Most stacks tune a screener then a separate strategy. KreamEdge evaluates both in one end-to-end loop with a shared signal engine, portfolio-level fitness, and a shortlist-then-joint search so selection and trade management stop drifting apart.
A flat dollar-volume liquidity filter behaves differently in 2010 than in 2026, silently narrowing long backtests to mega-cap names and biasing the universe. This note quantifies the distortion and shows how a liquidity deflator corrects it.
Backtest 332 runs the US-equities book from Backtest 317 and the world-indices book from Backtest 308 on one shared cash account. Over Jan 2016 - May 2026 the blended portfolio compounded at 34.84% CAGR with a 27.13% max drawdown, versus 14.94% and 33.92% for the S&P 500.
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