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Add contrarian feature analysis + v15 scoring (v6new.174-188)

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Data analysis revealed OBV Q1 (distribution) has 56.4% WR vs Q5 51.2% —
contrarian signal confirmed. Previous OBV bonus was applied in wrong
direction. Corrected with v15 scoring models.

Best result: v6new.185 (entropy + risk 0.058) CW 274.4% but SQS 72.2,
still below v6new.122 (72.4). WFV/robustness offsets CW gains.

v6new.122 confirmed as optimal under current SQS v4 formula.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
main
I Luk Kim 5 months ago
parent 95c6b499c4
commit 090bfa8e36
25 changed files with 14627 additions and 228 deletions
Show Stats Download Patch File Download Diff File

18
apps/backtester/run.py
Unescape Escape View File

@ -2108,6 +2108,24 @@ def _build_store(
from libs.backtest.scoring import compute_return_max_long_score_v13s
scoring_fn = compute_return_max_long_score_v13s
elif config.signal.scoring_model == "return_max_long_v15":
from libs.backtest.scoring import compute_return_max_long_score_v15
scoring_fn = compute_return_max_long_score_v15
elif config.signal.scoring_model == "return_max_long_v15b":
from libs.backtest.scoring import compute_return_max_long_score_v15b
scoring_fn = compute_return_max_long_score_v15b
elif config.signal.scoring_model == "return_max_long_v15c":
from libs.backtest.scoring import compute_return_max_long_score_v15c
scoring_fn = compute_return_max_long_score_v15c
elif config.signal.scoring_model == "return_max_long_v15d":
from libs.backtest.scoring import compute_return_max_long_score_v15d
scoring_fn = compute_return_max_long_score_v15d
elif config.signal.scoring_model == "return_max_long_v15e":
from libs.backtest.scoring import compute_return_max_long_score_v15e
scoring_fn = compute_return_max_long_score_v15e
elif config.signal.scoring_model == "return_max_long_v15f":
from libs.backtest.scoring import compute_return_max_long_score_v15f
scoring_fn = compute_return_max_long_score_v15f
elif config.signal.scoring_model == "return_max_long_v14":
from libs.backtest.scoring import compute_return_max_long_score_v14
scoring_fn = compute_return_max_long_score_v14

