Figure 1 — Yodacom Research | Paper 2: Inventory Circuit Breaker
Per-Symbol Alpha Improvement: Inv v5 vs RXI v2 Baseline
Net alpha delta (v5 minus RXI v2) for the primary validation set: 17 confirmed 2022 bear folds only.
Symbols where the circuit breaker did not fire in 2022 show zero. Green bars = net improvement; red bars = net degradation.
Scope: 2022 bear folds (B&H < −20%), the paper’s primary validation window.
Alpha improvement (2022 bear fold)
Alpha degradation (2022 bear fold)
No fire in 2022 (gate blocked or threshold not reached)
Source: Inventory Threshold v5 Walk-Forward Validation, 2026-04-28. Han Kessel, Yodacom Research.
Alpha = strategy return minus buy-and-hold return. Scope restricted to 17 confirmed 2022 bear folds (buy-and-hold < −20%),
the paper’s primary validation window. 5 symbols did not fire in 2022: DOGEUSD and TRXUSD (35% threshold not reached);
MANAUSD (eng=0.80), STXUSD (eng=1.00), ZECUSD (eng=0.66) (engagement gate blocked). See Appendix B for full fold detail.
Past performance does not guarantee future results. Research and educational use only.