Stress scenarios · Momentum 24
Synthetic transforms Scenario rows (except Base and Costs ×2) are transformations of the selected data — model stress, not historical evidence.
Uses the Strategy Lab rule and current objective.
Monte Carlo — model only
Resamples daily net strategy returns of the Lab rule over the 30-day horizon.
Last mission: return vs drawdown
Run a mission to compare candidates.
Results on synthetic data do not establish a trading edge.