Chart & Technical · MMM
Strategy Cup Tier for MMM
AI-generated plain-English read of strategy cup tier for MMM. Updated daily.
Elite tier: borderline validation
lowElite val-window performance (an unknown margin) with borderline statistical support. The MC check or DSR didn't both clear the bar. Treat the edge as promising but not fully confirmed.
What will probably happen
- The edge is above average but borderline; treat entries as tentative until the next val window confirms.
- Walk-forward stability is high: the edge held up across multiple rolling out-of-sample windows, reducing the chance of parameter overfitting.
- Fewer than 10 trades: a single trade's outcome can dominate the result. Don't trust aggregate statistics from this sample.
What to do
- If you HOLD this stock and follow this strategy
- Strong tier but incomplete validation: hold with reduced position size. Set a drawdown trigger to re-evaluate if performance decays.
- If you're EVALUATING whether to use this strategy
- Borderline validation: paper-trade for 3-6 months before allocating. If the edge persists on the next val window, add capital.
- If you trade OPTIONS on this strategy's signals
- Don't increase options size on this strategy's signals: the edge may not persist out-of-sample. Treat signals as weak directional hints only.
Weak credibility profile: fewer than 10 trades (sample is too small).
Technical details
Technical analysis
- Cup tier
- cup_4 (elite)
- Robustness
- Stable
- Tier grade
- Elite
- Trade count
- 9
- MC significant
- No
- Sample quality
- Thin Sample
- Validation window
- --
- Statistical support
- Borderline
- Deflated Sharpe Ratio (DSR)
- 0.918
- Delta return vs buy-and-hold
- --
- Walk-forward stability score
- 1.11
Key levels
| Level | Value |
|---|---|
| dsr | 0.918 |
| cup tier | 4 |
| num trades | 9 |
| robustness score | 1.11 |
Caveats
- Cup tiers reflect val-window performance. Live forward returns may differ from backtest; even validated strategies have drawdown risk.
- Fewer than 10 trades: single-trade outcomes can dominate the result. Aggregate statistics (Sharpe, delta_return) are unreliable at this sample size.