# Dictamen final: RECHAZADA

Auditoría ejecutada con datos reales. No equivale a aprobación de rentabilidad.

# Auditoría PCS: ejecución reproducible

Hora UTC de auditoría: 2026-10-17T13:31:23.165131+00:00

## Fingerprint de datos
```json
[
  {
    "symbol": "BTCUSDT",
    "tf": "4h",
    "source": "Binance public data API",
    "bars": 14888,
    "first": 1577836800000,
    "last_open": 1792224000000,
    "gaps": [
      {
        "before": 1582099200000,
        "after": 1582128000000,
        "missing": 1
      }
    ],
    "strict_integrity": "FAIL",
    "sha256_csv": "627cccd1af7001ee539ea60e5af43faa73491afcd2e0c31f85fe67d8a7c3df2c"
  },
  {
    "symbol": "ETHUSDT",
    "tf": "4h",
    "source": "Binance public data API",
    "bars": 14888,
    "first": 1577836800000,
    "last_open": 1792224000000,
    "gaps": [
      {
        "before": 1582099200000,
        "after": 1582128000000,
        "missing": 1
      }
    ],
    "strict_integrity": "FAIL",
    "sha256_csv": "5edfe50494189b4a82f5cf6d304bd655831a2eb8dfa9e5c610cef7fa2ec3a993"
  },
  {
    "symbol": "BTCUSDT",
    "tf": "1h",
    "source": "Binance public data API",
    "bars": 42012,
    "first": 1640995200000,
    "last_open": 1792238400000,
    "gaps": [
      {
        "before": 1679659200000,
        "after": 1679666400000,
        "missing": 1
      }
    ],
    "strict_integrity": "FAIL",
    "sha256_csv": "635e1f9a9a8339546d62e3e5aeed72c71789145fe367038fddac516c9fc7276b"
  },
  {
    "symbol": "ETHUSDT",
    "tf": "1h",
    "source": "Binance public data API",
    "bars": 42012,
    "first": 1640995200000,
    "last_open": 1792238400000,
    "gaps": [
      {
        "before": 1679659200000,
        "after": 1679666400000,
        "missing": 1
      }
    ],
    "strict_integrity": "FAIL",
    "sha256_csv": "145ad288af644bd7f8110fbdb1e18c7d77e74a18424f25458ec6f11d10beb413"
  },
  {
    "symbol": "BTCUSDT",
    "tf": "15m",
    "source": "binance-spot-api",
    "sha256_rowhash": "55a58a261b4797440e09ffe54302b9408d956edefe20aa78b98fa5a9d17bd740",
    "bars": 97974,
    "first": "2024-01-01T00:00:00+00:00",
    "last_open": "2026-10-17T13:15:00+00:00",
    "last_close": "2026-10-17T13:30:00+00:00",
    "gaps_missing_bars": 0,
    "filepath": "audit_cache/BTCUSDT_15m_2024_20261017.csv"
  },
  {
    "symbol": "ETHUSDT",
    "tf": "15m",
    "source": "binance-spot-api",
    "sha256_rowhash": "c7df5923cc258670b9a6268074bad1b0e477dde6f46835ee17c48c137df57fe4",
    "bars": 97974,
    "first": "2024-01-01T00:00:00+00:00",
    "last_open": "2026-10-17T13:15:00+00:00",
    "last_close": "2026-10-17T13:30:00+00:00",
    "gaps_missing_bars": 0,
    "filepath": "audit_cache/ETHUSDT_15m_2024_20261017.csv"
  },
  {
    "symbol": "SOLUSDT",
    "tf": "4h",
    "source": "binance-spot-api",
    "sha256_rowhash": "728f51d690660637dd3ed804911b633e321f86d28efc13ec5ac29b6479b7de00",
    "bars": 12693,
    "first": "2021-01-01T00:00:00+00:00",
    "last_open": "2026-10-17T08:00:00+00:00",
    "last_close": "2026-10-17T12:00:00+00:00",
    "gaps_missing_bars": 0,
    "filepath": "audit_cache/SOLUSDT_4h_2021_20261017.csv"
  },
  {
    "symbol": "BNBUSDT",
    "tf": "4h",
    "source": "binance-spot-api",
    "sha256_rowhash": "839b2ab48d9c8078bc22cea8be4ed5885a0916005637823530b64e35106479db",
    "bars": 12693,
    "first": "2021-01-01T00:00:00+00:00",
    "last_open": "2026-10-17T08:00:00+00:00",
    "last_close": "2026-10-17T12:00:00+00:00",
    "gaps_missing_bars": 0,
    "filepath": "audit_cache/BNBUSDT_4h_2021_20261017.csv"
  }
]
```

## 6.1 FULL / IS / OOS
| symbol   | window   | CAGR    | MaxDD   |   Calmar |   PF | WinRate_legs   |   trades |   legs | avg_leg_return   |   leverage_entries |
|:---------|:---------|:--------|:--------|---------:|-----:|:---------------|---------:|-------:|:-----------------|-------------------:|
| BTCUSDT  | FULL     | +8.38%  | +14.86% |     0.56 | 1.31 | +54.23%        |      301 |    461 | +0.13%           |                  5 |
| BTCUSDT  | IS       | +5.76%  | +14.65% |     0.39 | 1.24 | +53.07%        |      118 |    179 | +0.10%           |                  1 |
| BTCUSDT  | OOS      | +10.51% | +14.25% |     0.74 | 1.35 | +54.96%        |      183 |    282 | +0.15%           |                  4 |
| ETHUSDT  | FULL     | +11.51% | +9.88%  |     1.16 | 1.54 | +56.28%        |      273 |    430 | +0.18%           |                  0 |
| ETHUSDT  | IS       | +14.01% | +7.48%  |     1.87 | 1.58 | +56.22%        |      129 |    201 | +0.21%           |                  0 |
| ETHUSDT  | OOS      | +9.57%  | +9.88%  |     0.97 | 1.51 | +56.33%        |      144 |    229 | +0.16%           |                  0 |

## 6.2 Retardo +1 vela
| symbol   | window   | CAGR   | MaxDD   |   PF |   trades |
|:---------|:---------|:-------|:--------|-----:|---------:|
| BTCUSDT  | FULL     | +4.18% | +19.74% | 1.14 |      318 |
| BTCUSDT  | OOS      | +4.72% | +16.85% | 1.15 |      192 |
| ETHUSDT  | FULL     | +9.54% | +17.16% | 1.39 |      283 |
| ETHUSDT  | OOS      | +5.23% | +17.16% | 1.23 |      156 |