806
configs/experiments/return_max_long_v6new.174.json
Unescape Escape View File

@ -0,0 +1,806 @@
{
"experiment_name": "return_max_long_v6new.174",
"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_tier3",
"description": "v122 + OBV contrarian only",
"base_config": "configs/backtest/return_max_long_v1.json",
"overrides": {
"signal": {
"scoring_model": "return_max_long_v15",
"score_threshold": 0.45,
"max_candidates_per_day": 18,
"a_tier_score_threshold": 0.58
},
"risk": {
"per_trade_risk_pct": 0.052,
"per_trade_risk_pct_a_tier": 0.058,
"max_daily_new_risk_pct": 0.76,
"max_positions": 24,
"max_positions_per_sector": 5,
"max_position_value_pct": 1.0,
"max_adv_fraction": 0.2,
"macro_regime_neutral_size_scaler": 1.0,
"macro_regime_risk_off_size_scaler": 1.0,
"veto_unknown_direction": false,
"macro_regime_risk_off_a_tier_only": false
},
"execution": {
"a_tier_target_1_r": 3.5,
"a_tier_target_1_fraction": 0.0,
"non_a_tier_target_1_r": 2.25,
"non_a_tier_target_1_fraction": 0.2,
"trailing_warmup_days": 6,
"max_holding_days": 12,
"early_failure_no_progress_days": 1,
"early_failure_no_progress_r": 0.15,
"early_failure_no_progress_fraction": 1.0
},
"event_type_profiles": {
"material_contract": {
"enabled": true,
"direction_filter": "any",
"max_holding_days_override": 20
},
"other_material_event": {
"enabled": true,
"direction_filter": "any",
"max_holding_days_override": 20
}
}
},
"strategy_engines": [
{
"engine_id": "reaction_close_long_bullish_raised_priority",
"event_types": [
"earnings_release"
],
"event_directions": [
"bullish"
],
"guidance_statuses": [
"raised"
],
"timing_class": "same_day",
"direction": "long_only",
"entry_timing_policy": "reaction_close",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.45,
"reaction_day_return_min": 0.08,
"reaction_day_return_max": 0.18,
"close_location_min": 0.55,
"volume_ratio_min": 2.0,
"gap_size_min": 0.0,
"attention_max_wiki_spike_10d": 6.0,
"score_threshold_override": 0.5,
"enabled": true,
"target_1_r_override": 99.0,
"target_1_fraction_override": 0.0,
"trailing_warmup_days_override": 8,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": null,
"early_failure_no_progress_r_override": null,
"early_failure_no_progress_fraction_override": null
},
{
"engine_id": "next_open_long_unknown_material_patient",
"event_types": [
"material_contract"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.25,
"reaction_day_return_min": 0.0,
"reaction_day_return_max": 0.15,
"close_location_min": 0.5,
"close_location_max": 0.85,
"gap_size_min": 0.0,
"gap_size_max": 0.02,
"volume_ratio_min": 0.8,
"volume_ratio_max": 2.0,
"max_market_cap_proxy": 10000000000.0,
"document_quality_score_min": 0.5,
"parse_confidence_overall_min": 0.45,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"veto_parse_confidence_min_override": 0.45,
"next_open_gap_cap_pct": 0.02,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"min_market_cap_proxy": 5000000000.0
},
{
"engine_id": "reaction_close_long_core",
"event_types": [
"earnings_release",
"guidance_update"
],
"timing_class": "same_day",
"direction": "long_only",
"entry_timing_policy": "reaction_close",
"max_holding_days": 12,
"engine_risk_budget_pct": 1.0,
"reaction_day_return_min": 0.0,
"reaction_day_return_max": 0.18,
"close_location_min": 0.45,
"volume_ratio_min": 1.0,
"gap_size_min": 0.0,
"weak_reaction_threshold": 0.03,
"weak_reaction_gap_max": 0.02,
"unknown_direction_reaction_min": 0.05,
"unknown_direction_close_location_min": 0.7,
"attention_max_wiki_spike_10d": 6.0,
"score_threshold_override": 0.42,
"enabled": true,
"residual_reserve_selected": true,
"mixed_inline_close_location_max": 0.88,
"mixed_inline_gap_size_max": 0.1,
"unknown_inline_exit_close_location_min": 0.9,
"unknown_inline_exit_gap_size_max": 0.04,
"unknown_inline_early_failure_no_progress_days_override": 2,
"unknown_inline_early_failure_no_progress_r_override": 0.1,
"unknown_inline_early_failure_no_progress_fraction_override": 1.0,
"per_trade_risk_pct_override": 0.038,
"trailing_warmup_days_override": 8
},
{
"event_types": [
"earnings_release"
],
"event_directions": [
"bullish"
],
"guidance_statuses": [
"raised"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.025,
"reaction_day_return_min": 0.0,
"reaction_day_return_max": 0.08,
"close_location_max": 0.55,
"gap_size_min": 0.02,
"gap_size_max": 0.09,
"volume_ratio_min": 2.0,
"volume_ratio_max": 4.0,
"min_market_cap_proxy": 15000000000.0,
"max_market_cap_proxy": 50000000000.0,
"document_quality_score_min": 0.68,
"parse_confidence_overall_min": 0.68,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"allow_oneoff_downsizing_override": true,
"oneoff_downsize_floor_override": 0.1,
"use_reaction_day_low_stop_override": false,
"stop_atr_multiplier_override": 2.25,
"next_open_gap_cap_pct": 0.09,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"per_trade_risk_pct_override": 0.007,
"enabled": true,
"engine_id": "next_open_long_bullish_raised_recovery_oneoff_largecap_tight",
"close_location_min": 0.15
},
{
"engine_id": "next_open_long_bullish_raised_recovery",
"event_types": [
"earnings_release"
],
"event_directions": [
"bullish"
],
"guidance_statuses": [
"raised"
],
"filing_time_buckets": [
"post_market",
"pre_market"
],
"timing_class": "any",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.1,
"reaction_day_return_min": -0.1,
"reaction_day_return_max": 0.08,
"close_location_min": 0.03,
"close_location_max": 0.55,
"gap_size_min": 0.0,
"gap_size_max": 0.09,
"volume_ratio_min": 1.2,
"volume_ratio_max": 4.0,
"min_market_cap_proxy": 4000000000.0,
"max_market_cap_proxy": 50000000000.0,
"document_quality_score_min": 0.68,
"parse_confidence_overall_min": 0.68,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"use_reaction_day_low_stop_override": false,
"stop_atr_multiplier_override": 2.25,
"next_open_gap_cap_pct": 0.09,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"per_trade_risk_pct_override": 0.0035
},
{
"engine_id": "reaction_close_long_residual_lowclose_gap_d3",
"event_types": [
"earnings_release",
"guidance_update"
],
"timing_class": "same_day",
"direction": "long_only",
"entry_timing_policy": "reaction_close",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.12,
"reaction_day_return_min": 0.03,
"reaction_day_return_max": 0.2,
"close_location_min": 0.35,
"close_location_max": 0.45,
"volume_ratio_min": 1.25,
"gap_size_min": 0.05,
"gap_size_max": 0.1,
"max_market_cap_proxy": 10000000000.0,
"score_threshold_override": 0.35,
"target_1_r_override": 3.0,
"target_1_fraction_override": 0.1,
"residual_reserve_selected": true,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 3,
"early_failure_no_progress_r_override": 0.25,
"early_failure_no_progress_fraction_override": 1.0,
"enabled": true
},
{
"engine_id": "reaction_close_long_residual_smallcap_gap",
"event_types": [
"earnings_release",
"guidance_update"
],
"timing_class": "same_day",
"direction": "long_only",
"entry_timing_policy": "reaction_close",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.12,
"reaction_day_return_min": 0.03,
"reaction_day_return_max": 0.2,
"close_location_min": 0.45,
"volume_ratio_min": 1.25,
"gap_size_min": 0.05,
"gap_size_max": 0.1,
"max_market_cap_proxy": 10000000000.0,
"score_threshold_override": 0.35,
"target_1_r_override": 3.0,
"target_1_fraction_override": 0.1,
"enabled": true
},
{
"engine_id": "reaction_close_long_extreme_orderly",
"event_types": [
"earnings_release",
"guidance_update"
],
"timing_class": "same_day",
"direction": "long_only",
"entry_timing_policy": "reaction_close",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.35,
"reaction_day_return_min": 0.2,
"reaction_day_return_max": 0.4,
"close_location_min": 0.83,
"volume_ratio_min": 6.0,
"gap_size_min": 0.0,
"gap_size_max": 0.15,
"attention_max_wiki_spike_10d": 6.0,
