Daily Bonds output
The current research decision.
Research-only. Not wired to brokerage execution.
SymbolScore / state
Bonds research product
A Redcastle-style bonds decision system, held behind stricter validation gates.
The bonds lane uses ETF proxies for Treasury duration, aggregate bonds, credit, inflation-linked bonds, floating-rate exposure, and cash-like bills. It has the same end-to-end spine as crypto, ETF, forex, and commodities: daily data refresh, universe scoring, bond-specific regimes, walk-forward validation, product artifact, and a public surface.
Asset / sleeve tuning
Each bond sleeve is tuned independently before promotion.
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Sleeve leaderRegime / tuned behavior
Validation
Backtest and walk-forward checks stay visible.
The bonds lane should not become a paid recommendation product just because the current score looks interesting. Bond ETFs have duration, credit-spread, liquidity, and rate-shock risks, so this lane needs stronger proof than a simple price backtest.
Strategy annualized return
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Full-history rotation result.
Benchmark annualized return
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AGG broad-bond benchmark context.
Walk-forward return win rate
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Out-of-sample folds beating benchmark return.
Walk-forward drawdown win rate
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Out-of-sample folds beating benchmark drawdown.
End-to-end product spine
How the Bonds lane now matches the crypto lane structurally.
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