## 6.3 Sensibilidad de costos
| symbol   | window   |    fee | CAGR    | MaxDD   |   PF |
|:---------|:---------|-------:|:--------|:--------|-----:|
| BTCUSDT  | FULL     | 0      | +13.16% | +11.88% | 1.55 |
| BTCUSDT  | FULL     | 0.0004 | +11.22% | +12.34% | 1.45 |
| BTCUSDT  | FULL     | 0.001  | +8.38%  | +14.86% | 1.31 |
| BTCUSDT  | FULL     | 0.0015 | +6.07%  | +19.07% | 1.22 |
| BTCUSDT  | OOS      | 0      | +16.74% | +10.43% | 1.62 |
| BTCUSDT  | OOS      | 0.0004 | +14.20% | +11.98% | 1.5  |
| BTCUSDT  | OOS      | 0.001  | +10.51% | +14.25% | 1.35 |
| BTCUSDT  | OOS      | 0.0015 | +7.51%  | +19.07% | 1.24 |
| ETHUSDT  | FULL     | 0      | +14.65% | +8.08%  | 1.75 |
| ETHUSDT  | FULL     | 0.0004 | +13.39% | +8.71%  | 1.66 |
| ETHUSDT  | FULL     | 0.001  | +11.51% | +9.88%  | 1.54 |
| ETHUSDT  | FULL     | 0.0015 | +9.97%  | +10.94% | 1.45 |
| ETHUSDT  | OOS      | 0      | +12.99% | +8.08%  | 1.76 |
| ETHUSDT  | OOS      | 0.0004 | +11.61% | +8.71%  | 1.65 |
| ETHUSDT  | OOS      | 0.001  | +9.57%  | +9.88%  | 1.51 |
| ETHUSDT  | OOS      | 0.0015 | +7.90%  | +10.94% | 1.41 |

## 6.4 Ablaciones
| symbol   | experiment           | CAGR    | MaxDD   |   PF |   delta_CAGR_vs_PCS |   trades |
|:---------|:---------------------|:--------|:--------|-----:|--------------------:|---------:|
| BTCUSDT  | ablacion_sin_regimen | +6.00%  | +27.68% | 1.14 |        -0.0450738   |      229 |
| BTCUSDT  | ablacion_sin_volumen | +10.01% | +16.14% | 1.32 |        -0.0049353   |      185 |
| BTCUSDT  | ablacion_solo_A      | +10.59% | +10.23% | 2.23 |         0.000855324 |       55 |
| BTCUSDT  | ablacion_solo_B      | +7.69%  | +14.72% | 1.28 |        -0.0281968   |      172 |
| BTCUSDT  | ablacion_sin_TP1     | +24.60% | +15.72% | 1.71 |         0.140914    |      167 |
| BTCUSDT  | ablacion_sin_BE      | +10.06% | +15.72% | 1.34 |        -0.00441413  |      166 |
| BTCUSDT  | ablacion_sin_tiempo  | +10.51% | +14.25% | 1.35 |         0           |      183 |
| ETHUSDT  | ablacion_sin_regimen | +5.09%  | +23.20% | 1.17 |        -0.0447735   |      188 |
| ETHUSDT  | ablacion_sin_volumen | +9.27%  | +9.63%  | 1.48 |        -0.00300958  |      148 |
| ETHUSDT  | ablacion_solo_A      | +6.61%  | +7.50%  | 1.89 |        -0.0295977   |       58 |
| ETHUSDT  | ablacion_solo_B      | +4.74%  | +11.68% | 1.26 |        -0.0482583   |      136 |
| ETHUSDT  | ablacion_sin_TP1     | +13.31% | +12.88% | 1.59 |         0.0374554   |      131 |
| ETHUSDT  | ablacion_sin_BE      | +9.51%  | +10.41% | 1.52 |        -0.000540519 |      128 |
| ETHUSDT  | ablacion_sin_tiempo  | +9.57%  | +9.88%  | 1.51 |         0           |      144 |

