BriefRooms Research
BRACE-SPX Lab
A champion–challenger laboratory for S&P 500 exposure. This page publishes only sanitized results and statistics. Code, parameters and the full experiment memory remain outside the public website.
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Laboratory status
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Current generation
—Champion — development walk-forward
CAGR—annual growth rate
Volatility—annualized
Sharpe—zero risk-free rate
Max drawdown—deepest equity decline
Calmar—CAGR / drawdown
Average exposure—market participation
Annual turnover—after exposure changes
Positive years—share of positive calendar years
Robustness gate: —
Benchmark comparison
| Method | CAGR | Volatility | Sharpe | Max drawdown | Calmar |
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Sealed holdout
—The final test period remains closed while new generations are developed, preventing models from being tuned to a known final result.
Publication boundary
The browser receives only a restricted JSON report. The private research engine is not part of the website code.
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Research disclaimer
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