Brain returns: simulated P&L of every trade the model labeled, sized as 1% of book per trade. Wins paid at avg R (typically 1.5), losses at -1R.
SPY benchmark: daily returns of SPY over the same window (estimated from the live quote — replace with a real historical feed for production use).
Sharpe: annualized return / annualized volatility (assuming 252 trading days, 0% risk-free).
Alpha: annualized return above what beta would predict given SPY's returns. Positive = brain adds value.
Beta: correlation × (brain vol / SPY vol). Tells you the brain's market sensitivity. Beta < 0.5 means brain is mostly orthogonal to the market.