Chart & Technical · LLY
Strategy Cup Tier for LLY
AI-generated plain-English read of strategy cup tier for LLY. Updated daily.
Broken — underperforms even with validation
moderateThis strategy isn't beating buy-and-hold on the validation window (an unknown margin). The signal is uninformative for this ticker — cup_0 means the strategy lost ground relative to simply holding the stock.
What will probably happen
- The strategy is not generating meaningful alpha above buy-and-hold on this ticker. Signals are likely noise.
- Walk-forward stability is high — the edge held up across multiple rolling out-of-sample windows, reducing the chance of parameter overfitting.
What to do
- If you HOLD this stock and follow this strategy
- This strategy is not outperforming buy-and-hold on this ticker. If you're following its signals, consider switching to a higher-tier strategy or buy-and-hold.
- If you're EVALUATING whether to use this strategy
- Skip this strategy. It isn't demonstrating alpha above buy-and-hold on this ticker — no allocation is warranted.
- If you trade OPTIONS on this strategy's signals
- Do not use this strategy's signals for options positioning. The strategy has no demonstrated edge above buy-and-hold.
Partial credibility — validation or sample size clears some bars but not all. Treat the read as indicative, not conclusive.
Technical details
Technical analysis
- Cup tier
- cup_5 (broken)
- Robustness
- Stable
- Tier grade
- Broken
- Trade count
- 33
- MC significant
- Yes
- Sample quality
- Meaningful Sample
- Validation window
- —
- Statistical support
- Statistically Validated
- Deflated Sharpe Ratio (DSR)
- 0.993
- Delta return vs buy-and-hold
- —
- Walk-forward stability score
- 0.90
Key levels
| Level | Value |
|---|---|
| dsr | 0.993 |
| cup tier | 5 |
| num trades | 33 |
| robustness score | 0.895 |
Caveats
- Cup tiers reflect val-window performance. Live forward returns may differ from backtest — even validated strategies have drawdown risk.