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How to read this: the Holdout column now runs the strategy through the same point-in-time, capital-constrained backtest as the live account — finite cash (no margin), filing-date entry (no look-ahead), oldest-first rotation, and the −8% stop-loss — so it's a like-for-like forecast of live, not an idealized one. Live is your actual realized results since the anchor date; it fills in as positions close.

Equity of the capital-constrained holdout backtest. Toggle indicators to see the path, the underwater (drawdown) curve, day-to-day P&L, and how the rolling risk-adjusted return evolved.