"score_threshold_override": 0.65,
"enabled": true,
"target_1_r_override": 99.0,
"target_1_fraction_override": 0.0,
"trailing_warmup_days_override": 8,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": null,
"early_failure_no_progress_r_override": null,
"early_failure_no_progress_fraction_override": null
},
{
"engine_id": "next_open_long_unknown_inline_hivol",
"event_types": [
"earnings_release"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"inline_or_maintained"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.1,
"reaction_day_return_min": 0.0,
"reaction_day_return_max": 0.06,
"close_location_min": 0.74,
"close_location_max": 0.86,
"gap_size_min": 0.0,
"gap_size_max": 0.04,
"volume_ratio_min": 2.1,
"volume_ratio_max": 2.8,
"document_quality_score_min": 0.55,
"parse_confidence_overall_min": 0.55,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"veto_oneoff_penalty_override": 1.0,
"next_open_gap_cap_pct": 0.04,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true
},
{
"engine_id": "next_open_long_guidance_unknown_orderly",
"event_types": [
"guidance_update"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.03,
"reaction_day_return_min": -0.03,
"reaction_day_return_max": 0.05,
"close_location_min": 0.9,
"gap_size_min": -0.02,
"gap_size_max": 0.03,
"volume_ratio_min": 0.8,
"min_market_cap_proxy": 9000000000.0,
"document_quality_score_min": 0.52,
"parse_confidence_overall_min": 0.48,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.03,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 6.0,
"target_1_fraction_override": 0.0,
"trailing_warmup_days_override": 15,
"enabled": true,
"veto_parse_confidence_min_override": 0.48,
"per_trade_risk_pct_override": 0.015,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_earnings_mixed_inline_orderly",
"event_types": [
"earnings_release"
],
"event_directions": [
"mixed"
],
"guidance_statuses": [
"inline_or_maintained"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.03,
"reaction_day_return_min": -0.03,
"reaction_day_return_max": 0.06,
"close_location_min": 0.5,
"gap_size_min": -0.02,
"gap_size_max": 0.05,
"volume_ratio_min": 1.0,
"min_market_cap_proxy": 8000000000.0,
"document_quality_score_min": 0.55,
"parse_confidence_overall_min": 0.55,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.04,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.55,
"per_trade_risk_pct_override": 0.02,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_unknown_material_orderly",
"event_types": [
"material_contract"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.02,
"reaction_day_return_min": -0.02,
"reaction_day_return_max": 0.06,
"close_location_min": 0.5,
"close_location_max": 0.8,
"gap_size_min": -0.02,
"gap_size_max": 0.02,
"volume_ratio_min": 0.9,
"volume_ratio_max": 1.4,
"min_market_cap_proxy": 10000000000.0,
"max_market_cap_proxy": 100000000000.0,
"document_quality_score_min": 0.5,
"parse_confidence_overall_min": 0.45,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.03,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.015,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_other_material_mixed_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"mixed"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.02,
"reaction_day_return_min": -0.04,
"reaction_day_return_max": 0.06,
"close_location_min": 0.45,
"gap_size_min": -0.03,
"gap_size_max": 0.05,
"volume_ratio_min": 1.0,
"min_market_cap_proxy": 6000000000.0,
"document_quality_score_min": 0.54,
"parse_confidence_overall_min": 0.5,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.04,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.5,
"veto_oneoff_penalty_override": 0.25,
"per_trade_risk_pct_override": 0.015,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_guidance_unknown_premarket_orderly",
"event_types": [
"guidance_update"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"pre_market"
],
"timing_class": "any",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.02,
"reaction_day_return_min": -0.03,
"reaction_day_return_max": 0.04,
"close_location_min": 0.35,
"close_location_max": 0.85,
"gap_size_min": -0.02,
"gap_size_max": 0.03,
"volume_ratio_min": 0.75,
"volume_ratio_max": 1.3,
"min_market_cap_proxy": 8000000000.0,
"document_quality_score_min": 0.5,
"parse_confidence_overall_min": 0.45,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.03,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 6,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.015,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_unknown_ome_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
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],
"filing_time_buckets": [
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],
"timing_class": "after_close",
"direction": "long_only",
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"engine_risk_budget_pct": 0.04,
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"min_market_cap_proxy": 4000000000.0,
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"next_open_gap_cap_pct": 0.04,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 12,
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"enabled": true,
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"per_trade_risk_pct_override": 0.008,
"stop_atr_multiplier_override": 4.0,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_mixed_ome_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"mixed"
],
"guidance_statuses": [
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],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
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},
{
"engine_id": "next_open_long_bullish_raised_recovery_broad_oneoff",
"event_types": [
"earnings_release"
],
"event_directions": [
"bullish"
],
"guidance_statuses": [
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],
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"post_market"
],
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"direction": "long_only",
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"allow_oneoff_downsizing_override": true,
"oneoff_downsize_floor_override": 0.15,
"next_open_gap_cap_pct": 0.12,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 12,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
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"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"per_trade_risk_pct_override": 0.008,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false,
"enabled": true
},
{
"engine_id": "next_open_long_other_material_unknown_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.045,
"reaction_day_return_min": -0.05,
"reaction_day_return_max": 0.08,
"close_location_min": 0.35,
"close_location_max": 0.98,
"gap_size_min": -0.03,
"gap_size_max": 0.06,
"volume_ratio_min": 0.75,
"volume_ratio_max": 1.6,
"min_market_cap_proxy": 8000000000.0,
"document_quality_score_min": 0.5,
"parse_confidence_overall_min": 0.45,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.05,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.003,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
}
],
"splits": [
{
"kind": "named_snapshot",
"params": {
"name": "train"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "valid"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "test"
}
}
],
"tags": [
"return-max",
"v6new",
"contrarian"
],
"notes": "C o r r e c t e d - s n a p s h o t c o n t r o l f o r v 6 c o r e s t r u c t u r e w i t h o u t s i z i n g o r h o l d i n g - p e r i o d a d d - o n s . Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Lowers per-trade risk for next_open_long_other_material_unknown_orderly to 0.007 and raises engine budget to 0.05. Fine risk sweep from corrected v6.63. Fine risk sweep from corrected v6.91."
}

