In-Sample / Out-of-Sample. Strategies are optimized on Jan 1, 2021 → Dec 31, 2025 and tested unchanged on Jan 1 → May 31, 2026 (held-out). Only combinations whose out-of-sample result reproduced in-sample are listed; overfit combinations are excluded. Multi-asset (crypto, US stocks/ETFs & commodities), 1h/4h/daily, sized to a 15% drawdown budget. Simulated results — past performance is not indicative of future results.