Inteli-Trade Report

Inteli-Trade Development (2024–2025)

• Training data: Nov 2023 – Aug 2024.

• Validation data: Aug 2024 – Aug 2025 (out-of-sample).

Optimization:

• Hyperparameter tuning via 13 parallel instances on GCP.

• K-fold cross-validation to prevent overfitting.

• Multi-metric scoring (profit, profit ratio, Sortino).

Risk controls implemented:

• Volatility-adjusted sizing.

• SMAPE prediction filters.

• Multi-exit strategies.

• Strict diversification + exposure limits.

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Validation Results (Aug 2024 – Aug 2025)

• Net return: 41.18% (after fees).

• Sharpe ratio: 4.63.

• Sortino ratio: 12.92.

• Profit factor: 1.48 (longs) / 2.91 (shorts).

• Drawdown: 23.89% max.

• Trades: 248 executed from thousands of predictions.

• Win rate: 50.4% (125 wins, 121 losses).

• Avg holding: 2.87 days.

• Avg trade: +0.79% return.

• Avg win: +4.83%, Avg loss: -3.37%.

• Longest losing streak: 9 trades.