Déjà-vu Strategy · 6-Month Forward Projection
$10K per position · 126 trading days · Bootstrap Monte Carlo (N=2000 paths) from honest OOS daily PnL · seed=20260510
6-Month Projection — Cumulative P&L
P5-P95
P25-P75
Median (P50)
Final P&L Distribution
Monthly Income (median ± P25/P75)
Historical OOS Cumulative P&L
Prob > $0
—
Prob > $25K
—
Prob > $50K
—
Prob > $100K
—
Median Max DD
—
P5 Max DD (worst-case)
—
Worst path
—
Best path
—
Trade frequency (historical)
Avg trades/day
—
Median trades/day
—
Max trades/day
—
Days w/ ZERO trades
—
Trades-per-day distribution
Monthly Breakdown — Median Path
Month
Median
P25
P75
P5
P95
Window comparison — historical OOS performance
Window
Days
Trades/d
Total PnL
Sharpe
WR%
MaxDD
Ann.PnL
Zero-days
Range