Jarvis was built by an operator who refused to deploy capital against models he could not stress-test, regimes he could not classify, or fills he could not audit. The platform is the codification of that discipline.
Every parameter set is back-tested across rolling out-of-sample windows. The production V38 configuration was validated continuously against the May 2025 – May 2026 window with no peek-ahead, no parameter tuning on the test set, and a final 30-day forward dry-run.
Markets are not stationary. Trend-following and mean-reversion are mutually destructive when run together. Jarvis classifies the prevailing regime monthly and switches between two purpose-built sub-strategies, each tuned for the conditions it dominates.
Hard 1.5× ATR stops, 24-bar time stops, 60% max gross exposure, per-asset leverage caps mirroring exchange limits. The system is designed to be small in the worst month, not large in the best.