806
configs/experiments/return_max_long_v6new.175.json
Unescape Escape View File

@ -0,0 +1,806 @@
{
"experiment_name": "return_max_long_v6new.175",
"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_tier3",
"description": "v122 + OBV + BB contrarian",
"base_config": "configs/backtest/return_max_long_v1.json",
"overrides": {
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},
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"macro_regime_risk_off_a_tier_only": false
},
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"early_failure_no_progress_fraction": 1.0
},
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"direction_filter": "any",
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},
"other_material_event": {
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}
}
},
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],
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],
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{
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},
{
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{
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},
{
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],
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},
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},
{
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},
{
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],
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},
{
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},
{
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],
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],
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},
{
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},
{
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"enabled": true
},
{
"engine_id": "next_open_long_other_material_unknown_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"unknown"
],
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"not_provided"
],
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"post_market"
],
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"close_location_max": 0.98,
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"volume_ratio_max": 1.6,
"min_market_cap_proxy": 8000000000.0,
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"score_threshold_override": 0.0,
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"next_open_gap_cap_pct": 0.05,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.003,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
}
],
"splits": [
{
"kind": "named_snapshot",
"params": {
"name": "train"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "valid"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "test"
}
}
],
"tags": [
"return-max",
"v6new",
"contrarian"
],
"notes": "C o r r e c t e d - s n a p s h o t c o n t r o l f o r v 6 c o r e s t r u c t u r e w i t h o u t s i z i n g o r h o l d i n g - p e r i o d a d d - o n s . Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Lowers per-trade risk for next_open_long_other_material_unknown_orderly to 0.007 and raises engine budget to 0.05. Fine risk sweep from corrected v6.63. Fine risk sweep from corrected v6.91."
}

806
configs/experiments/return_max_long_v6new.176.json
Unescape Escape View File

@ -0,0 +1,806 @@
{
"experiment_name": "return_max_long_v6new.176",
"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_tier3",
"description": "v122 + OBV + BB + OU contrarian",
"base_config": "configs/backtest/return_max_long_v1.json",
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},
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"macro_regime_risk_off_a_tier_only": false
},
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},
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},
"other_material_event": {
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}
}
},
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],
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{
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},
{
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{
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{
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],
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],
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},
{
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{
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{
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"enabled": true
},
{
"engine_id": "next_open_long_other_material_unknown_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
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"post_market"
],
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"entry_timing_policy": "next_open",
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"engine_risk_budget_pct": 0.045,
"reaction_day_return_min": -0.05,
"reaction_day_return_max": 0.08,
"close_location_min": 0.35,
"close_location_max": 0.98,
"gap_size_min": -0.03,
"gap_size_max": 0.06,
"volume_ratio_min": 0.75,
"volume_ratio_max": 1.6,
"min_market_cap_proxy": 8000000000.0,
"document_quality_score_min": 0.5,
"parse_confidence_overall_min": 0.45,
"score_threshold_override": 0.0,
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"next_open_gap_cap_pct": 0.05,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.003,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
}
],
"splits": [
{
"kind": "named_snapshot",
"params": {
"name": "train"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "valid"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "test"
}
}
],
"tags": [
"return-max",
"v6new",
"contrarian"
],
"notes": "C o r r e c t e d - s n a p s h o t c o n t r o l f o r v 6 c o r e s t r u c t u r e w i t h o u t s i z i n g o r h o l d i n g - p e r i o d a d d - o n s . Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Lowers per-trade risk for next_open_long_other_material_unknown_orderly to 0.007 and raises engine budget to 0.05. Fine risk sweep from corrected v6.63. Fine risk sweep from corrected v6.91."
}

806
configs/experiments/return_max_long_v6new.177.json
Unescape Escape View File

@ -0,0 +1,806 @@
{
"experiment_name": "return_max_long_v6new.177",
"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_tier3",
"description": "v122 + Strong OBV boost (+0.08)",
"base_config": "configs/backtest/return_max_long_v1.json",
"overrides": {
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},
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"max_daily_new_risk_pct": 0.76,
"max_positions": 24,
"max_positions_per_sector": 5,
"max_position_value_pct": 1.0,
"max_adv_fraction": 0.2,
"macro_regime_neutral_size_scaler": 1.0,
"macro_regime_risk_off_size_scaler": 1.0,
"veto_unknown_direction": false,
"macro_regime_risk_off_a_tier_only": false
},
"execution": {
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"a_tier_target_1_fraction": 0.0,
"non_a_tier_target_1_r": 2.25,
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"early_failure_no_progress_r": 0.15,
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},
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"direction_filter": "any",
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},
"other_material_event": {
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}
}
},
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"earnings_release"
],
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],
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],
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"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.003,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
}
],
"splits": [
{
"kind": "named_snapshot",
"params": {
"name": "train"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "valid"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "test"
}
}
],
"tags": [
"return-max",
"v6new",
"contrarian"
],
"notes": "C o r r e c t e d - s n a p s h o t c o n t r o l f o r v 6 c o r e s t r u c t u r e w i t h o u t s i z i n g o r h o l d i n g - p e r i o d a d d - o n s . Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Lowers per-trade risk for next_open_long_other_material_unknown_orderly to 0.007 and raises engine budget to 0.05. Fine risk sweep from corrected v6.63. Fine risk sweep from corrected v6.91."
}