## 6.5 Robustez: 108 combinaciones completas (107 vecinos + centro)
| symbol   |   stopA |   trail |   volK |   lookSq |   adxA | CAGR    | MaxDD   |   PF |
|:---------|--------:|--------:|-------:|---------:|-------:|:--------|:--------|-----:|
| BTCUSDT  |     1.3 |     2.2 |   1.15 |       10 |     15 | +10.78% | +14.86% | 1.3  |
| BTCUSDT  |     1.3 |     2.2 |   1.15 |       10 |     18 | +8.41%  | +15.09% | 1.24 |
| BTCUSDT  |     1.3 |     2.2 |   1.15 |       15 |     15 | +10.80% | +14.86% | 1.3  |
| BTCUSDT  |     1.3 |     2.2 |   1.15 |       15 |     18 | +9.07%  | +15.02% | 1.25 |
| BTCUSDT  |     1.3 |     2.2 |   1.3  |       10 |     15 | +10.95% | +14.90% | 1.31 |
| BTCUSDT  |     1.3 |     2.2 |   1.3  |       10 |     18 | +8.40%  | +15.13% | 1.24 |
| BTCUSDT  |     1.3 |     2.2 |   1.3  |       15 |     15 | +10.98% | +14.90% | 1.31 |
| BTCUSDT  |     1.3 |     2.2 |   1.3  |       15 |     18 | +9.06%  | +15.06% | 1.25 |
| BTCUSDT  |     1.3 |     2.2 |   1.5  |       10 |     15 | +10.85% | +14.50% | 1.3  |
| BTCUSDT  |     1.3 |     2.2 |   1.5  |       10 |     18 | +8.74%  | +14.34% | 1.25 |
| BTCUSDT  |     1.3 |     2.2 |   1.5  |       15 |     15 | +10.87% | +14.50% | 1.3  |
| BTCUSDT  |     1.3 |     2.2 |   1.5  |       15 |     18 | +9.40%  | +14.34% | 1.26 |
| BTCUSDT  |     1.3 |     2.5 |   1.15 |       10 |     15 | +11.04% | +15.25% | 1.32 |
| BTCUSDT  |     1.3 |     2.5 |   1.15 |       10 |     18 | +7.83%  | +15.62% | 1.23 |
| BTCUSDT  |     1.3 |     2.5 |   1.15 |       15 |     15 | +11.06% | +15.25% | 1.32 |
| BTCUSDT  |     1.3 |     2.5 |   1.15 |       15 |     18 | +9.25%  | +15.55% | 1.27 |
| BTCUSDT  |     1.3 |     2.5 |   1.3  |       10 |     15 | +11.21% | +15.29% | 1.33 |
| BTCUSDT  |     1.3 |     2.5 |   1.3  |       10 |     18 | +7.82%  | +15.66% | 1.23 |
| BTCUSDT  |     1.3 |     2.5 |   1.3  |       15 |     15 | +11.24% | +15.29% | 1.33 |
| BTCUSDT  |     1.3 |     2.5 |   1.3  |       15 |     18 | +9.24%  | +15.59% | 1.27 |
| BTCUSDT  |     1.3 |     2.5 |   1.5  |       10 |     15 | +11.66% | +14.80% | 1.34 |
| BTCUSDT  |     1.3 |     2.5 |   1.5  |       10 |     18 | +8.65%  | +14.99% | 1.26 |
| BTCUSDT  |     1.3 |     2.5 |   1.5  |       15 |     15 | +11.68% | +14.80% | 1.34 |
| BTCUSDT  |     1.3 |     2.5 |   1.5  |       15 |     18 | +10.09% | +14.99% | 1.29 |
| BTCUSDT  |     1.3 |     3   |   1.15 |       10 |     15 | +12.87% | +13.59% | 1.39 |
| BTCUSDT  |     1.3 |     3   |   1.15 |       10 |     18 | +9.87%  | +13.63% | 1.31 |
| BTCUSDT  |     1.3 |     3   |   1.15 |       15 |     15 | +12.89% | +13.59% | 1.4  |
| BTCUSDT  |     1.3 |     3   |   1.15 |       15 |     18 | +11.27% | +13.63% | 1.35 |
| BTCUSDT  |     1.3 |     3   |   1.3  |       10 |     15 | +13.10% | +13.64% | 1.41 |
| BTCUSDT  |     1.3 |     3   |   1.3  |       10 |     18 | +9.86%  | +13.63% | 1.31 |
| BTCUSDT  |     1.3 |     3   |   1.3  |       15 |     15 | +13.12% | +13.64% | 1.41 |
| BTCUSDT  |     1.3 |     3   |   1.3  |       15 |     18 | +11.26% | +13.63% | 1.35 |
| BTCUSDT  |     1.3 |     3   |   1.5  |       10 |     15 | +13.53% | +13.11% | 1.41 |
| BTCUSDT  |     1.3 |     3   |   1.5  |       10 |     18 | +10.69% | +13.63% | 1.34 |
| BTCUSDT  |     1.3 |     3   |   1.5  |       15 |     15 | +13.55% | +13.11% | 1.41 |
| BTCUSDT  |     1.3 |     3   |   1.5  |       15 |     18 | +12.10% | +13.63% | 1.38 |
| BTCUSDT  |     1.5 |     2.2 |   1.15 |       10 |     15 | +11.89% | +12.98% | 1.38 |
| BTCUSDT  |     1.5 |     2.2 |   1.15 |       10 |     18 | +10.89% | +13.66% | 1.35 |
| BTCUSDT  |     1.5 |     2.2 |   1.15 |       15 |     15 | +11.91% | +12.98% | 1.38 |
| BTCUSDT  |     1.5 |     2.2 |   1.15 |       15 |     18 | +10.91% | +13.66% | 1.35 |
| BTCUSDT  |     1.5 |     2.2 |   1.3  |       10 |     15 | +12.08% | +13.01% | 1.39 |
| BTCUSDT  |     1.5 |     2.2 |   1.3  |       10 |     18 | +10.88% | +13.66% | 1.35 |
| BTCUSDT  |     1.5 |     2.2 |   1.3  |       15 |     15 | +12.10% | +13.01% | 1.39 |
| BTCUSDT  |     1.5 |     2.2 |   1.3  |       15 |     18 | +10.90% | +13.66% | 1.35 |
| BTCUSDT  |     1.5 |     2.2 |   1.5  |       10 |     15 | +11.61% | +13.01% | 1.37 |
| BTCUSDT  |     1.5 |     2.2 |   1.5  |       10 |     18 | +10.51% | +13.66% | 1.33 |
| BTCUSDT  |     1.5 |     2.2 |   1.5  |       15 |     15 | +11.63% | +13.01% | 1.37 |
| BTCUSDT  |     1.5 |     2.2 |   1.5  |       15 |     18 | +10.53% | +13.66% | 1.34 |
| BTCUSDT  |     1.5 |     2.5 |   1.15 |       10 |     15 | +11.39% | +14.04% | 1.37 |
| BTCUSDT  |     1.5 |     2.5 |   1.15 |       10 |     18 | +10.50% | +14.25% | 1.35 |
| BTCUSDT  |     1.5 |     2.5 |   1.15 |       15 |     15 | +11.41% | +14.04% | 1.37 |
| BTCUSDT  |     1.5 |     2.5 |   1.15 |       15 |     18 | +10.52% | +14.25% | 1.35 |
| BTCUSDT  |     1.5 |     2.5 |   1.3  |       10 |     15 | +11.58% | +14.08% | 1.38 |
| BTCUSDT  |     1.5 |     2.5 |   1.3  |       10 |     18 | +10.49% | +14.25% | 1.35 |
| BTCUSDT  |     1.5 |     2.5 |   1.3  |       15 |     15 | +11.60% | +14.08% | 1.38 |
| BTCUSDT  |     1.5 |     2.5 |   1.3  |       15 |     18 | +10.51% | +14.25% | 1.35 |
| BTCUSDT  |     1.5 |     2.5 |   1.5  |       10 |     15 | +11.15% | +14.08% | 1.36 |
| BTCUSDT  |     1.5 |     2.5 |   1.5  |       10 |     18 | +10.11% | +14.69% | 1.33 |
| BTCUSDT  |     1.5 |     2.5 |   1.5  |       15 |     15 | +11.17% | +14.08% | 1.37 |
| BTCUSDT  |     1.5 |     2.5 |   1.5  |       15 |     18 | +10.13% | +14.63% | 1.33 |
| BTCUSDT  |     1.5 |     3   |   1.15 |       10 |     15 | +12.66% | +13.07% | 1.44 |
| BTCUSDT  |     1.5 |     3   |   1.15 |       10 |     18 | +11.88% | +13.54% | 1.42 |
| BTCUSDT  |     1.5 |     3   |   1.15 |       15 |     15 | +12.68% | +13.07% | 1.44 |
| BTCUSDT  |     1.5 |     3   |   1.15 |       15 |     18 | +11.90% | +13.54% | 1.42 |
| BTCUSDT  |     1.5 |     3   |   1.3  |       10 |     15 | +12.90% | +13.11% | 1.45 |
| BTCUSDT  |     1.5 |     3   |   1.3  |       10 |     18 | +11.87% | +13.54% | 1.42 |
| BTCUSDT  |     1.5 |     3   |   1.3  |       15 |     15 | +12.92% | +13.11% | 1.45 |
| BTCUSDT  |     1.5 |     3   |   1.3  |       15 |     18 | +11.89% | +13.54% | 1.42 |
| BTCUSDT  |     1.5 |     3   |   1.5  |       10 |     15 | +12.46% | +13.20% | 1.43 |
| BTCUSDT  |     1.5 |     3   |   1.5  |       10 |     18 | +11.49% | +13.96% | 1.4  |
| BTCUSDT  |     1.5 |     3   |   1.5  |       15 |     15 | +12.48% | +13.15% | 1.43 |
| BTCUSDT  |     1.5 |     3   |   1.5  |       15 |     18 | +11.51% | +13.91% | 1.4  |
| BTCUSDT  |     1.8 |     2.2 |   1.15 |       10 |     15 | +9.67%  | +14.01% | 1.36 |
| BTCUSDT  |     1.8 |     2.2 |   1.15 |       10 |     18 | +9.44%  | +13.78% | 1.36 |
| BTCUSDT  |     1.8 |     2.2 |   1.15 |       15 |     15 | +9.30%  | +15.10% | 1.34 |
| BTCUSDT  |     1.8 |     2.2 |   1.15 |       15 |     18 | +9.08%  | +14.87% | 1.34 |
| BTCUSDT  |     1.8 |     2.2 |   1.3  |       10 |     15 | +9.87%  | +13.09% | 1.37 |
| BTCUSDT  |     1.8 |     2.2 |   1.3  |       10 |     18 | +9.43%  | +13.81% | 1.36 |
| BTCUSDT  |     1.8 |     2.2 |   1.3  |       15 |     15 | +9.50%  | +14.19% | 1.35 |
| BTCUSDT  |     1.8 |     2.2 |   1.3  |       15 |     18 | +9.07%  | +14.90% | 1.34 |
| BTCUSDT  |     1.8 |     2.2 |   1.5  |       10 |     15 | +9.84%  | +13.09% | 1.37 |
| BTCUSDT  |     1.8 |     2.2 |   1.5  |       10 |     18 | +9.49%  | +13.65% | 1.36 |
| BTCUSDT  |     1.8 |     2.2 |   1.5  |       15 |     15 | +9.47%  | +14.19% | 1.35 |
| BTCUSDT  |     1.8 |     2.2 |   1.5  |       15 |     18 | +9.12%  | +14.75% | 1.34 |
| BTCUSDT  |     1.8 |     2.5 |   1.15 |       10 |     15 | +9.48%  | +15.52% | 1.37 |
| BTCUSDT  |     1.8 |     2.5 |   1.15 |       10 |     18 | +9.34%  | +15.22% | 1.37 |
| BTCUSDT  |     1.8 |     2.5 |   1.15 |       15 |     15 | +9.11%  | +16.61% | 1.35 |
| BTCUSDT  |     1.8 |     2.5 |   1.15 |       15 |     18 | +8.96%  | +16.32% | 1.35 |
| BTCUSDT  |     1.8 |     2.5 |   1.3  |       10 |     15 | +9.68%  | +14.61% | 1.38 |
| BTCUSDT  |     1.8 |     2.5 |   1.3  |       10 |     18 | +9.33%  | +15.25% | 1.37 |
| BTCUSDT  |     1.8 |     2.5 |   1.3  |       15 |     15 | +9.31%  | +15.71% | 1.36 |
| BTCUSDT  |     1.8 |     2.5 |   1.3  |       15 |     18 | +8.95%  | +16.34% | 1.35 |
| BTCUSDT  |     1.8 |     2.5 |   1.5  |       10 |     15 | +9.69%  | +14.61% | 1.38 |
| BTCUSDT  |     1.8 |     2.5 |   1.5  |       10 |     18 | +9.38%  | +15.10% | 1.37 |
| BTCUSDT  |     1.8 |     2.5 |   1.5  |       15 |     15 | +9.31%  | +15.71% | 1.36 |
| BTCUSDT  |     1.8 |     2.5 |   1.5  |       15 |     18 | +9.00%  | +16.20% | 1.35 |
| BTCUSDT  |     1.8 |     3   |   1.15 |       10 |     15 | +10.23% | +14.87% | 1.42 |
| BTCUSDT  |     1.8 |     3   |   1.15 |       10 |     18 | +10.16% | +14.48% | 1.43 |
| BTCUSDT  |     1.8 |     3   |   1.15 |       15 |     15 | +9.85%  | +15.98% | 1.4  |
| BTCUSDT  |     1.8 |     3   |   1.15 |       15 |     18 | +9.78%  | +15.60% | 1.4  |
| BTCUSDT  |     1.8 |     3   |   1.3  |       10 |     15 | +10.48% | +13.96% | 1.44 |
| BTCUSDT  |     1.8 |     3   |   1.3  |       10 |     18 | +10.15% | +14.51% | 1.43 |
| BTCUSDT  |     1.8 |     3   |   1.3  |       15 |     15 | +10.09% | +15.08% | 1.42 |
| BTCUSDT  |     1.8 |     3   |   1.3  |       15 |     18 | +9.77%  | +15.63% | 1.4  |
| BTCUSDT  |     1.8 |     3   |   1.5  |       10 |     15 | +10.48% | +13.96% | 1.44 |
| BTCUSDT  |     1.8 |     3   |   1.5  |       10 |     18 | +10.20% | +14.37% | 1.43 |
| BTCUSDT  |     1.8 |     3   |   1.5  |       15 |     15 | +10.10% | +15.08% | 1.42 |
