Crash-Aware AI Momentum
crash-aware-ai-momentum · v1 · rank 1
Weekly 33%
Return -0.28%
DD -1.1%
Net -$31.52
Paper only · 2 blocking gap(s)
Feedback loop
Strategy improvement cockpit
每次 daily-run 后，Performance Sim 会把真实信号 paper 结果、Phase 2 真实数据验证、 MCP readiness 和阻塞项写成版本化评估事件。这里看的是“哪套策略值得继续进化”，不是买卖建议。
latest day 2026-10-19generated 10/20/2026, 12:08:52 PMpaper only · not advice
Strategies
25
Active versions
25
Evaluations
25
Feedback events
930
Proposals
0
MCP eligible
0
Latest strategy evaluations
One row per strategy version for the latest evaluation day.
| Strategy | Version | Rank | Weekly win | Return | DD | Net P&L | Evidence | Action |
|---|---|---|---|---|---|---|---|---|
Crash-Aware AI Momentum crash-aware-ai-momentum | v1 | 1 | 33% | -0.28% | -1.1% | -$31.52 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
Trend Barbell ETF trend-barbell-etf | v1 | 2 | 25% | +1.45% | -0.7% | $119.88 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
GTAA Triad Rotation gtaa-triad-rotation | v1 | 3 | 25% | +1.07% | -1.0% | $100.30 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
ETF Defensive etf-defensive | v1 | 4 | 25% | -0.07% | -0.5% | -$6.86 | Real-data testedcost-awaresample gap | blocked_until_broker_sync |
Composite AI Momentum composite-ai-momentum | v1 | 5 | 25% | -0.22% | -2.0% | -$25.78 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
AI 52-Week High Momentum ai-52week-high-momentum | v1 | 6 | 25% | -0.22% | -2.0% | -$25.78 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
AI Fundamental Momentum Proxy ai-fundamental-momentum-proxy | v1 | 7 | 25% | -0.22% | -2.0% | -$25.78 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
Equal-Risk Multi-Asset equal-risk-multi-asset | v1 | 8 | 13% | +0.64% | -2.2% | -$98.34 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
Multi-Asset TSMOM ETF multi-asset-tsmom | v1 | 9 | 13% | +0.34% | -2.2% | $30.28 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
Quality-Filtered Top-N quality-filtered-topn | v1 | 10 | 13% | -0.22% | -2.0% | -$25.78 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
Top 3 Basket top-3-basket | v2 | 11 | 8% | -0.82% | -2.6% | -$100.74 | Real-data testedcost-awaresample gap | blocked_until_broker_sync |
BAB Min-Vol AI Tilt bab-minvol-ai | v1 | 12 | 0% | -0.06% | -0.1% | -$8.42 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
GEM Dual Momentum ETF gem-dual-momentum | v1 | 13 | 0% | -0.06% | -0.1% | -$8.55 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
Sector Dual Momentum sector-dual-momentum | v1 | 14 | 0% | -0.09% | -0.1% | -$10.98 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
Residual AI Momentum residual-ai-momentum | v1 | 15 | 0% | -0.11% | -0.1% | -$12.82 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
Top 5 Equal Basket top-5-equal-basket | v1 | 16 | 0% | -0.25% | -0.3% | -$32.42 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
Opening Range Day Trade opening-range-day-trade | v1 | 17 | 0% | -0.47% | -0.5% | -$51.53 | Real-data testedcost-awaresample gap | blocked_until_broker_sync |
Vol-Managed AI Top 1 vol-managed-ai-top1 | v1 | 18 | 0% | -1.12% | -1.1% | -$116.52 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