806
configs/experiments/return_max_long_v6new.178.json
Unescape Escape View File

@ -0,0 +1,806 @@
{
"experiment_name": "return_max_long_v6new.178",
"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_tier3",
"description": "v122 + OBV + BB contrarian + entropy",
"base_config": "configs/backtest/return_max_long_v1.json",
"overrides": {
"signal": {
"scoring_model": "return_max_long_v15e",
"score_threshold": 0.45,
"max_candidates_per_day": 18,
"a_tier_score_threshold": 0.58
},
"risk": {
"per_trade_risk_pct": 0.052,
"per_trade_risk_pct_a_tier": 0.058,
"max_daily_new_risk_pct": 0.76,
"max_positions": 24,
"max_positions_per_sector": 5,
"max_position_value_pct": 1.0,
"max_adv_fraction": 0.2,
"macro_regime_neutral_size_scaler": 1.0,
"macro_regime_risk_off_size_scaler": 1.0,
"veto_unknown_direction": false,
"macro_regime_risk_off_a_tier_only": false
},
"execution": {
"a_tier_target_1_r": 3.5,
"a_tier_target_1_fraction": 0.0,
"non_a_tier_target_1_r": 2.25,
"non_a_tier_target_1_fraction": 0.2,
"trailing_warmup_days": 6,
"max_holding_days": 12,
"early_failure_no_progress_days": 1,
"early_failure_no_progress_r": 0.15,
"early_failure_no_progress_fraction": 1.0
},
"event_type_profiles": {
"material_contract": {
"enabled": true,
"direction_filter": "any",
"max_holding_days_override": 20
},
"other_material_event": {
"enabled": true,
"direction_filter": "any",
"max_holding_days_override": 20
}
}
},
"strategy_engines": [
{
"engine_id": "reaction_close_long_bullish_raised_priority",
"event_types": [
"earnings_release"
],
"event_directions": [
"bullish"
],
"guidance_statuses": [
"raised"
],
"timing_class": "same_day",
"direction": "long_only",
"entry_timing_policy": "reaction_close",
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"engine_risk_budget_pct": 0.45,
"reaction_day_return_min": 0.08,
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"volume_ratio_min": 2.0,
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"target_1_fraction_override": 0.0,
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"early_failure_close_below_entry_and_reaction_close_override": false,
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"early_failure_no_progress_fraction_override": null
},
{
"engine_id": "next_open_long_unknown_material_patient",
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"material_contract"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
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"volume_ratio_min": 0.8,
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"max_market_cap_proxy": 10000000000.0,
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"early_failure_no_progress_days_override": 15,
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"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"min_market_cap_proxy": 5000000000.0
},
{
"engine_id": "reaction_close_long_core",
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"guidance_update"
],
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"weak_reaction_threshold": 0.03,
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"unknown_direction_reaction_min": 0.05,
"unknown_direction_close_location_min": 0.7,
"attention_max_wiki_spike_10d": 6.0,
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"enabled": true,
"residual_reserve_selected": true,
"mixed_inline_close_location_max": 0.88,
"mixed_inline_gap_size_max": 0.1,
"unknown_inline_exit_close_location_min": 0.9,
"unknown_inline_exit_gap_size_max": 0.04,
"unknown_inline_early_failure_no_progress_days_override": 2,
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"unknown_inline_early_failure_no_progress_fraction_override": 1.0,
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"trailing_warmup_days_override": 8
},
{
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],
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"engine_id": "next_open_long_bullish_raised_recovery_oneoff_largecap_tight",
"close_location_min": 0.15
},
{
"engine_id": "next_open_long_bullish_raised_recovery",
"event_types": [
"earnings_release"
],
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],
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],
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"pre_market"
],
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{
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],
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{
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},
{
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],
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},
{
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},
{
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},
{
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],
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],
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},
{
"engine_id": "next_open_long_other_material_mixed_orderly",
"event_types": [
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],
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],
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},
{
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],
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{
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"volume_ratio_min": 1.0,
"min_market_cap_proxy": 4000000000.0,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.04,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 12,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.4,
"per_trade_risk_pct_override": 0.008,
"stop_atr_multiplier_override": 4.0,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_mixed_ome_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"mixed"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
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"engine_risk_budget_pct": 0.06,
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},
{
"engine_id": "next_open_long_bullish_raised_recovery_broad_oneoff",
"event_types": [
"earnings_release"
],
"event_directions": [
"bullish"
],
"guidance_statuses": [
"raised"
],
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"post_market"
],
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"direction": "long_only",
"entry_timing_policy": "next_open",
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"reaction_day_return_min": 0.0,
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"parse_confidence_overall_min": 0.58,
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"allow_oneoff_downsizing_override": true,
"oneoff_downsize_floor_override": 0.15,
"next_open_gap_cap_pct": 0.12,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 12,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"per_trade_risk_pct_override": 0.008,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false,
"enabled": true
},
{
"engine_id": "next_open_long_other_material_unknown_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.045,
"reaction_day_return_min": -0.05,
"reaction_day_return_max": 0.08,
"close_location_min": 0.35,
"close_location_max": 0.98,
"gap_size_min": -0.03,
"gap_size_max": 0.06,
"volume_ratio_min": 0.75,
"volume_ratio_max": 1.6,
"min_market_cap_proxy": 8000000000.0,
"document_quality_score_min": 0.5,
"parse_confidence_overall_min": 0.45,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.05,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.003,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
}
],
"splits": [
{
"kind": "named_snapshot",
"params": {
"name": "train"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "valid"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "test"
}
}
],
"tags": [
"return-max",
"v6new",
"contrarian"
],
"notes": "C o r r e c t e d - s n a p s h o t c o n t r o l f o r v 6 c o r e s t r u c t u r e w i t h o u t s i z i n g o r h o l d i n g - p e r i o d a d d - o n s . Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Lowers per-trade risk for next_open_long_other_material_unknown_orderly to 0.007 and raises engine budget to 0.05. Fine risk sweep from corrected v6.63. Fine risk sweep from corrected v6.91."
}