| BTCUSDT  |     1.8 |     3   |   1.5  |       15 |     18 | +9.82%  | +15.48% | 1.41 |
| ETHUSDT  |     1.3 |     2.2 |   1.15 |       10 |     15 | +10.51% | +12.24% | 1.43 |
| ETHUSDT  |     1.3 |     2.2 |   1.15 |       10 |     18 | +10.20% | +12.63% | 1.43 |
| ETHUSDT  |     1.3 |     2.2 |   1.15 |       15 |     15 | +11.20% | +12.24% | 1.44 |
| ETHUSDT  |     1.3 |     2.2 |   1.15 |       15 |     18 | +10.75% | +12.63% | 1.45 |
| ETHUSDT  |     1.3 |     2.2 |   1.3  |       10 |     15 | +10.33% | +12.24% | 1.42 |
| ETHUSDT  |     1.3 |     2.2 |   1.3  |       10 |     18 | +10.02% | +12.63% | 1.43 |
| ETHUSDT  |     1.3 |     2.2 |   1.3  |       15 |     15 | +11.02% | +12.24% | 1.43 |
| ETHUSDT  |     1.3 |     2.2 |   1.3  |       15 |     18 | +10.57% | +12.63% | 1.44 |
| ETHUSDT  |     1.3 |     2.2 |   1.5  |       10 |     15 | +9.59%  | +14.44% | 1.39 |
| ETHUSDT  |     1.3 |     2.2 |   1.5  |       10 |     18 | +9.72%  | +13.53% | 1.42 |
| ETHUSDT  |     1.3 |     2.2 |   1.5  |       15 |     15 | +10.28% | +15.39% | 1.4  |
| ETHUSDT  |     1.3 |     2.2 |   1.5  |       15 |     18 | +10.26% | +14.49% | 1.43 |
| ETHUSDT  |     1.3 |     2.5 |   1.15 |       10 |     15 | +10.38% | +10.18% | 1.46 |
| ETHUSDT  |     1.3 |     2.5 |   1.15 |       10 |     18 | +10.17% | +10.28% | 1.48 |
| ETHUSDT  |     1.3 |     2.5 |   1.15 |       15 |     15 | +10.95% | +10.18% | 1.47 |
| ETHUSDT  |     1.3 |     2.5 |   1.15 |       15 |     18 | +10.63% | +10.28% | 1.48 |
| ETHUSDT  |     1.3 |     2.5 |   1.3  |       10 |     15 | +10.22% | +10.18% | 1.46 |
| ETHUSDT  |     1.3 |     2.5 |   1.3  |       10 |     18 | +10.00% | +10.28% | 1.48 |
| ETHUSDT  |     1.3 |     2.5 |   1.3  |       15 |     15 | +10.78% | +10.18% | 1.47 |
| ETHUSDT  |     1.3 |     2.5 |   1.3  |       15 |     18 | +10.47% | +10.28% | 1.48 |
| ETHUSDT  |     1.3 |     2.5 |   1.5  |       10 |     15 | +9.20%  | +13.28% | 1.4  |
| ETHUSDT  |     1.3 |     2.5 |   1.5  |       10 |     18 | +9.42%  | +12.07% | 1.44 |
| ETHUSDT  |     1.3 |     2.5 |   1.5  |       15 |     15 | +9.76%  | +14.25% | 1.41 |
| ETHUSDT  |     1.3 |     2.5 |   1.5  |       15 |     18 | +9.88%  | +13.05% | 1.45 |
| ETHUSDT  |     1.3 |     3   |   1.15 |       10 |     15 | +10.63% | +10.56% | 1.51 |
| ETHUSDT  |     1.3 |     3   |   1.15 |       10 |     18 | +10.47% | +10.50% | 1.53 |
| ETHUSDT  |     1.3 |     3   |   1.15 |       15 |     15 | +11.17% | +10.56% | 1.51 |
| ETHUSDT  |     1.3 |     3   |   1.15 |       15 |     18 | +10.85% | +10.50% | 1.53 |
| ETHUSDT  |     1.3 |     3   |   1.3  |       10 |     15 | +10.53% | +10.56% | 1.51 |
| ETHUSDT  |     1.3 |     3   |   1.3  |       10 |     18 | +10.37% | +10.50% | 1.53 |
| ETHUSDT  |     1.3 |     3   |   1.3  |       15 |     15 | +11.07% | +10.56% | 1.51 |
| ETHUSDT  |     1.3 |     3   |   1.3  |       15 |     18 | +10.74% | +10.50% | 1.53 |
| ETHUSDT  |     1.3 |     3   |   1.5  |       10 |     15 | +9.25%  | +14.42% | 1.42 |
| ETHUSDT  |     1.3 |     3   |   1.5  |       10 |     18 | +9.53%  | +13.06% | 1.47 |
| ETHUSDT  |     1.3 |     3   |   1.5  |       15 |     15 | +9.78%  | +15.37% | 1.43 |
| ETHUSDT  |     1.3 |     3   |   1.5  |       15 |     18 | +9.90%  | +14.03% | 1.47 |
| ETHUSDT  |     1.5 |     2.2 |   1.15 |       10 |     15 | +8.61%  | +12.19% | 1.39 |
| ETHUSDT  |     1.5 |     2.2 |   1.15 |       10 |     18 | +9.24%  | +11.27% | 1.45 |
| ETHUSDT  |     1.5 |     2.2 |   1.15 |       15 |     15 | +9.29%  | +12.19% | 1.4  |
| ETHUSDT  |     1.5 |     2.2 |   1.15 |       15 |     18 | +9.79%  | +11.27% | 1.47 |
| ETHUSDT  |     1.5 |     2.2 |   1.3  |       10 |     15 | +8.49%  | +12.19% | 1.39 |
| ETHUSDT  |     1.5 |     2.2 |   1.3  |       10 |     18 | +9.12%  | +11.27% | 1.45 |
| ETHUSDT  |     1.5 |     2.2 |   1.3  |       15 |     15 | +9.17%  | +12.19% | 1.4  |
| ETHUSDT  |     1.5 |     2.2 |   1.3  |       15 |     18 | +9.67%  | +11.27% | 1.47 |
| ETHUSDT  |     1.5 |     2.2 |   1.5  |       10 |     15 | +7.79%  | +14.34% | 1.35 |
| ETHUSDT  |     1.5 |     2.2 |   1.5  |       10 |     18 | +8.85%  | +12.12% | 1.43 |
| ETHUSDT  |     1.5 |     2.2 |   1.5  |       15 |     15 | +8.46%  | +15.27% | 1.37 |
| ETHUSDT  |     1.5 |     2.2 |   1.5  |       15 |     18 | +9.39%  | +13.08% | 1.45 |
| ETHUSDT  |     1.5 |     2.5 |   1.15 |       10 |     15 | +8.88%  | +9.86%  | 1.45 |
| ETHUSDT  |     1.5 |     2.5 |   1.15 |       10 |     18 | +9.19%  | +9.88%  | 1.5  |
| ETHUSDT  |     1.5 |     2.5 |   1.15 |       15 |     15 | +9.47%  | +9.86%  | 1.46 |
| ETHUSDT  |     1.5 |     2.5 |   1.15 |       15 |     18 | +9.67%  | +9.88%  | 1.51 |
| ETHUSDT  |     1.5 |     2.5 |   1.3  |       10 |     15 | +8.78%  | +9.86%  | 1.45 |
| ETHUSDT  |     1.5 |     2.5 |   1.3  |       10 |     18 | +9.09%  | +9.88%  | 1.5  |
| ETHUSDT  |     1.5 |     2.5 |   1.3  |       15 |     15 | +9.37%  | +9.86%  | 1.47 |
| ETHUSDT  |     1.5 |     2.5 |   1.3  |       15 |     18 | +9.57%  | +9.88%  | 1.51 |
| ETHUSDT  |     1.5 |     2.5 |   1.5  |       10 |     15 | +8.11%  | +11.89% | 1.41 |
| ETHUSDT  |     1.5 |     2.5 |   1.5  |       10 |     18 | +8.84%  | +10.64% | 1.49 |
| ETHUSDT  |     1.5 |     2.5 |   1.5  |       15 |     15 | +8.69%  | +12.86% | 1.42 |
| ETHUSDT  |     1.5 |     2.5 |   1.5  |       15 |     18 | +9.32%  | +11.62% | 1.5  |
| ETHUSDT  |     1.5 |     3   |   1.15 |       10 |     15 | +9.09%  | +10.01% | 1.52 |
| ETHUSDT  |     1.5 |     3   |   1.15 |       10 |     18 | +9.11%  | +9.95%  | 1.56 |
| ETHUSDT  |     1.5 |     3   |   1.15 |       15 |     15 | +9.63%  | +10.01% | 1.52 |
| ETHUSDT  |     1.5 |     3   |   1.15 |       15 |     18 | +9.46%  | +9.95%  | 1.56 |
| ETHUSDT  |     1.5 |     3   |   1.3  |       10 |     15 | +9.04%  | +10.01% | 1.53 |
| ETHUSDT  |     1.5 |     3   |   1.3  |       10 |     18 | +9.06%  | +9.95%  | 1.56 |
| ETHUSDT  |     1.5 |     3   |   1.3  |       15 |     15 | +9.58%  | +10.01% | 1.53 |
| ETHUSDT  |     1.5 |     3   |   1.3  |       15 |     18 | +9.41%  | +9.95%  | 1.57 |
| ETHUSDT  |     1.5 |     3   |   1.5  |       10 |     15 | +8.11%  | +12.90% | 1.45 |
| ETHUSDT  |     1.5 |     3   |   1.5  |       10 |     18 | +8.55%  | +11.52% | 1.52 |
| ETHUSDT  |     1.5 |     3   |   1.5  |       15 |     15 | +8.64%  | +13.85% | 1.46 |
| ETHUSDT  |     1.5 |     3   |   1.5  |       15 |     18 | +8.91%  | +12.49% | 1.53 |
| ETHUSDT  |     1.8 |     2.2 |   1.15 |       10 |     15 | +6.78%  | +9.10%  | 1.37 |
| ETHUSDT  |     1.8 |     2.2 |   1.15 |       10 |     18 | +8.24%  | +7.16%  | 1.51 |
| ETHUSDT  |     1.8 |     2.2 |   1.15 |       15 |     15 | +7.22%  | +9.10%  | 1.38 |
| ETHUSDT  |     1.8 |     2.2 |   1.15 |       15 |     18 | +8.55%  | +7.16%  | 1.51 |
| ETHUSDT  |     1.8 |     2.2 |   1.3  |       10 |     15 | +6.31%  | +9.10%  | 1.35 |
| ETHUSDT  |     1.8 |     2.2 |   1.3  |       10 |     18 | +7.76%  | +7.16%  | 1.48 |
| ETHUSDT  |     1.8 |     2.2 |   1.3  |       15 |     15 | +6.75%  | +9.10%  | 1.35 |
| ETHUSDT  |     1.8 |     2.2 |   1.3  |       15 |     18 | +8.07%  | +7.16%  | 1.48 |
| ETHUSDT  |     1.8 |     2.2 |   1.5  |       10 |     15 | +6.06%  | +9.90%  | 1.34 |
| ETHUSDT  |     1.8 |     2.2 |   1.5  |       10 |     18 | +7.51%  | +7.98%  | 1.47 |
| ETHUSDT  |     1.8 |     2.2 |   1.5  |       15 |     15 | +6.50%  | +10.88% | 1.34 |
| ETHUSDT  |     1.8 |     2.2 |   1.5  |       15 |     18 | +7.82%  | +8.98%  | 1.47 |
| ETHUSDT  |     1.8 |     2.5 |   1.15 |       10 |     15 | +6.99%  | +6.87%  | 1.43 |
| ETHUSDT  |     1.8 |     2.5 |   1.15 |       10 |     18 | +8.14%  | +6.90%  | 1.56 |
| ETHUSDT  |     1.8 |     2.5 |   1.15 |       15 |     15 | +7.49%  | +6.87%  | 1.43 |
| ETHUSDT  |     1.8 |     2.5 |   1.15 |       15 |     18 | +8.53%  | +6.90%  | 1.56 |
| ETHUSDT  |     1.8 |     2.5 |   1.3  |       10 |     15 | +6.53%  | +6.87%  | 1.41 |
| ETHUSDT  |     1.8 |     2.5 |   1.3  |       10 |     18 | +7.67%  | +6.90%  | 1.53 |
| ETHUSDT  |     1.8 |     2.5 |   1.3  |       15 |     15 | +7.03%  | +6.87%  | 1.41 |
| ETHUSDT  |     1.8 |     2.5 |   1.3  |       15 |     18 | +8.06%  | +6.90%  | 1.53 |
| ETHUSDT  |     1.8 |     2.5 |   1.5  |       10 |     15 | +6.31%  | +7.29%  | 1.39 |
| ETHUSDT  |     1.8 |     2.5 |   1.5  |       10 |     18 | +7.45%  | +7.06%  | 1.51 |
| ETHUSDT  |     1.8 |     2.5 |   1.5  |       15 |     15 | +6.80%  | +8.30%  | 1.4  |
| ETHUSDT  |     1.8 |     2.5 |   1.5  |       15 |     18 | +7.84%  | +8.06%  | 1.51 |
| ETHUSDT  |     1.8 |     3   |   1.15 |       10 |     15 | +8.01%  | +9.37%  | 1.57 |
| ETHUSDT  |     1.8 |     3   |   1.15 |       10 |     18 | +9.53%  | +8.05%  | 1.78 |
| ETHUSDT  |     1.8 |     3   |   1.15 |       15 |     15 | +8.55%  | +9.37%  | 1.56 |
| ETHUSDT  |     1.8 |     3   |   1.15 |       15 |     18 | +9.92%  | +8.05%  | 1.75 |
| ETHUSDT  |     1.8 |     3   |   1.3  |       10 |     15 | +7.59%  | +9.37%  | 1.54 |
| ETHUSDT  |     1.8 |     3   |   1.3  |       10 |     18 | +9.11%  | +8.05%  | 1.74 |
| ETHUSDT  |     1.8 |     3   |   1.3  |       15 |     15 | +8.10%  | +9.37%  | 1.53 |
| ETHUSDT  |     1.8 |     3   |   1.3  |       15 |     18 | +9.47%  | +8.05%  | 1.72 |
| ETHUSDT  |     1.8 |     3   |   1.5  |       10 |     15 | +7.11%  | +9.37%  | 1.49 |
| ETHUSDT  |     1.8 |     3   |   1.5  |       10 |     18 | +8.61%  | +8.05%  | 1.68 |
| ETHUSDT  |     1.8 |     3   |   1.5  |       15 |     15 | +7.61%  | +9.37%  | 1.49 |
| ETHUSDT  |     1.8 |     3   |   1.5  |       15 |     18 | +8.97%  | +8.66%  | 1.67 |

