8-fold rolling WFO · train 18mo → test 6mo · picker: LEAN Optimizer.Launcher (GridSearch, max Sharpe) · ₹2,00,000 · 1 lot · generated 20260609-081932
Stitched OOS return: -3.24% · avg fold Sharpe: -3.56 · folds: 1
| Fold | Train | Test (OOS) | Best params (Sharpe) | Net % | Sharpe | Orders | Win% |
|---|---|---|---|---|---|---|---|
| 0 | 20190101–20190701 | 20190701–20190901 | iv_hi=0.7 | -3.237 | -3.56 | 8 | 50.0 |
OOS equity (cumulative %): [('20190901', -3.24)]