806
configs/experiments/return_max_long_v6new.179.json
Unescape Escape View File

@ -0,0 +1,806 @@
{
"experiment_name": "return_max_long_v6new.179",
"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_tier3",
"description": "v122 + All contrarian reversed",
"base_config": "configs/backtest/return_max_long_v1.json",
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},
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"veto_unknown_direction": false,
"macro_regime_risk_off_a_tier_only": false
},
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},
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},
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}
}
},
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],
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],
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{
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{
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{
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{
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"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_unknown_material_orderly",
"event_types": [
"material_contract"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.02,
"reaction_day_return_min": -0.02,
"reaction_day_return_max": 0.06,
"close_location_min": 0.5,
"close_location_max": 0.8,
"gap_size_min": -0.02,
"gap_size_max": 0.02,
"volume_ratio_min": 0.9,
"volume_ratio_max": 1.4,
"min_market_cap_proxy": 10000000000.0,
"max_market_cap_proxy": 100000000000.0,
"document_quality_score_min": 0.5,
"parse_confidence_overall_min": 0.45,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.03,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.015,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_other_material_mixed_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"mixed"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
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"engine_risk_budget_pct": 0.02,
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"gap_size_min": -0.03,
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"volume_ratio_min": 1.0,
"min_market_cap_proxy": 6000000000.0,
"document_quality_score_min": 0.54,
"parse_confidence_overall_min": 0.5,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.04,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.5,
"veto_oneoff_penalty_override": 0.25,
"per_trade_risk_pct_override": 0.015,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_guidance_unknown_premarket_orderly",
"event_types": [
"guidance_update"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"pre_market"
],
"timing_class": "any",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.02,
"reaction_day_return_min": -0.03,
"reaction_day_return_max": 0.04,
"close_location_min": 0.35,
"close_location_max": 0.85,
"gap_size_min": -0.02,
"gap_size_max": 0.03,
"volume_ratio_min": 0.75,
"volume_ratio_max": 1.3,
"min_market_cap_proxy": 8000000000.0,
"document_quality_score_min": 0.5,
"parse_confidence_overall_min": 0.45,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.03,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 6,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.015,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_unknown_ome_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.04,
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"close_location_min": 0.55,
"volume_ratio_min": 1.0,
"min_market_cap_proxy": 4000000000.0,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.04,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 12,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.4,
"per_trade_risk_pct_override": 0.008,
"stop_atr_multiplier_override": 4.0,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_mixed_ome_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"mixed"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.06,
"reaction_day_return_min": -0.02,
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"volume_ratio_min": 0.8,
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"score_threshold_override": 0.0,
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"next_open_gap_cap_pct": 0.04,
"early_failure_close_below_entry_and_reaction_close_override": false,
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"enabled": true,
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"per_trade_risk_pct_override": 0.015,
"stop_atr_multiplier_override": 3.5,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_bullish_raised_recovery_broad_oneoff",
"event_types": [
"earnings_release"
],
"event_directions": [
"bullish"
],
"guidance_statuses": [
"raised"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.03,
"reaction_day_return_min": 0.0,
"reaction_day_return_max": 0.1,
"close_location_min": 0.3,
"close_location_max": 0.75,
"gap_size_min": 0.01,
"gap_size_max": 0.12,
"volume_ratio_min": 1.3,
"volume_ratio_max": 5.0,
"min_market_cap_proxy": 8000000000.0,
"document_quality_score_min": 0.58,
"parse_confidence_overall_min": 0.58,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"veto_parse_confidence_min_override": 0.58,
"veto_oneoff_penalty_override": 0.75,
"allow_oneoff_downsizing_override": true,
"oneoff_downsize_floor_override": 0.15,
"next_open_gap_cap_pct": 0.12,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 12,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"per_trade_risk_pct_override": 0.008,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false,
"enabled": true
},
{
"engine_id": "next_open_long_other_material_unknown_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.045,
"reaction_day_return_min": -0.05,
"reaction_day_return_max": 0.08,
"close_location_min": 0.35,
"close_location_max": 0.98,
"gap_size_min": -0.03,
"gap_size_max": 0.06,
"volume_ratio_min": 0.75,
"volume_ratio_max": 1.6,
"min_market_cap_proxy": 8000000000.0,
"document_quality_score_min": 0.5,
"parse_confidence_overall_min": 0.45,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.05,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.003,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
}
],
"splits": [
{
"kind": "named_snapshot",
"params": {
"name": "train"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "valid"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "test"
}
}
],
"tags": [
"return-max",
"v6new",
"contrarian"
],
"notes": "C o r r e c t e d - s n a p s h o t c o n t r o l f o r v 6 c o r e s t r u c t u r e w i t h o u t s i z i n g o r h o l d i n g - p e r i o d a d d - o n s . Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Lowers per-trade risk for next_open_long_other_material_unknown_orderly to 0.007 and raises engine budget to 0.05. Fine risk sweep from corrected v6.63. Fine risk sweep from corrected v6.91."
}

