KILL SWITCH: ARMED
All systems nominal. Kill switch armed and monitoring active conditions.
Strategy Kill Conditions — sorted by proximity
T3S1kDelta-Neutral Passive Funding Rate Carry — BTC+ETH, Hi-Res CPCV (S1k)28%
live_oos_maxdd_dur_days > 88.6 (Tukey P75+1.5×IQR from 45 CPCV folds; P75=53.2, IQR=23.7)
MaxDD Duration24.5/ 88.6(28%)
Sharpe Lower Bound18.2/ 4.1(100%)
Kill MaxDD 0.0203215%Min Sharpe 4.068199999999999
T1IBITIBIT Basis Carry (ETF + HL Perp)0%
No quantitative conditions defined
T2S2dS2d Spot-Perp Basis Trade v40%
No quantitative conditions defined
T3S_NEW_06S_NEW_06 Regime-Filtered Crypto Momentum0%
No quantitative conditions defined
T3S_NEW_14BS_NEW_14B ETH Passive Carry blocked rho=0.940%
No quantitative conditions defined
T2S_NEW_20S_NEW_20 SPX Systematic Vol Premium0%
No quantitative conditions defined
T3S_NEW_21S_NEW_21 Passive BTC+ETH Short-Vol0%
No quantitative conditions defined
T1S_NEW_34S_NEW_34 SPY Trend Following 200d SMA0%
live_oos_maxdd_dur_days > 402.0 (Tukey P75+1.5×IQR from 171 CPCV folds; P75=222.0, IQR=120.0)
No quantitative conditions defined
Kill MaxDD 0.29109650000000004%Min Sharpe -0.41277125000000026
T2S_NEW_37S_NEW_37 Multi-Asset Trend 9 ETFs 200d SMA0%
live_oos_maxdd_dur_days > 463.5 (Tukey P75+1.5×IQR from 171 CPCV folds; P75=243.0, IQR=147.0)
No quantitative conditions defined
Kill MaxDD 0.115687%Min Sharpe -0.5765812500000003
T1S_NEW_49S_NEW_49 Risk Parity Trend SPY+TLT+IEF+GLD0%
live_oos_maxdd_dur_days > 280.0 (Tukey P75+1.5×IQR from 171 CPCV folds; P75=169.0, IQR=74.0)
No quantitative conditions defined
Kill MaxDD 0.09899425%Min Sharpe -0.43283175000000007
T2S_NEW_53S_NEW_53 Sector EW Trend 11 SPDR ETFs0%
No quantitative conditions defined
T2S_NEW_56S_NEW_56 Sector Risk Parity Trend 11 SPDRs0%
live_oos_maxdd_dur_days > 777.0 (Tukey P75+1.5×IQR from 171 CPCV folds; P75=441.0, IQR=224.0)
No quantitative conditions defined
Kill MaxDD 0.154889%Min Sharpe -0.46010149999999994
T3S_NEW_59BS_NEW_59B IWN Small Cap Value + 200d MA0%
live_oos_maxdd_dur_days > 257.5 (Tukey P75+1.5×IQR from 171 CPCV folds; P75=163.0, IQR=63.0)
No quantitative conditions defined
Kill MaxDD 0.14239000000000002%Min Sharpe 0.4843485000000002
T2S_NEW_61BS_NEW_61B Dual MA 20d/200d Crossover0%
live_oos_maxdd_dur_days > 997.5 (Tukey P75+1.5×IQR from 171 CPCV folds; P75=504.0, IQR=329.0)
No quantitative conditions defined
Kill MaxDD 0.2940795%Min Sharpe -0.87413525
T3S_NEW_62S_NEW_62 RSP Equal-Weight SP500 + 200d MA0%
live_oos_maxdd_dur_days > 206.0 (Tukey P75+1.5×IQR from 171 CPCV folds; P75=119.0, IQR=58.0)
No quantitative conditions defined
Kill MaxDD 0.1544375%Min Sharpe 0.8594977500000001
T3S_NEW_08BS_NEW_08B FRED Macro Regime Switching0%
live_oos_maxdd_dur_days > 297.0 (Tukey P75+1.5×IQR from 153 CPCV folds; P75=180.0, IQR=78.0)
No quantitative conditions defined
Kill MaxDD 0.2239525%Min Sharpe -0.6569904999999999