZEBUYA+08:0025.08%21.7522.54+3.63%$3000$+98.46neutral
2026-03-25WATTSELLA08:00-6.74%18.8516.89+10.40%$2000$+200.96neutral
2026-03-25KBHSELLA08:00-0.83%51.752.5-1.55%$2000$-37.94neutral
2026-03-24HSAISELLA07:00-2.54%22.5922.98-1.73%$2000$-41.52risk_off
2026-03-19LUNRSELLA08:00-2.76%18.1617.61+3.03%$2000$+53.58neutral
2026-03-19EQPTBUYA+07:305.99%26.526.01-1.85%$3000$-65.97neutral
2026-03-19HTFLSELLA06:00-1.85%23.0125.0-8.65%$2000$-179.96neutral
2026-03-19LESELLB+08:00-4.95%13.1812.87+2.36%$1000$+20.10neutral
2026-03-19FIVEBUYA08:003.21%226.0219.3-2.96%$2000$-66.30neutral

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