Risk-Managed AI Momentum risk-managed-ai-momentum | v1 | 19 | 0% | -1.19% | -1.2% | -$121.10 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
AI Day Momentum (Tight Risk) ai-day-momentum | v3 | 20 | 0% | -1.52% | -1.5% | -$153.78 | Real-data testedcost-awaresample gap | blocked_until_broker_sync |
Risk-Budget Sized Top 1 risk-budget-sized-top1 | v1 | 21 | 0% | -1.96% | -2.0% | -$200.62 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
Macro Risk-Gated AI macro-risk-gated-ai | v1 | 22 | 0% | -2.00% | -2.0% | -$204.40 | Real-data testedcost-awaresample gap | blocked_until_broker_sync |
Position Signal WARN-Half position-signal-warn-half | v1 | 23 | 0% | -7.37% | -7.4% | -$817.77 | Paper onlycost-awaresample gap | blocked_until_broker_sync |
Position Signal Follower position-signal | v1 | 24 | 0% | -7.39% | -7.4% | -$817.77 | Real-data testedcost-awaresample gap | blocked_until_broker_sync |
AI Top 1 ai-top-1 | v3 | 25 | — | 0.00% | 0.0% | $0.00 | Paper onlysample gap | blocked_until_broker_sync |
blocked_until_broker_sync
Trend Barbell ETF
trend-barbell-etf · v1 · rank 2
Weekly 25%
Return +1.45%
DD -0.7%
Net $119.88
Paper only · 2 blocking gap(s)
GTAA Triad Rotation
gtaa-triad-rotation · v1 · rank 3
Weekly 25%
Return +1.07%
DD -1.0%
Net $100.30
Paper only · 2 blocking gap(s)
ETF Defensive
etf-defensive · v1 · rank 4
Weekly 25%
Return -0.07%
DD -0.5%
Net -$6.86
Real-data tested · 2 blocking gap(s)
Composite AI Momentum
composite-ai-momentum · v1 · rank 5
Weekly 25%
Return -0.22%
DD -2.0%
Net -$25.78
Paper only · 2 blocking gap(s)
AI 52-Week High Momentum
ai-52week-high-momentum · v1 · rank 6
Weekly 25%
Return -0.22%
DD -2.0%
Net -$25.78
Paper only · 2 blocking gap(s)
AI Fundamental Momentum Proxy
ai-fundamental-momentum-proxy · v1 · rank 7
Weekly 25%
Return -0.22%
DD -2.0%
Net -$25.78
Paper only · 2 blocking gap(s)
Equal-Risk Multi-Asset
equal-risk-multi-asset · v1 · rank 8
Weekly 13%
Return +0.64%
DD -2.2%
Net -$98.34
Paper only · 2 blocking gap(s)
Multi-Asset TSMOM ETF
multi-asset-tsmom · v1 · rank 9
Weekly 13%
Return +0.34%
DD -2.2%
Net $30.28
Paper only · 2 blocking gap(s)
Quality-Filtered Top-N
quality-filtered-topn · v1 · rank 10
Weekly 13%
Return -0.22%
DD -2.0%
Net -$25.78
Paper only · 2 blocking gap(s)
Top 3 Basket
top-3-basket · v2 · rank 11
Weekly 8%
Return -0.82%
DD -2.6%
Net -$100.74
Real-data tested · 2 blocking gap(s)
BAB Min-Vol AI Tilt
bab-minvol-ai · v1 · rank 12
Weekly 0%
Return -0.06%
DD -0.1%
Net -$8.42
Paper only · 2 blocking gap(s)
GEM Dual Momentum ETF
gem-dual-momentum · v1 · rank 13
Weekly 0%
Return -0.06%
DD -0.1%
Net -$8.55
Paper only · 2 blocking gap(s)
Sector Dual Momentum
sector-dual-momentum · v1 · rank 14
Weekly 0%
Return -0.09%
DD -0.1%
Net -$10.98
Paper only · 2 blocking gap(s)
Residual AI Momentum
residual-ai-momentum · v1 · rank 15
Weekly 0%
Return -0.11%
DD -0.1%
Net -$12.82
Paper only · 2 blocking gap(s)
Top 5 Equal Basket
top-5-equal-basket · v1 · rank 16
Weekly 0%
Return -0.25%
DD -0.3%
Net -$32.42
Paper only · 2 blocking gap(s)
Opening Range Day Trade
opening-range-day-trade · v1 · rank 17
Weekly 0%
Return -0.47%
DD -0.5%
Net -$51.53
Real-data tested · 2 blocking gap(s)
Vol-Managed AI Top 1
vol-managed-ai-top1 · v1 · rank 18
