Forward Performance Tracking

Live execution compared against historical simulation corridors.

FPT Equity Curve

Live actual vs. demo & live backtests

Win RateProfit FactorSharpeMax DDTrades
ZenWave A22.7%0.69-3.1315.05%66
ZenWave B20.7%0.85-1.739.80%58

What This Page Is

This page documents the forward performance of the ZenWave trading engines after they have completed Walk-Forward Analysis and entered live deployment. It is not a forecast — it is a structured record of what actually happened once the engines began trading with real capital, compared against their historical simulation corridors.

How to Read These Charts

Demo Backtest

Upper bound

Optimistic execution assumptions — no spread variability, ideal fills. Produces the cleanest equity curve.

Live Backtest

Lower bound

Conservative execution assumptions — wider spreads, commission modeling. Represents the tighter envelope.

Live Actual

Reality

Real capital, real execution. This is what actually happened. It should track within the demo–live corridor.

Video Log

Every FPT update is documented on video — same engines, same metrics, same assumptions. No curve-fitting, no parameter changes, no post-hoc rationalisation. If something breaks, it gets documented here.

#001January 2026Baseline

All WFA validation complete. Parameters frozen. Live accounts active. This is the point where research ends and documentation begins.

Relationship to the Quant Report

The Quant Report documents what was built — the Walk-Forward Analysis, parameter selection, out-of-sample validation, and AI audits. This page documents what happens next: real-time performance tracking against those validated models.