## 6.6 Walk-forward
| symbol   | start      | end        | CAGR    | return_total   | MaxDD   |   PF |
|:---------|:-----------|:-----------|:--------|:---------------|:--------|-----:|
| BTCUSDT  | 2023-01-01 | 2023-07-01 | +45.79% | +20.52%        | +3.51%  | 3.21 |
| BTCUSDT  | 2023-04-01 | 2023-10-01 | +1.60%  | +0.80%         | +5.08%  | 1.09 |
| BTCUSDT  | 2023-07-01 | 2024-01-01 | +19.16% | +9.22%         | +5.08%  | 1.65 |
| BTCUSDT  | 2023-10-01 | 2024-04-01 | +61.33% | +27.05%        | +4.84%  | 2.76 |
| BTCUSDT  | 2024-01-01 | 2024-07-01 | +14.82% | +7.12%         | +7.30%  | 1.49 |
| BTCUSDT  | 2024-04-01 | 2024-10-01 | -16.97% | -8.89%         | +10.22% | 0.48 |
| BTCUSDT  | 2024-07-01 | 2025-01-01 | -4.92%  | -2.51%         | +9.58%  | 0.87 |
| BTCUSDT  | 2024-10-01 | 2025-04-01 | +4.19%  | +2.06%         | +4.05%  | 1.15 |
| BTCUSDT  | 2025-01-01 | 2025-07-01 | +4.37%  | +2.14%         | +4.40%  | 1.19 |
| BTCUSDT  | 2025-04-01 | 2025-10-01 | +8.88%  | +4.35%         | +6.18%  | 1.35 |
| BTCUSDT  | 2025-07-01 | 2026-01-01 | +9.75%  | +4.79%         | +3.89%  | 1.64 |
| BTCUSDT  | 2025-10-01 | 2026-04-01 | -12.81% | -6.60%         | +8.49%  | 0.4  |
| BTCUSDT  | 2026-01-01 | 2026-07-01 | -8.69%  | -4.40%         | +8.89%  | 0.64 |
| BTCUSDT  | 2026-04-01 | 2026-10-01 | +12.26% | +5.96%         | +8.36%  | 1.42 |
| ETHUSDT  | 2023-01-01 | 2023-07-01 | +11.64% | +5.60%         | +5.20%  | 1.59 |
| ETHUSDT  | 2023-04-01 | 2023-10-01 | -11.04% | -5.69%         | +8.38%  | 0.41 |
| ETHUSDT  | 2023-07-01 | 2024-01-01 | +10.02% | +4.92%         | +5.95%  | 1.52 |
| ETHUSDT  | 2023-10-01 | 2024-04-01 | +28.72% | +13.47%        | +6.99%  | 2.02 |
| ETHUSDT  | 2024-01-01 | 2024-07-01 | +23.96% | +11.28%        | +3.56%  | 2.59 |
| ETHUSDT  | 2024-04-01 | 2024-10-01 | +4.25%  | +2.11%         | +4.61%  | 1.37 |
| ETHUSDT  | 2024-07-01 | 2025-01-01 | +2.67%  | +1.34%         | +5.19%  | 1.13 |
| ETHUSDT  | 2024-10-01 | 2025-04-01 | +5.58%  | +2.74%         | +4.11%  | 1.41 |
| ETHUSDT  | 2025-01-01 | 2025-07-01 | +1.22%  | +0.60%         | +4.63%  | 1.09 |
| ETHUSDT  | 2025-04-01 | 2025-10-01 | +14.87% | +7.18%         | +5.73%  | 1.49 |
| ETHUSDT  | 2025-07-01 | 2026-01-01 | +11.35% | +5.56%         | +6.54%  | 1.48 |
| ETHUSDT  | 2025-10-01 | 2026-04-01 | -1.95%  | -0.98%         | +4.49%  | 0.85 |
| ETHUSDT  | 2026-01-01 | 2026-07-01 | -5.20%  | -2.61%         | +6.17%  | 0.7  |
| ETHUSDT  | 2026-04-01 | 2026-10-01 | +10.44% | +5.09%         | +4.38%  | 1.49 |

