Gold Quant Machine — forensic-audited, causality-tested (17/17 tests)
Hedge Online Learning · Walk-Forward HMM · GARCH/HAR · EVT · Fractional Differentiation
Static HF edition (Docker needs HF PRO) — live API on Render
▶ AURUM-X Live Chart Kholo (Render)
M1/M5/M15/H1 UTC-aligned candles · Kalman trend · Machine score · Regime shading
HF par Docker ke liye PRO chahiye, isliye live chart Render par hai — yahi sach hai, koi nakli embed nahi.
| initial_capital | 10000.0 |
| final_equity | 10477.25 |
| total_return_pct | 4.77 |
| cagr_pct | 0.47 |
| annualised_vol_pct | 1.75 |
| sharpe | 0.275 |
| sortino | 0.381 |
| calmar | 0.101 |
| omega | 1.107 |
| max_drawdown_pct | -4.64 |
| var_95_daily_pct | 0.109 |
| cvar_95_daily_pct | 0.264 |
| win_rate_pct | 53.67 |
| profit_factor | 1.107 |
| trading_days | 2514 |
| years | 9.98 |
| symbol | XAUUSD (GC=F proxy) |
| data_is_synthetic | False |
| target_vol_pct | 10.0 |
| total_turnover | 51.68 |
| total_cost_paid | 152.63 |
| avg_abs_position | 0.054 |
| current_regime | TRENDING (Hurst=0.55) |
| accounting | simple returns, equity=cumprod(1+r), costs on turnover |
| disclaimer | Backtest/research only. Past performance does not guarantee future returns. Not financial advice. |
EVT tail: {"evt_var99_daily_pct": 0.55, "evt_cvar99_daily_pct": 1.088, "evt_xi": 0.379}
| initial_capital | 10000.0 |
| final_equity | 33517.13 |
| total_return_pct | 235.17 |
| cagr_pct | 12.89 |
| annualised_vol_pct | 16.96 |
| sharpe | 0.8 |
| sortino | 1.128 |
| calmar | 0.517 |
| omega | 1.157 |
| max_drawdown_pct | -24.94 |
| var_95_daily_pct | 1.647 |
| cvar_95_daily_pct | 2.551 |
| win_rate_pct | 53.74 |
| profit_factor | 1.157 |
| trading_days | 2514 |
| years | 9.98 |
| sims | 1000 |
| horizon_days | 252 |
| method | block bootstrap (block=20d) |
| median_final_equity | 10016.61 |
| p5_final_equity | 9778.16 |
| p95_final_equity | 10392.97 |
| prob_loss_pct | 47.1 |
| prob_drawdown_over_10pct | 0.0 |
| prob_drawdown_over_20pct | 0.0 |
| prob_ruin_dd_over_50pct | 0.0 |
| cvar95_final_equity | 9719.57 |
| reading | If prob_ruin is not ~0, position size is too big — no edge is worth ruin. |
| Fold 1 2016-10-13→2018-10-15 | -1.5% · Sharpe -0.485 · DD -2.21% |
| Fold 2 2018-10-16→2020-10-14 | -1.77% · Sharpe -0.484 · DD -2.4% |
| Fold 3 2020-10-15→2022-10-13 | -0.36% · Sharpe -0.407 · DD -0.83% |
| Fold 4 2022-10-14→2024-10-14 | 1.26% · Sharpe 0.76 · DD -0.49% |
| Fold 5 2024-10-15→2026-10-13 | 7.33% · Sharpe 1.21 · DD -2.3% |
Deflated Sharpe probability: 0.2099 — edge not statistically proven; drawdown survival is the proven property.
⚠️ Backtest/research only. No profit guaranteed. Not financial advice.