PM→MOO v2.2 — Grade Explorer

Cross-threshold comparison

Threshold	Trades	Days	Avg picks/d	Days at 15	PnL_H total	Avg/day	Per-trade	Sharpe	WR_H	MaxDD$	95% CI Sh
>= C	1,597	120	13.3	77	$+2,815	$+23.5	$+1.76	2.57	52%	$-1,361	[-0.2, 5.4]
>= B	1,404	120	11.7	55	$+2,558	$+21.3	$+1.82	2.33	52%	$-1,503	[-0.4, 5.1]
>= B+	1,390	120	11.6	54	$+2,667	$+22.2	$+1.92	2.47	52%	$-1,419	[-0.3, 5.3]
>= A	1,298	120	10.8	47	$+2,536	$+21.1	$+1.95	2.34	52%	$-1,445	[-0.4, 5.2]
= A+	618	113	5.5	16	$+2,889	$+25.6	$+4.68	3.55	57%	$-609	[0.6, 6.7]

How to read this table: ">= B+" includes B+ AND A AND A+ (the current production default). "= A+" is A+ only — strictest, fewest trades. All thresholds capped at MAX_POS=15/day; ties broken by score.

Verdict — scaling vs stability

Faster scaling (max $$$/period)

1. = A+$+2,889 · Sh 3.55

2. >= C$+2,815 · Sh 2.57

3. >= B+$+2,667 · Sh 2.47

4. >= B$+2,558 · Sh 2.33

5. >= A$+2,536 · Sh 2.34

Choose if you have BP headroom and want to deploy maximum capital — more trades = more compound surface.

More stable (Sharpe / DD% ratio)

1. = A+stab 2.93 · DD% 21.1%

2. >= Cstab 1.73 · DD% 48.4%

3. >= B+stab 1.62 · DD% 53.2%

4. >= Astab 1.49 · DD% 57.0%

5. >= Bstab 1.47 · DD% 58.8%

Choose if you want highest Sharpe per unit drawdown — fewer, higher-conviction trades, but limited compound capacity.

Practical recommendation:

For scaling BP fastest: = A+ — $+2,889 hedged over 120 days, 618 trades, Sharpe 3.55.
For maximum stability: = A+ — stability score 2.93, MaxDD 21.1% of total PnL.
Lowest tail risk (95% CI lower bound highest): = A+ — Sharpe CI lower bound 0.63.

Inspect one threshold

ETF tier breakdown

Quartile stability (full 6m)

Q	Period	Days	PnL_H	Sharpe	WR_H

Daily breakdown

Date	N	Tier	WR_H	PnL_H	Cum_H

PM → MOO 9:10 — Grade Explorer v2.2