## 6.7 Monte Carlo (5.000 permutaciones sin reemplazo)
| symbol   |   legs | DD_median   | DD_P95   |   final_median |   final_P5 | P_losing   | P_DD_gt50   |
|:---------|-------:|:------------|:---------|---------------:|-----------:|:-----------|:------------|
| BTCUSDT  |    282 | +12.02%     | +18.35%  |           1.46 |       1.46 | +0.00%     | +0.00%      |
| ETHUSDT  |    229 | +7.72%      | +11.99%  |           1.41 |       1.41 | +0.00%     | +0.00%      |

## 6.8 Baselines
| symbol   | window   | experiment      | CAGR    | MaxDD   |   Calmar | PF   |   trades |
|:---------|:---------|:----------------|:--------|:--------|---------:|:-----|---------:|
| BTCUSDT  | FULL     | Carter_raw      | +17.83% | +22.18% |     0.8  | 2.13 |      180 |
| BTCUSDT  | FULL     | Latino_core     | +17.15% | +16.87% |     1.02 | 1.61 |      258 |
| BTCUSDT  | FULL     | B&H             | +42.92% | +77.04% |     0.56 | N/D  |        0 |
| BTCUSDT  | FULL     | DCA_weekly_1USD | +42.83% | +77.05% |     0.56 | N/D  |        0 |
| BTCUSDT  | OOS      | Carter_raw      | +34.08% | +10.53% |     3.23 | 2.69 |       92 |
| BTCUSDT  | OOS      | Latino_core     | +20.03% | +15.47% |     1.29 | 1.65 |      157 |
| BTCUSDT  | OOS      | B&H             | +52.22% | +53.45% |     0.98 | N/D  |        0 |
| BTCUSDT  | OOS      | DCA_weekly_1USD | +52.07% | +53.45% |     0.97 | N/D  |        0 |
| ETHUSDT  | FULL     | Carter_raw      | +4.74%  | +20.33% |     0.23 | 1.23 |      190 |
| ETHUSDT  | FULL     | Latino_core     | +12.45% | +14.49% |     0.86 | 1.49 |      233 |
| ETHUSDT  | FULL     | B&H             | +54.02% | +81.12% |     0.67 | N/D  |        0 |
| ETHUSDT  | FULL     | DCA_weekly_1USD | +53.95% | +81.12% |     0.67 | N/D  |        0 |
| ETHUSDT  | OOS      | Carter_raw      | +4.03%  | +20.33% |     0.2  | 1.18 |      106 |
| ETHUSDT  | OOS      | Latino_core     | +6.91%  | +14.49% |     0.48 | 1.34 |      118 |
| ETHUSDT  | OOS      | B&H             | +20.54% | +68.03% |     0.3  | N/D  |        0 |
| ETHUSDT  | OOS      | DCA_weekly_1USD | +20.40% | +68.04% |     0.3  | N/D  |        0 |

