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# GTL tuning matrix
Status: **complete**
Holdout split: `2024-07-01`
Completed arms: 20/20
| Arm | Full Sharpe | CAGR | Max DD | Trades | Train Sharpe | Test Sharpe | Ex-top-5% R | Screen |
|---|---:|---:|---:|---:|---:|---:|---:|---:|
| control | 2.03 | 50.0 | 21.4 | 321 | 1.28 | 2.78 | 0.049 | 0/0 |
| lookback_252 | 1.43 | 26.0 | 22.8 | 241 | 0.78 | 2.07 | 0.152 | 1/6 |
| lookback_504 | 1.75 | 38.8 | 21.4 | 289 | 1.32 | 2.20 | 0.055 | 4/6 |
| lookback_756 | 1.60 | 36.4 | 21.4 | 318 | 1.28 | 1.81 | 0.013 | 4/6 |
| candidates_8 | 1.91 | 44.5 | 18.9 | 320 | 1.44 | 2.39 | 0.024 | 4/6 |
| candidates_all | 1.74 | 39.0 | 18.9 | 322 | 1.15 | 2.31 | 0.014 | 3/6 |
| max_atr_5_5 | 1.61 | 37.0 | 23.1 | 348 | 1.15 | 2.09 | -0.011 | 1/6 |
| max_atr_8 | 1.89 | 46.3 | 19.7 | 348 | 1.51 | 2.27 | 0.003 | 4/6 |
| touch_0 | 1.88 | 45.5 | 22.0 | 321 | 1.25 | 2.48 | 0.053 | 2/6 |
| touch_0_25pct | 1.94 | 47.9 | 20.8 | 323 | 1.27 | 2.57 | 0.050 | 3/6 |
| merge_0_25pct | 1.82 | 43.4 | 20.8 | 327 | 1.78 | 1.71 | 0.062 | 4/6 |
| merge_1pct | 1.52 | 34.8 | 19.4 | 319 | 1.49 | 1.42 | 0.045 | 4/6 |
| zones_1pct | 1.71 | 38.3 | 20.3 | 291 | 1.43 | 1.91 | -0.044 | 3/6 |
| zones_3pct | 1.71 | 41.9 | 17.8 | 339 | 1.34 | 1.92 | -0.006 | 3/6 |
| grid_12 | 1.74 | 42.7 | 22.0 | 337 | 1.25 | 2.16 | 0.023 | 2/6 |
| grid_32 | 1.63 | 37.8 | 17.3 | 325 | 1.54 | 1.57 | 0.043 | 4/6 |
| pivots_none | 1.89 | 44.7 | 17.3 | 309 | 1.72 | 1.96 | 0.077 | 4/6 |
| pivots_11bar | 1.31 | 27.9 | 18.7 | 334 | 1.15 | 1.43 | 0.011 | 3/6 |
| strength_250 | 1.82 | 45.1 | 18.9 | 326 | 1.29 | 2.32 | 0.056 | 4/6 |
| strength_1000 | 1.88 | 46.7 | 18.5 | 338 | 1.42 | 2.32 | 0.080 | 4/6 |
## Interpretation guardrail
The post-2024 interval has already informed prior research. The train/test columns are robustness checks, not a pristine holdout. A passing arm is a candidate for forward paper validation, not automatic production promotion.