Quantitative Validation Report
PURE STATISTICS
Statistics Decide. AIR Executes.
AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.
AIR transformed an initial capital of EUR 1,000 into EUR 7,293.79 across 64 historical executions. The system achieved a total compounded return of +629.4% with a maximum drawdown of -31.9%. This page summarises the core performance and risk profile extracted directly from BA.xlsx.
The validation run shows a moderate win rate (+54.7%) but a strong payoff structure: average winning trades (+8.85%) are significantly larger than average losing trades (-2.50%). This reward-to-risk asymmetry drives a profit factor of 4.28 and supports the compounding profile observed in the AIR equity curve.
AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.
The Buy & Hold reference is computed from the auxiliary first-open / last-close fields available in the workbook when present.
AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.
AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.
| Trades | 64 |
| Winning trades | 35 |
| Losing trades | 29 |
| Win rate | +54.7% |
| Best trade | +70.0% |
| Worst trade | -19.2% |
| Avg winner | +8.85% |
| Avg loser | -2.50% |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
| Market exposure | +57.5% |
AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.
| Signal | Count | Avg Return |
|---|---|---|
| RBK1 | n=53 | +4.61% |
| VOLMOM | n=9 | -1.38% |
| MARG&VOL | n=1 | +3.07% |
| RBK2 | n=1 | +2.09% |
Signal tables measure realised return after complete entry-exit execution. They are not predictions; they are historical behaviour diagnostics.
AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.
Note: Sharpe and Sortino are approximations derived from the sequence of completed trade returns. They should be used as comparative diagnostics, not audited fund statistics.
AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.
Strong capital appreciation driven by high average winner size and positive expectancy. The asymmetric payoff structure (+8.85% avg winner vs -2.50% avg loser) is the core driver.
Drawdown exists and is material (-31.9%), concentrated during the COVID-19 crash of March 2020. Recovery was swift, confirming the system's adaptive behaviour.
The model does not require a very high win rate; profitability comes from asymmetric payoff. A profit factor of 4.28 confirms consistent positive expectancy across executions.
The workbook structure is suitable for automated report generation across additional assets. Signal diagnostics enable systematic improvement of entry logic over time.
Statistics Decide. AIR Executes.
AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.
| Asset | Boeing |
| Ticker | BA |
| Exchange | NYSE |
| Period | 11 Jul 2019 – 28 Jun 2021 |
| Executions | 64 |
| Data source | BA.xlsx / Hoja1 |
| Initial capital | EUR 1,000.00 |
| Final capital | EUR 7,293.79 |
| Total return | +629.38% |
| CAGR | +174.78% |
| Profit factor | 4.278 |
| Expectancy | +3.707% |
| Max drawdown | -31.88% |
| Avg holding | 6.45 days |
| Exposure | +57.52% |
AIR — PURE STATISTICS