StockpickerAiStockpickerAi

๐ŸŒฒ Trend Lab โ€” TSMOM EDGE

Diversified time-series momentum across multi-asset ETFs. Statistical authority lives in the three z-score cards; crisis windows corroborate the story but do not gate the verdict.

initializingโ€ฆ

Primary Verdict

Gate verdict
UNKNOWN ยท โœ—
Load a run to inspect the gate.
crisis corroboration: โ€”
z naive
โ€”
Random-sign seed sweep.
z matched bias
โ€”
Dynamic exposure-matched null.
z non-overlap
โ€”
12-month block bootstrap kill-shot rung.

Equity Curves

Regime Corroboration

windowlabelstartendTSMOM total returnBuy-Hold total returnCorroboration
Load a run.

Crisis panel is corroboration only. Statistical authority is in the three z-score cards above.

Breadth Diagnostic

effective breadth
โ€”
expected Sharpe band
โ€”
assets / clusters
โ€”

14 ETFs โ‰ˆ 6 independent risk sources. Expected Sharpe band 0.40โ€“0.65, not the canonical 0.8. Borderline verdict โ†’ expand universe to futures.