## 6.9 Año por año
| symbol   |   window | return_total   | CAGR    | MaxDD   |   trades |
|:---------|---------:|:---------------|:--------|:--------|---------:|
| BTCUSDT  |     2020 | +34.78%        | +34.71% | +6.40%  |       42 |
| BTCUSDT  |     2021 | -5.57%         | -5.58%  | +12.85% |       48 |
| BTCUSDT  |     2022 | -6.71%         | -6.71%  | +10.82% |       29 |
| BTCUSDT  |     2023 | +31.64%        | +31.69% | +5.08%  |       47 |
| BTCUSDT  |     2024 | +4.44%         | +4.43%  | +13.07% |       58 |
| BTCUSDT  |     2025 | +6.19%         | +6.20%  | +6.18%  |       41 |
| BTCUSDT  |     2026 | +0.05%         | +0.06%  | +12.85% |       37 |
| ETHUSDT  |     2020 | +31.23%        | +31.17% | +6.70%  |       50 |
| ETHUSDT  |     2021 | +10.41%        | +10.42% | +5.81%  |       49 |
| ETHUSDT  |     2022 | -0.37%         | -0.37%  | +5.29%  |       31 |
| ETHUSDT  |     2023 | +10.80%        | +10.81% | +5.95%  |       39 |
| ETHUSDT  |     2024 | +12.77%        | +12.75% | +6.09%  |       43 |
| ETHUSDT  |     2025 | +6.19%         | +6.20%  | +6.54%  |       28 |
| ETHUSDT  |     2026 | +6.58%         | +8.38%  | +6.43%  |       34 |

