# Structural walk-forward diagnostic

Public summary of a checked-in historical research report. Not live P&L, not an audit, and not trading approval. No new research was run for this registry.

## Provenance

Reference source revision: eb1ce1e7977e7911425769d1099946e37b1ec65a

Report: walkforward-2026-10-20.md

Original report SHA-256: 65a1c951bc64a0168dbe46b6a86ee1c5b62a82250fd3fb9623533e5e5ffccc79

This is a curated public summary, not the raw internal report or an exact reproduction. Internal implementation and operational details are deliberately omitted.

## Period and universe

2025-10-19 → 2026-10-18; final segment 2026-07-19 → 2026-10-18

BTC, ETH, SOL, HYPE

## Cost assumptions

$10,000 initial capital; 11.5 bps per side (4.5 taker + 5 builder + 2 slippage); 1.0× gross baseline. 14/18 bps stress and 0.5× gross sensitivity.

Funding was loaded as exact contiguous hourly observations for funding-dependent candidates; original Velocity Ranker screens book no funding by design. No maker-fill assumption.

## Reported result and verdict

Selected funding-aware baseline: train +15.79%, validation +30.19%, evaluated final −2.61% (max drawdown −8.32%, 38 trades). All six gross/cost scenarios were negative. Five of seven gates failed.

Verdict: **NO PASS**.

## Evidence limits

Chronological 50/25/25 selection used train/validation only. The final quarter has now been evaluated and is consumed, not available as fresh evidence. Prior HYPE/walk-forward figures were not fully replayed after the accounting correction.

All figures are historical report receipts. Code tests do not validate strategy performance. No strategy is described as profitable or Live-ready.