AIR — Statistical Decision Engine

AIR
ADVANCED INVESTMENT ROBOT

Quantitative Validation Report

General Motors
NYSE: GM
Simulation period: 28 Jun 2019 – 28 Jun 2021
Report ID: AIR-QVR-GM-2019-2021-REV-A
Reference Validation Edition

PURE STATISTICS

Statistics Decide. AIR Executes.

01 — Mission Summary

AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.

AIR Quantitative Validation Report — General Motors (NYSE: GM)
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GM validation snapshot

AIR transformed an initial capital of EUR 1,000 into EUR 5,637.70 across 57 historical executions. The system achieved a total compounded return of +463.8% with a maximum drawdown of -20.6%. During the same period, a Buy & Hold strategy returned +53.5%.

Initial Capital
EUR 1,000
Base case
Final Capital
EUR 5,637
Compounded
Total Return
+463.8%
AIR capital curve
CAGR
+137.3%
Annualised
Trades
57
Historical executions
Win Rate
+61.4%
Winning trades
Profit Factor
4.28
Gross profit / loss
Expectancy
+3.33%
Avg per trade
Max DD
-20.6%
Equity drawdown
Buy & Hold
+53.5%
Same period

Executive assessment

The validation run shows a win rate of +61.4% with a strong payoff structure: average winning trades (+7.08%) are significantly larger than average losing trades (-2.63%). This reward-to-risk asymmetry drives a profit factor of 4.28 and supports the compounding profile observed in the AIR equity curve. AIR outperformed the Buy & Hold reference by +410.3%.

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02 — Equity Evolution

AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.

AIR Quantitative Validation Report — General Motors (NYSE: GM)
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Capital growth from EUR 1,000

Capital evolution: AIR vs Buy & Hold reference

AIR Final Capital
EUR 5,637
After 57 executions
Buy & Hold Ref.
+53.5%
EUR 1,535
AIR Outperformance
+410.3%
vs workbook reference

The Buy & Hold reference is computed from the auxiliary first-open / last-close fields available in the workbook when present.

AIR Quantitative Validation Report — General Motors (NYSE: GM) · Revision A / Page 3

03 — Turbulence / Drawdown Analysis

AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.

AIR Quantitative Validation Report — General Motors (NYSE: GM)
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Risk profile and adverse excursions

Drawdown profile

Max Drawdown
-20.6%
Peak-to-trough
Recovery Factor
22.53
Net profit / MDD
MAR Ratio
6.67
CAGR / Max DD
AIR Quantitative Validation Report — General Motors (NYSE: GM) · Revision A / Page 4

04 — Trade Analytics

AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.

AIR Quantitative Validation Report — General Motors (NYSE: GM)
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Execution statistics

Trade return distribution

Key trade metrics

Trades57
Winning trades35
Losing trades22
Win rate+61.4%
Best trade+25.6%
Worst trade-13.8%
Avg winner+7.08%
Avg loser-2.63%
Max consecutive wins7
Max consecutive losses4
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05 — Signal Behaviour

AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.

AIR Quantitative Validation Report — General Motors (NYSE: GM)
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Entry signal contribution

Average return by entry signal

Entry signals

SignalCountAvg Return
RBK1 n=50 +2.94%
VOLMOM n=5 +2.94%
RBK2 n=2 +13.96%

Signal tables measure realised return after complete entry-exit execution. They are not predictions; they are historical behaviour diagnostics.

AIR Quantitative Validation Report — General Motors (NYSE: GM) · Revision A / Page 6

06 — Risk Metrics

AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.

AIR Quantitative Validation Report — General Motors (NYSE: GM)
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Risk-adjusted indicators
Sharpe Ratio
2.8
Approx. annualised
Sortino Ratio
7.45
Downside-risk adjusted
Volatility / Trade
+7.39%
Std. dev. of trade returns
Downside Deviation
+2.78%
Negative-return deviation
Max Drawdown
-20.6%
Worst equity decline
Recovery Factor
22.53
Net profit / MDD
AIR Quantitative Validation Report — General Motors (NYSE: GM) · Revision A / Page 7

07 — Engineering Assessment

AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.

AIR Quantitative Validation Report — General Motors (NYSE: GM)
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Decision engine assessment

Profitability

Strong capital appreciation with +463.8% total return. Average winner (+7.08%) significantly exceeds average loser (-2.63%), driving a profit factor of 4.28.

Risk Control

Maximum drawdown of -20.6% concentrated during the COVID-19 crash of March 2020. Recovery was swift with a recovery factor of 22.53, confirming adaptive behaviour.

Behaviour

Win rate of +61.4% combined with asymmetric payoff structure delivers consistent positive expectancy of +3.33% per trade across 57 executions.

vs Buy & Hold

AIR delivered +410.3% outperformance over Buy & Hold (+53.5%). Active management added significant alpha through systematic entry and exit discipline.

Statistics Decide. AIR Executes.

AIR Quantitative Validation Report — General Motors (NYSE: GM) · Revision A / Page 8

08 — Appendix / Data Sheet

AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.

AIR Quantitative Validation Report — General Motors (NYSE: GM)
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AIR engine data sheet

Asset information

AssetGeneral Motors
TickerGM
ExchangeNYSE
Period28 Jun 2019 – 28 Jun 2021
Executions57
Data sourceGM.xlsx / Hoja1

Performance summary

Initial capitalEUR 1,000.00
Final capitalEUR 5,637.70
Total return+463.8%
CAGR+137.3%
Profit factor4.28
Expectancy+3.33%
Max drawdown-20.6%
Sharpe ratio2.8
Sortino ratio7.45

AIR — PURE STATISTICS

AIR Quantitative Validation Report — General Motors (NYSE: GM) · Revision A / Page 9