Evolutionary Trading Algo

Engine fix

Engine fix: Sharpe calculation FP-noise + deterministic-R guards

A small cluster of near-identical trade outcomes could push a risk-adjusted score calculation into an effectively-zero denominator, producing a wild, meaningless spike instead of a real reading. That single degenerate reading then got averaged into a broader out-of-sample summary, corrupting it. Root-caused, fixed, regression test added. The same iteration caught a second variant with the same underlying cause: too few, too-similar trade outcomes to make the score meaningful. The calculation now treats any near-constant outcome series as undefined rather than computing a number from it - a public report safety guard, not a performance claim.

Public summary

A small cluster of near-identical trade outcomes could push a risk-adjusted score calculation into an effectively-zero denominator, producing a wild, meaningless spike instead of a real reading. That single degenerate reading then got averaged into a broader out-of-sample summary, corrupting it. Root-caused, fixed, regression test added. The same iteration caught a second variant with the same underlying cause: too few, too-similar trade outcomes to make the score meaningful. The calculation now treats any near-constant outcome series as undefined rather than computing a number from it - a public report safety guard, not a performance claim.

Public record

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Protected review

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