A
ZenWave A — Long-Horizon Structural Engine
LiveFully AutomatedWFA-Validated2014–2025
| WR | PF | SR | R/DD | Calmar | DD | DD Ave | DD Max | DT | DT Ave | DT Max | N | ROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 13.2% | 0.96 | -0.02 | -0.02 | — | 3.45% | 15.50% | 18.91% | 74d | 88.0d | 124d | 205 | -0.34% |
ZenWave A is a long-horizon USDJPY breakout engine validated through multi-slice Walk-Forward Analysis across 12 years. It forms the long-horizon foundation of the ZenWave portfolio.
Validation Risk / Trade
1.00%
WFA Slices
A1–A4
Profit Factor
1.98
Max Balance DD
37.37%
Validation Summary — A1–A4
- Stable out-of-sample performance across slices
- Consistent profit factor and resilience across volatility regimes
- Parameter stability across the full window
- Robustness review found no material red flags