The VectorBT screen is infinite-capacity (ranking only). Lumibot is the real-budget source of truth
(official metrics). Unfunded entries are the capacity teeth — signals the screen took for free
but the finite budget / max_positions cap rejected. Budget: $100,000.
| Strategy | Screen Sharpe | Passed | Adj Sharpe | Adj Return | Max DD | Fills | Unfunded |
|---|---|---|---|---|---|---|---|
| trend_sma | +0.61 | ✓ | +0.69 | +6.1% | -4.8% | 158 | 0 |
| trend_capped2 | +0.61 | ✓ | +0.79 | +6.1% | -4.3% | 83 | 474 |
| mom_above_ema | -0.00 | — | screened out (did not reach adjudication) | ||||
| meanrev_rsi | -0.22 | — | screened out (did not reach adjudication) | ||||