839
configs/experiments/return_max_long_v6new.18.json
Unescape Escape View File

@ -0,0 +1,839 @@
{
"experiment_name": "return_max_long_v6new.18",
"dataset_snapshot_id": "midlarge-liquid-long-v1",
"description": "v6new.9 + v10 scoring but penalty-only mode (VIX 15-18 penalty, no high-VIX bonus)",
"base_config": "configs/backtest/return_max_long_v1.json",
"overrides": {
"signal": {
"scoring_model": "return_max_long_v10",
"score_threshold": 0.45,
"max_candidates_per_day": 18,
"a_tier_score_threshold": 0.58
},
"risk": {
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"per_trade_risk_pct_a_tier": 0.058,
"max_daily_new_risk_pct": 0.76,
"max_positions": 24,
"max_positions_per_sector": 5,
"max_position_value_pct": 1.0,
"max_adv_fraction": 0.2,
"macro_regime_neutral_size_scaler": 1.0,
"macro_regime_risk_off_size_scaler": 1.0,
"veto_unknown_direction": false,
"macro_regime_risk_off_a_tier_only": false
},
"execution": {
"a_tier_target_1_r": 3.5,
"a_tier_target_1_fraction": 0.0,
"non_a_tier_target_1_r": 2.25,
"non_a_tier_target_1_fraction": 0.2,
"trailing_warmup_days": 6,
"max_holding_days": 25,
"early_failure_no_progress_days": 1,
"early_failure_no_progress_r": 0.15,
"early_failure_no_progress_fraction": 1.0
},
"event_type_profiles": {
"material_contract": {
"enabled": true,
"direction_filter": "any",
"max_holding_days_override": 20
},
"other_material_event": {
"enabled": true,
"direction_filter": "any",
"max_holding_days_override": 20
}
}
},
"strategy_engines": [
{
"engine_id": "reaction_close_long_bullish_raised_priority",
"event_types": [
"earnings_release"
],
"event_directions": [
"bullish"
],
"guidance_statuses": [
"raised"
],
"timing_class": "same_day",
"direction": "long_only",
"entry_timing_policy": "reaction_close",
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},
{
"engine_id": "next_open_long_unknown_material_patient",
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"material_contract"
],
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"unknown"
],
"guidance_statuses": [
"not_provided"
],
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],
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"early_failure_no_progress_days_override": 15,
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"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"min_market_cap_proxy": 5000000000.0
},
{
"engine_id": "reaction_close_long_core",
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"guidance_update"
],
"timing_class": "same_day",
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"entry_timing_policy": "reaction_close",
"max_holding_days": 18,
"engine_risk_budget_pct": 1.0,
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"reaction_day_return_max": 0.18,
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"weak_reaction_threshold": 0.03,
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"unknown_direction_reaction_min": 0.05,
"unknown_direction_close_location_min": 0.7,
"attention_max_wiki_spike_10d": 6.0,
"score_threshold_override": 0.42,
"enabled": true,
"residual_reserve_selected": true,
"mixed_inline_close_location_max": 0.88,
"mixed_inline_gap_size_max": 0.1,
"unknown_inline_exit_close_location_min": 0.9,
"unknown_inline_exit_gap_size_max": 0.04,
"unknown_inline_early_failure_no_progress_days_override": 2,
"unknown_inline_early_failure_no_progress_r_override": 0.1,
"unknown_inline_early_failure_no_progress_fraction_override": 1.0,
"per_trade_risk_pct_override": 0.038,
"trailing_warmup_days_override": 8
},
{
"engine_id": "next_open_long_bullish_raised_recovery",
"event_types": [
"earnings_release"
],
"event_directions": [
"bullish"
],
"guidance_statuses": [
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],
"filing_time_buckets": [
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"pre_market"
],
"timing_class": "any",
"direction": "long_only",
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"max_holding_days": 20,
"engine_risk_budget_pct": 0.12,
"reaction_day_return_min": -0.1,
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"min_market_cap_proxy": 4000000000.0,
"max_market_cap_proxy": 50000000000.0,
"document_quality_score_min": 0.68,
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"use_reaction_day_low_stop_override": false,
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"enabled": true
},
{
"engine_id": "reaction_close_long_residual_lowclose_gap_d3",
"event_types": [
"earnings_release",
"guidance_update"
],
"timing_class": "same_day",
"direction": "long_only",
"entry_timing_policy": "reaction_close",
"max_holding_days": 25,
"engine_risk_budget_pct": 0.12,
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"early_failure_no_progress_r_override": 0.25,
"early_failure_no_progress_fraction_override": 1.0,
"enabled": true
},
{
"engine_id": "reaction_close_long_residual_smallcap_gap",
"event_types": [
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"guidance_update"
],
"timing_class": "same_day",
"direction": "long_only",
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},
{
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"guidance_update"
],
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},
{
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],
"event_directions": [
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],
"guidance_statuses": [
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],
"filing_time_buckets": [
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],
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{
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{
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],
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}

806
configs/experiments/return_max_long_v6new.180.json
Unescape Escape View File

@ -0,0 +1,806 @@
{
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}
}
],
"tags": [
"return-max",
"v6new",
"entropy-tuning"
],
"notes": "C o r r e c t e d - s n a p s h o t c o n t r o l f o r v 6 c o r e s t r u c t u r e w i t h o u t s i z i n g o r h o l d i n g - p e r i o d a d d - o n s . Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Lowers per-trade risk for next_open_long_other_material_unknown_orderly to 0.007 and raises engine budget to 0.05. Fine risk sweep from corrected v6.63. Fine risk sweep from corrected v6.91."
}

