Strategy Lab · R:R replay
Counterfactual: if the Risk Manager threshold were X, what fraction of historical theses would have approved? Apply the new 2.0:1 prompt discipline retrospectively against 500 closed theses to validate the fix before live data accumulates.
If the Risk Manager required R:R = X, how many of the 500 closed theses would have passed? What was their actual WR and EV?
| Threshold | Passed | Approval rate | WR | Avg PnL | Total EV |
|---|---|---|---|---|---|
| 1.00:1 | 492 / 500 | 98.4% | 57.5% | +0.25% | +125.22% |
| 1.20:1 | 369 / 500 | 73.8% | 59.8% | +0.33% | +122.48% |
| 1.50:1 | 81 / 500 | 16.2% |
| 62.0% |
| +1.31% |
| +105.87% |
| 1.67:1 | 57 / 500 | 11.4% | 58.3% | +2.06% | +117.55% |
| 1.80:1 | 45 / 500 | 9.0% | 64.3% | +2.33% | +104.91% |
| 2.00:1DEPLOYED | 30 / 500 | 6.0% | 57.9% | +1.44% | +43.23% |
| 2.50:1 | 9 / 500 | 1.8% | 33.3% | -0.90% | -8.08% |