Quantitative Validation Report
Statistics Decide. AIR Executes.
AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.
AIR transformed an initial capital of EUR 1,000 into EUR 20,849.41 across 72 historical executions — a total compounded return of +1984.9%. During the same period, a Buy & Hold strategy on NCLH returned -44.3%, losing nearly half the initial capital. AIR outperformed the passive benchmark by +2029.2%.
This is the strongest validation result in the AIR simulation series. A win rate of +66.7% combined with average winning trades of +8.68% versus average losing trades of -2.85% produces a profit factor of 6.09 — the highest recorded across all AIR validation reports. The system navigated the COVID-19 crash of 2020, which destroyed over 80% of NCLH's market value, and not only survived but compounded capital to extraordinary levels through disciplined systematic execution.
AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.
NCLH lost over 80% of its value during the COVID-19 pandemic. The Buy & Hold reference reflects the partial recovery to -44.3% at simulation end.
AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.
The maximum drawdown of -24.4% occurred during the initial COVID-19 shock. Recovery factor of 81.29 indicates that net profits were 81.29x larger than the maximum drawdown — an exceptional risk-adjusted outcome.
AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.
| Trades | 72 |
| Winning trades | 48 |
| Losing trades | 24 |
| Win rate | +66.7% |
| Best trade | +68.9% |
| Worst trade | -12.6% |
| Avg winner | +8.68% |
| Avg loser | -2.85% |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.
| Signal | Count | Avg Return |
|---|---|---|
| RBK1 | n=44 | +5.14% |
| VOLMOM | n=25 | +4.53% |
| MARG&VOL | n=3 | +2.92% |
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.
AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.
Exceptional capital appreciation of +1984.9%. The combination of 66.7% win rate with +8.68% avg winner versus -2.85% avg loser produces the highest profit factor (6.09) recorded across all AIR validation series.
Maximum drawdown of -24.4% during COVID-19 crash — controlled relative to the extraordinary compounded return. Recovery factor of 81.29 confirms exceptional capital resilience and recovery speed.
The system demonstrated its core strength: capturing large upward moves (+68.9% best trade) while limiting losses (-12.6% worst trade). The asymmetric payoff ratio drives the outstanding profit factor of 6.09.
While Buy & Hold lost 44.3% of capital, AIR compounded to +1984.9% — an outperformance of +2029.2%. This validates the core thesis: systematic discipline outperforms passive exposure in high-volatility environments.
Statistics Decide. AIR Executes.
AIR — Statistical Decision Engine · Statistics Decide. AIR Executes.
| Asset | Norwegian Cruise Line Holdings |
| Ticker | NCLH |
| Exchange | NYSE |
| Period | 15 Jul 2019 – 22 Jun 2021 |
| Executions | 72 |
| Data source | NCLH.xlsx / Hoja1 |
| Initial capital | EUR 1,000.00 |
| Final capital | EUR 20,849.41 |
| Total return | +1984.9% |
| CAGR | +379.2% |
| Profit factor | 6.09 |
| Expectancy | +4.84% |
| Max drawdown | -24.4% |
| Sharpe ratio | 2.61 |
| Sortino ratio | 9.56 |
| Recovery factor | 81.29 |
AIR — PURE STATISTICS