## 6.10 Multi-TF y 6.11 generalización
| symbol   | window   | CAGR    | MaxDD   |   PF |   trades |
|:---------|:---------|:--------|:--------|-----:|---------:|
| BTCUSDT  | 1h       | -21.26% | +73.35% | 0.8  |      795 |
| ETHUSDT  | 1h       | -24.51% | +77.44% | 0.75 |      813 |
| BTCUSDT  | 15m      | -95.21% | +99.98% | 0.48 |     1929 |
| ETHUSDT  | 15m      | -91.50% | +99.90% | 0.47 |     1870 |
| SOLUSDT  | FULL     | +4.20%  | +14.14% | 1.18 |      252 |
| BNBUSDT  | FULL     | +2.31%  | +18.85% | 1.09 |      253 |

## Criterios

- C1: FAIL / no demostrado
- C2: FAIL / no demostrado
- C3: FAIL / no demostrado
- C4: FAIL / no demostrado
- C5: FAIL / no demostrado
- C6: FAIL / no demostrado
- C7: FAIL / no demostrado
- C8: FAIL / no demostrado
- C9: FAIL / no demostrado
- C10: FAIL / no demostrado

## Advertencias de interpretación
- El retardo no constituye un detector lógico de look-ahead; exigir causalidad de timestamp para C4.
- La métrica de DD del Monte Carlo sólo reorganiza legs y no reproduce mark-to-market intrabar de la estrategia.
- La magnitud final del Monte Carlo por mera permutación es casi constante matemáticamente.
- En DCA, flujo semanal hace que la comparación de Calmar no sea estrictamente equivalente.
- El spot sin endeudamiento requiere --spot-only; la fórmula base puede implicar préstamo de USDT.
- Los parámetros de Carter raw se completaron por interpretación conservadora declarada.
- Las ventanas se re-inician con capital, pero pueden usar historia anterior para calentar indicadores.
- No se modelan spreads, slippage, impacto, latencias, préstamo ni fiscalidad.
- Si se aprueban menos de 8 criterios, NO inferir aprobación. Tres FAIL implican RECHAZADA.

## Resumen automático
{
  "C3_neighbors_tested": 107,
  "C3_bad_neighbors": 41,
  "C4_note": "PASS de sensibilidad al lag no prueba por sí solo ausencia de look-ahead; se exige también test causal prefix-invariance",
  "C9_per_component": {
    "BTCUSDT/sin_regimen": true,
    "BTCUSDT/sin_volumen": true,
    "BTCUSDT/solo_A": false,
    "BTCUSDT/solo_B": true,
    "BTCUSDT/sin_TP1": false,
    "BTCUSDT/sin_BE": true,
    "BTCUSDT/sin_tiempo": false,
    "ETHUSDT/sin_regimen": true,
    "ETHUSDT/sin_volumen": true,
    "ETHUSDT/solo_A": true,
    "ETHUSDT/solo_B": true,
    "ETHUSDT/sin_TP1": false,
    "ETHUSDT/sin_BE": true,
    "ETHUSDT/sin_tiempo": false
  },
  "C10_note": "DCA Calmar proxy por valor/aporte acumulado: no comparable rigurosamente",
  "data_quality_failures": [
    {
      "symbol": "BTCUSDT",
      "tf": "4h",
      "source": "Binance public data API",
      "bars": 14888,
      "first": 1577836800000,
      "last_open": 1792224000000,
      "gaps": [
        {
          "before": 1582099200000,
          "after": 1582128000000,
          "missing": 1
        }
      ],
      "strict_integrity": "FAIL",
      "sha256_csv": "627cccd1af7001ee539ea60e5af43faa73491afcd2e0c31f85fe67d8a7c3df2c"
    },
    {
      "symbol": "ETHUSDT",
      "tf": "4h",
      "source": "Binance public data API",
      "bars": 14888,
      "first": 1577836800000,
      "last_open": 1792224000000,
      "gaps": [
        {
          "before": 1582099200000,
          "after": 1582128000000,
          "missing": 1
        }
      ],
      "strict_integrity": "FAIL",
      "sha256_csv": "5edfe50494189b4a82f5cf6d304bd655831a2eb8dfa9e5c610cef7fa2ec3a993"
    },
    {
      "symbol": "BTCUSDT",
      "tf": "1h",
      "source": "Binance public data API",
      "bars": 42012,
      "first": 1640995200000,
      "last_open": 1792238400000,
      "gaps": [
        {
          "before": 1679659200000,
          "after": 1679666400000,
          "missing": 1
        }
      ],
      "strict_integrity": "FAIL",
      "sha256_csv": "635e1f9a9a8339546d62e3e5aeed72c71789145fe367038fddac516c9fc7276b"
    },
    {
      "symbol": "ETHUSDT",
      "tf": "1h",
      "source": "Binance public data API",
      "bars": 42012,
      "first": 1640995200000,
      "last_open": 1792238400000,
      "gaps": [
        {
          "before": 1679659200000,
          "after": 1679666400000,
          "missing": 1
        }
      ],
      "strict_integrity": "FAIL",
      "sha256_csv": "145ad288af644bd7f8110fbdb1e18c7d77e74a18424f25458ec6f11d10beb413"
    }
  ],
  "download_failures": [],
  "methodology": "Historical gaps preserved as observed. Strict integrity failed where indicated; results there are exploratory, never certified."
}