Close-H H10 conformal 270 — audit PnL exact leave-one
Close-H H10 conformal 270: leave-one actif/mois en PnL exact depuis ledger trade-level gelé 274
Interprétation: Audit PnL exact défavorable ou insuffisant: la robustesse après retrait du meilleur contributeur ou la concentration PnL ne passe pas le garde-fou prédéclaré.
Métriques compactes
Val score238.54gain 272.13% / DD -22.40%
Val sans top actif84.74DOT; gain 114.18%
Test score95.86gain 121.79% / DD -17.29%
Recent11.174 trades; top asset share 70.03%
Validation — leave-one asset exact PnL
| Actif | Trades | Gain seul | Contribution marginale | Share PnL | Gain sans actif | Score sans actif |
|---|---|---|---|---|---|---|
| DOT | 13 | 73.74% | 157.95% | 58.04% | 114.18% | 84.74% |
| SUI | 21 | 30.10% | 86.10% | 31.64% | 186.03% | 155.24% |
| XRP | 16 | 26.71% | 78.44% | 28.83% | 193.69% | 167.94% |
| ADA | 14 | 26.57% | 78.11% | 28.70% | 194.02% | 163.21% |
| LINK | 11 | 1.82% | 6.64% | 2.44% | 265.50% | 238.99% |
| BNB | 1 | 0.82% | 3.04% | 1.12% | 269.09% | 235.49% |
Validation — leave-one month exact PnL
| Mois | Trades | Gain mois | Contribution marginale | Share PnL | Gain sans mois | Score sans mois |
|---|---|---|---|---|---|---|
| 2025-10 | 4 | 59.32% | 138.56% | 50.92% | 133.57% | 99.98% |
| 2024-11 | 9 | 54.79% | 131.71% | 48.40% | 140.42% | 113.35% |
| 2025-03 | 8 | 32.01% | 90.24% | 33.16% | 181.89% | 148.29% |
| 2024-12 | 12 | 15.25% | 49.23% | 18.09% | 222.90% | 189.30% |
| 2026-02 | 3 | 11.74% | 39.11% | 14.37% | 233.02% | 199.42% |
| 2025-01 | 4 | 8.57% | 29.36% | 10.79% | 242.77% | 209.17% |
| 2024-07 | 3 | 4.92% | 17.46% | 6.42% | 254.67% | 221.55% |
| 2025-02 | 9 | 4.81% | 17.08% | 6.28% | 255.05% | 221.45% |
| 2026-01 | 1 | 2.41% | 8.75% | 3.22% | 263.38% | 229.79% |
| 2025-06 | 1 | 1.24% | 4.57% | 1.68% | 267.57% | 233.97% |
| 2025-07 | 1 | 0.84% | 3.11% | 1.14% | 269.02% | 235.43% |
| 2025-08 | 1 | -0.99% | -3.72% | -1.37% | 275.85% | 242.26% |
| 2025-12 | 2 | -4.26% | -16.56% | -6.08% | 288.69% | 255.09% |
| 2025-04 | 4 | -5.01% | -19.64% | -7.22% | 291.77% | 258.17% |
| 2025-11 | 3 | -5.18% | -20.32% | -7.47% | 292.45% | 258.86% |
| 2024-10 | 5 | -6.32% | -25.10% | -9.22% | 297.23% | 271.29% |
| 2024-08 | 6 | -11.10% | -46.47% | -17.08% | 318.60% | 292.66% |
Test/Recent reporting-only
Test leave-one asset
| Actif | Trades | Contribution | Share PnL | Score sans actif |
|---|---|---|---|---|
| ADA | 8 | 48.98% | 40.22% | 43.38% |
| XRP | 7 | 48.44% | 39.77% | 61.12% |
| SUI | 9 | 39.35% | 32.31% | 56.51% |
| LINK | 4 | 19.87% | 16.32% | 75.98% |
| DOT | 1 | 2.53% | 2.07% | 93.33% |
Recent leave-one asset
| Actif | Trades | Contribution | Share PnL | Score sans actif |
|---|---|---|---|---|
| XRP | 2 | 8.74% | 70.03% | 3.74% |
| SUI | 1 | 2.81% | 22.49% | 8.36% |
| DOT | 1 | 1.28% | 10.27% | 9.89% |
Garde-fous scientifiques
- Aucune sélection par Test; whitelist/seuil/cap/coûts gelés depuis 270/272/274.
- Critère prédéclaré: Val score reste positif sans top actif/mois; concentration PnL top contributeur <45%; Test positif; Recent non catastrophique.
- Limite: Recent = 4 trades seulement, donc signal encourageant mais pas encore preuve live.
JSON résultats: dashboard · https://hermes.overalex.fr/reports/autonomous-ridge-closeh-h10-conformal-exact-pnl-leaveone-275.html
Graphiques Val/Test
Sélection sur Validation uniquement. Le Test est affiché seulement pour juger le transfert.