Weekly 0%
Return -1.12%
DD -1.1%
Net -$116.52
Paper only · 2 blocking gap(s)
Risk-Managed AI Momentum
risk-managed-ai-momentum · v1 · rank 19
Weekly 0%
Return -1.19%
DD -1.2%
Net -$121.10
Paper only · 2 blocking gap(s)
AI Day Momentum (Tight Risk)
ai-day-momentum · v3 · rank 20
Weekly 0%
Return -1.52%
DD -1.5%
Net -$153.78
Real-data tested · 2 blocking gap(s)
Risk-Budget Sized Top 1
risk-budget-sized-top1 · v1 · rank 21
Weekly 0%
Return -1.96%
DD -2.0%
Net -$200.62
Paper only · 2 blocking gap(s)
Macro Risk-Gated AI
macro-risk-gated-ai · v1 · rank 22
Weekly 0%
Return -2.00%
DD -2.0%
Net -$204.40
Real-data tested · 2 blocking gap(s)
Position Signal WARN-Half
position-signal-warn-half · v1 · rank 23
Weekly 0%
Return -7.37%
DD -7.4%
Net -$817.77
Paper only · 2 blocking gap(s)
Position Signal Follower
position-signal · v1 · rank 24
Weekly 0%
Return -7.39%
DD -7.4%
Net -$817.77
Real-data tested · 2 blocking gap(s)
AI Top 1
ai-top-1 · v3 · rank 25
Weekly —
Return 0.00%
DD 0.0%
Net $0.00
Paper only · 4 blocking gap(s)
Active versions
Current tracked config versions.
AI 52-Week High Momentum
ai-52week-high-momentum
Initial active tracking version.
AI Day Momentum (Tight Risk)
ai-day-momentum
Detected strategy config change; created a new active tracking version.
AI Fundamental Momentum Proxy
ai-fundamental-momentum-proxy
Initial active tracking version.
AI Top 1
ai-top-1
Detected strategy config change; created a new active tracking version.
BAB Min-Vol AI Tilt
bab-minvol-ai
Initial active tracking version.
Composite AI Momentum
composite-ai-momentum
Initial active tracking version.
Crash-Aware AI Momentum
crash-aware-ai-momentum
Initial active tracking version.
Equal-Risk Multi-Asset
equal-risk-multi-asset
Initial active tracking version.
ETF Defensive
etf-defensive
Initial active tracking version.
GEM Dual Momentum ETF
gem-dual-momentum
Initial active tracking version.
GTAA Triad Rotation
gtaa-triad-rotation
Initial active tracking version.
Macro Risk-Gated AI
macro-risk-gated-ai
Initial active tracking version.
Multi-Asset TSMOM ETF
multi-asset-tsmom
Initial active tracking version.
Opening Range Day Trade
opening-range-day-trade
Initial active tracking version.
Position Signal Follower
position-signal
Initial active tracking version.
Position Signal WARN-Half
position-signal-warn-half
Initial active tracking version.
Quality-Filtered Top-N
quality-filtered-topn
Initial active tracking version.
Residual AI Momentum
residual-ai-momentum
Initial active tracking version.
Risk-Budget Sized Top 1
risk-budget-sized-top1
Initial active tracking version.
Risk-Managed AI Momentum
risk-managed-ai-momentum
Initial active tracking version.
Sector Dual Momentum
sector-dual-momentum
Initial active tracking version.
Top 3 Basket
top-3-basket
Detected strategy config change; created a new active tracking version.
Top 5 Equal Basket
top-5-equal-basket
Initial active tracking version.
Trend Barbell ETF
trend-barbell-etf
Initial active tracking version.
Vol-Managed AI Top 1
vol-managed-ai-top1
Initial active tracking version.
Feedback events
Recent machine-readable events for future Invest AI workers.
Strategy cannot be MCP-used until real broker read-only sync is fresh.
