Focused daily portfolio-capacity matrix
Generated: 2026-08-05T18:12:50.577686+00:00
Question
The current daily Phase A control admitted 472 trades and rejected 519 qualified opportunities because the ten-slot book was full. This run brackets the economic cost of that binding constraint; it has no formal promotion gate.
Universe caveat: today's production membership is projected backward. Use paired arm-versus-control differences, not absolute profitability, for construction conclusions.
Paired annual medians
Empty Book — 0.10% per fill
| Arm |
ΔEV net R |
90% context |
ΔCalmar |
90% context |
| cap10_incumbent |
0.000 |
[0.000, 0.000] |
0.000 |
[0.000, 0.000] |
| cash_unbounded |
0.137 |
[0.120, 0.185] |
0.000 |
[-0.010, 0.270] |
| cap10_weekly_top10 |
0.092 |
[0.040, 0.117] |
0.000 |
[-0.040, 0.000] |
| cap15_incumbent |
0.098 |
[0.022, 0.183] |
0.000 |
[-0.010, 0.160] |
| Arm |
ΔPF |
ΔGain-to-Pain |
ΔSortino |
ΔCAGR pp |
ΔMaxDD pp |
| cap10_incumbent |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
| cash_unbounded |
0.094 |
0.068 |
0.313 |
0.800 |
3.800 |
| cap10_weekly_top10 |
-0.035 |
-0.052 |
-0.196 |
-5.700 |
2.850 |
| cap15_incumbent |
0.037 |
0.017 |
0.168 |
-0.050 |
2.150 |
Warm Book — 0.10% per fill
| Arm |
ΔEV net R |
90% context |
ΔCalmar |
90% context |
| cap10_incumbent |
0.000 |
[0.000, 0.000] |
0.000 |
[0.000, 0.000] |
| cash_unbounded |
0.119 |
[-0.014, 0.214] |
0.000 |
[-0.045, 0.150] |
| cap10_weekly_top10 |
0.068 |
[0.063, 0.154] |
0.000 |
[-0.110, 0.020] |
| cap15_incumbent |
0.063 |
[-0.104, 0.145] |
0.000 |
[-0.020, 0.110] |
| Arm |
ΔPF |
ΔGain-to-Pain |
ΔSortino |
ΔCAGR pp |
ΔMaxDD pp |
| cap10_incumbent |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
| cash_unbounded |
0.069 |
0.018 |
-0.921 |
-4.500 |
0.000 |
| cap10_weekly_top10 |
0.000 |
-0.026 |
-0.869 |
-4.100 |
3.900 |
| cap15_incumbent |
0.035 |
0.006 |
-0.994 |
-0.900 |
1.050 |
Warm-seed initialization dispersion
| Arm |
Cost/fill |
Median EV IQR ratio |
Median Calmar IQR ratio |
| cap10_incumbent |
0.10% |
n/a |
n/a |
| cash_unbounded |
0.10% |
n/a |
n/a |
| cap10_weekly_top10 |
0.10% |
n/a |
n/a |
| cap15_incumbent |
0.10% |
n/a |
n/a |
| cap10_incumbent |
0.20% |
n/a |
n/a |
| cash_unbounded |
0.20% |
n/a |
n/a |
| cap10_weekly_top10 |
0.20% |
n/a |
n/a |
| cap15_incumbent |
0.20% |
n/a |
n/a |
Capacity and operations — 0.10% per fill
| Arm |
Median trades |
Median blocked |
Median positions |
Peak |
Turnover |
Min-risk rejects |
| cap10_incumbent |
212.0 |
98.4% |
10.00 |
10 |
14.72 |
0 |
| cash_unbounded |
340.0 |
0.0% |
18.24 |
41 |
19.04 |
2719474 |
| cap10_weekly_top10 |
303.0 |
97.1% |
9.99 |
10 |
18.07 |
0 |
| cap15_incumbent |
327.0 |
97.3% |
14.78 |
15 |
17.30 |
0 |
Weekly-ranking opportunity set
- Median fresh entrant pool: 47.0.
- Median zero-entrant fraction: 0.000.
- Replacements across reported paths: 15081.
- Same-symbol re-entries within 10 sessions: 4081.
Bootstrap intervals above resample seven annual summaries and are descriptive context only. They are not gates or independent-population confidence claims.
