CALIBRE / PERFORMANCE·v1.7 CORE·OOS Aug 2024 – Jan 2026
WALK-FORWARD·42 FEATURES·100% CLV+
Performance
Bankroll Growth+112.7%Compound · Kelly · 490 signals
Net ROI+24.26%Flat 1u · OOS
Sharpe3.09Risk-adjusted · ann.
Max Drawdown-12.5%Peak-to-trough
Win · CLV+56.7 / 100Hit · beat close
Model Confidence · v1.7 Backtest
Walk-forward · 14,483 matches · 42f
490Signals
+24.26%Net ROI
56.7%Win Rate
3.09Sharpe
-12.5%Max DD
100%CLV+
42 features6 leagues7 markets5 seasonsWalk-forwardDD-aware Kelly
League Breakdown
v1.7 walk-forward ROI by league (backtest, n=490)
Tiered Architecture
Signal gates · DD-aware Kelly
Tier 1 — Core+27.30%
Strict gate: high edge, strong steam confirmation, DC fundamental alignment. Aggressive conviction sizing.
Aggressive conviction
Tier 2 — Volume+6.90%
Relaxed gate: broader signal coverage for statistical power. Conservative sizing with reduced Kelly fraction.
Statistical power
v1.7 Out-of-Sample · Aug 2024 – Jan 2026
Equity Curve (Cumulative ROI)
Compound bankroll · n=490
Monthly Heatmap
Magnitude intensity · 16 months
2024-08+59.3%
2024-09+7.3%
2024-10-22.5%
2024-11+3.7%
2024-12+32.6%
2025-01+12.5%
2025-02+78.8%
2025-03-8.8%
2025-04+5.3%
2025-05+73.6%
2025-08+12.1%
2025-09+29.1%
2025-10-12.3%
2025-11-14.2%
2025-12-3.7%
2026-01+163.3%
Strong gainMild gainDrawdown month
v1.7 CORE Out-of-Sample Log
Flat 1u · n=490
| Month | Signals | Monthly ROI | Cumulative ROI |
|---|---|---|---|
| 2024-08 | 29 | +59.32% | +59.32% |
| 2024-09 | 46 | +7.31% | +29.10% |
| 2024-10 | 33 | -22.48% | +12.38% |
| 2024-11 | 48 | +3.66% | +9.66% |
| 2024-12 | 34 | +32.62% | +13.51% |
| 2025-01 | 37 | +12.51% | +13.34% |
| 2025-02 | 41 | +78.80% | +23.07% |
| 2025-03 | 37 | -8.76% | +17.94% |
| 2025-04 | 28 | +5.30% | +16.98% |
| 2025-05 | 47 | +73.59% | +28.70% |
| 2025-08 | 19 | +12.08% | +27.50% |
| 2025-09 | 32 | +29.11% | +27.67% |
| 2025-10 | 17 | -12.30% | +25.06% |
| 2025-11 | 24 | -14.16% | +22.62% |
| 2025-12 | 12 | -3.70% | +21.52% |
| 2026-01 | 6 | +163.29% | +24.26% |
| Total | 490 | — | +24.26% |
2024-0829
+59.32%+59.3%
2024-0946
+7.31%+29.1%
2024-1033
-22.48%+12.4%
2024-1148
+3.66%+9.7%
2024-1234
+32.62%+13.5%
2025-0137
+12.51%+13.3%
2025-0241
+78.80%+23.1%
2025-0337
-8.76%+17.9%
2025-0428
+5.30%+17.0%
2025-0547
+73.59%+28.7%
2025-0819
+12.08%+27.5%
2025-0932
+29.11%+27.7%
2025-1017
-12.30%+25.1%
2025-1124
-14.16%+22.6%
2025-1212
-3.70%+21.5%
2026-016
+163.29%+24.3%
Total · 490+24.26%
Every signal tracked from day one · 6 leagues · 7 markets · no retroactive edits