GTAA Triad Rotation · v1 · 2026-10-19 · 10/19/2026, 2:45:55 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Sector Dual Momentum · v1 · 2026-10-19 · 10/19/2026, 2:45:55 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
AI Fundamental Momentum Proxy · v1 · 2026-10-19 · 10/19/2026, 2:45:54 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
AI 52-Week High Momentum · v1 · 2026-10-19 · 10/19/2026, 2:45:54 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Composite AI Momentum · v1 · 2026-10-19 · 10/19/2026, 2:45:54 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Equal-Risk Multi-Asset · v1 · 2026-10-19 · 10/19/2026, 2:45:53 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Residual AI Momentum · v1 · 2026-10-19 · 10/19/2026, 2:45:53 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
BAB Min-Vol AI Tilt · v1 · 2026-10-19 · 10/19/2026, 2:45:53 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Multi-Asset TSMOM ETF · v1 · 2026-10-19 · 10/19/2026, 2:45:52 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Risk-Managed AI Momentum · v1 · 2026-10-19 · 10/19/2026, 2:45:52 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Quality-Filtered Top-N · v1 · 2026-10-19 · 10/19/2026, 2:45:51 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Trend Barbell ETF · v1 · 2026-10-19 · 10/19/2026, 2:45:51 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Crash-Aware AI Momentum · v1 · 2026-10-19 · 10/19/2026, 2:45:51 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
GEM Dual Momentum ETF · v1 · 2026-10-19 · 10/19/2026, 2:45:50 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Vol-Managed AI Top 1 · v1 · 2026-10-19 · 10/19/2026, 2:45:50 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Top 5 Equal Basket · v1 · 2026-10-19 · 10/19/2026, 2:45:50 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Position Signal WARN-Half · v1 · 2026-10-19 · 10/19/2026, 2:45:49 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Risk-Budget Sized Top 1 · v1 · 2026-10-19 · 10/19/2026, 2:45:49 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Position Signal Follower · v1 · 2026-10-19 · 10/19/2026, 2:45:48 PM
blockedopen
blocked_until_broker_syncphase2_validation_requirements_not_metbroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
AI Day Momentum (Tight Risk) · v3 · 2026-10-19 · 10/19/2026, 2:45:48 PM
blockedopen
blocked_until_broker_syncphase2_validation_requirements_not_metbroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Opening Range Day Trade · v1 · 2026-10-19 · 10/19/2026, 2:45:48 PM
blockedopen
blocked_until_broker_syncphase2_validation_requirements_not_metbroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Macro Risk-Gated AI · v1 · 2026-10-19 · 10/19/2026, 2:45:47 PM
blockedopen
blocked_until_broker_syncphase2_validation_requirements_not_metbroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
ETF Defensive · v1 · 2026-10-19 · 10/19/2026, 2:45:47 PM
blockedopen
blocked_until_broker_syncphase2_validation_requirements_not_metbroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Top 3 Basket · v2 · 2026-10-19 · 10/19/2026, 2:45:47 PM
blockedopen
blocked_until_broker_syncphase2_validation_requirements_not_metbroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
AI Top 1 · v3 · 2026-10-19 · 10/19/2026, 2:45:46 PM
blockedopen
blocked_until_broker_synccost_aware_live_paper_fillsphase2_validation_requirements_not_metbroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
GTAA Triad Rotation · v1 · 2026-10-16 · 10/16/2026, 2:45:52 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Sector Dual Momentum · v1 · 2026-10-16 · 10/16/2026, 2:45:52 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
AI Fundamental Momentum Proxy · v1 · 2026-10-16 · 10/16/2026, 2:45:51 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
AI 52-Week High Momentum · v1 · 2026-10-16 · 10/16/2026, 2:45:51 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync
Strategy cannot be MCP-used until real broker read-only sync is fresh.
Composite AI Momentum · v1 · 2026-10-16 · 10/16/2026, 2:45:51 PM
blockedopen
blocked_until_broker_syncreal_intraday_data_sourcebroker_readonly_position_sync