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Step 8 — Regime-router portfolio

What: chronological paper portfolio with manual regimes. Why: test the architecture before solving live detection.

Total return
84.41%
Trades
235
Win rate
50.64%
Profit factor
1.33

Equity curve

Router rules

RegimeRule
bullbuy dip after 24-bar return <= -4%, hold 16 bars
bearshort rally after 24-bar return >= +4%, hold 16 bars
sidewaysno trade