Q7 AEGIS AI — S2 Bonds RX07 · Health Heatmap
SPRD_MR 5-Leg | Bond-Futures Yield-Curve Spread Mean-Reversion | Optuna-Calibrated | 16 Configs | 16/16 SHIP · net ≈$7.09M · MDD ≤24% · GREEN cert a069dab · Jun 12, 2026
+$7.09M
System Net P&L
72.5%
Avg Win Rate
4.75
Avg PF
16/16
SHIP
0
BLOK
4.0-24.0%
MDD Range
RX07
Cycle
a069dab
GREEN Cert
36,565
Total Trades
Architecture:
SPRD_MR 5-Leg · 4 spreads × 4 TFs
Optuna-Searched: 8 core + globals/config
HAI: per-config / in-pipeline / HAI-ON (R8)
Backtest: 2011-2026 (15yr), leak-free
STRONG / elite
OK / PASS
PARTIAL / MONITOR
WARN
CRIT / BLOK
OPTUNA-TUNED / RE-RUN
N/A
All Components
Issues Only
Performance
Validation
Optuna Calibration
Spread Engine
Risk Controls
HAI