B
ZenWave B — Medium-Horizon Adaptive Engine
LiveFully AutomatedWFA-Validated2018–2025
| WR | PF | SR | R/DD | Calmar | DD | DD Ave | DD Max | DT | DT Ave | DT Max | N | ROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10.9% | 0.97 | 0.07 | 0.05 | — | 0.95% | 11.16% | 22.43% | 23d | 87.0d | 211d | 193 | +1.20% |
ZenWave B targets medium-horizon structural drift and was validated across five independent Walk-Forward slices. B5 is the deployed configuration, selected for strong IS/OOS alignment and low observed fragility.
Validation Risk / Trade
1.00%
WFA Slices
B1–B5
Selected Slice
B5
Period
Jul 2018 – Nov 2025
Validation Summary — B1–B5
- Profitable out-of-sample performance in every slice
- Controlled parameter drift with no chaotic jumps
- Stable OOS behaviour across materially different volatility regimes
- Procedure and reporting reviewed for protocol adherence