806
configs/experiments/return_max_long_v6new.181.json
Unescape Escape View File

@ -0,0 +1,806 @@
{
"experiment_name": "return_max_long_v6new.181",
"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit",
"description": "v122 + doc_quality 0.45 (lower than 0.55, more trades)",
"base_config": "configs/backtest/return_max_long_v1.json",
"overrides": {
"signal": {
"scoring_model": "return_max_long_v5",
"score_threshold": 0.45,
"max_candidates_per_day": 18,
"a_tier_score_threshold": 0.58
},
"risk": {
"per_trade_risk_pct": 0.052,
"per_trade_risk_pct_a_tier": 0.058,
"max_daily_new_risk_pct": 0.76,
"max_positions": 24,
"max_positions_per_sector": 5,
"max_position_value_pct": 1.0,
"max_adv_fraction": 0.2,
"macro_regime_neutral_size_scaler": 1.0,
"macro_regime_risk_off_size_scaler": 1.0,
"veto_unknown_direction": false,
"macro_regime_risk_off_a_tier_only": false
},
"execution": {
"a_tier_target_1_r": 3.5,
"a_tier_target_1_fraction": 0.0,
"non_a_tier_target_1_r": 2.25,
"non_a_tier_target_1_fraction": 0.2,
"trailing_warmup_days": 6,
"max_holding_days": 12,
"early_failure_no_progress_days": 1,
"early_failure_no_progress_r": 0.15,
"early_failure_no_progress_fraction": 1.0
},
"event_type_profiles": {
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"enabled": true,
"direction_filter": "any",
"max_holding_days_override": 20
},
"other_material_event": {
"enabled": true,
"direction_filter": "any",
"max_holding_days_override": 20
}
}
},
"strategy_engines": [
{
"engine_id": "reaction_close_long_bullish_raised_priority",
"event_types": [
"earnings_release"
],
"event_directions": [
"bullish"
],
"guidance_statuses": [
"raised"
],
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"direction": "long_only",
"entry_timing_policy": "reaction_close",
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},
{
"engine_id": "next_open_long_unknown_material_patient",
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],
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"unknown"
],
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],
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],
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},
{
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],
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"mixed_inline_close_location_max": 0.88,
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},
{
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],
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],
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"volume_ratio_max": 4.0,
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"engine_id": "next_open_long_bullish_raised_recovery_oneoff_largecap_tight",
"close_location_min": 0.15
},
{
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],
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],
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],
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},
{
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{
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],
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{
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{
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],
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{
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},
{
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},
{
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],
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],
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},
{
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"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.4,
"per_trade_risk_pct_override": 0.008,
"stop_atr_multiplier_override": 4.0,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_mixed_ome_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"mixed"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.06,
"reaction_day_return_min": -0.02,
"reaction_day_return_max": 0.06,
"close_location_min": 0.5,
"volume_ratio_min": 0.8,
"min_market_cap_proxy": 4000000000.0,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.04,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 12,
"early_failure_no_progress_r_override": 0.0,
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"enabled": true,
"veto_parse_confidence_min_override": 0.4,
"per_trade_risk_pct_override": 0.015,
"stop_atr_multiplier_override": 3.5,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_bullish_raised_recovery_broad_oneoff",
"event_types": [
"earnings_release"
],
"event_directions": [
"bullish"
],
"guidance_statuses": [
"raised"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.03,
"reaction_day_return_min": 0.0,
"reaction_day_return_max": 0.1,
"close_location_min": 0.3,
"close_location_max": 0.75,
"gap_size_min": 0.01,
"gap_size_max": 0.12,
"volume_ratio_min": 1.3,
"volume_ratio_max": 5.0,
"min_market_cap_proxy": 8000000000.0,
"document_quality_score_min": 0.58,
"parse_confidence_overall_min": 0.58,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"veto_parse_confidence_min_override": 0.58,
"veto_oneoff_penalty_override": 0.75,
"allow_oneoff_downsizing_override": true,
"oneoff_downsize_floor_override": 0.15,
"next_open_gap_cap_pct": 0.12,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 12,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"per_trade_risk_pct_override": 0.008,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false,
"enabled": true
},
{
"engine_id": "next_open_long_other_material_unknown_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.045,
"reaction_day_return_min": -0.05,
"reaction_day_return_max": 0.08,
"close_location_min": 0.35,
"close_location_max": 0.98,
"gap_size_min": -0.03,
"gap_size_max": 0.06,
"volume_ratio_min": 0.75,
"volume_ratio_max": 1.6,
"min_market_cap_proxy": 8000000000.0,
"document_quality_score_min": 0.5,
"parse_confidence_overall_min": 0.45,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.05,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.003,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
}
],
"splits": [
{
"kind": "named_snapshot",
"params": {
"name": "train"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "valid"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "test"
}
}
],
"tags": [
"return-max",
"v6new",
"lower-quality"
],
"notes": "C o r r e c t e d - s n a p s h o t c o n t r o l f o r v 6 c o r e s t r u c t u r e w i t h o u t s i z i n g o r h o l d i n g - p e r i o d a d d - o n s . Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Lowers per-trade risk for next_open_long_other_material_unknown_orderly to 0.007 and raises engine budget to 0.05. Fine risk sweep from corrected v6.63. Fine risk sweep from corrected v6.91."
}

807
configs/experiments/return_max_long_v6new.182.json
Unescape Escape View File

@ -0,0 +1,807 @@
{
"experiment_name": "return_max_long_v6new.182",
"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_tier3",
"description": "v122 + doc_quality 0.45 + entropy scoring (tier3 snapshot)",
"base_config": "configs/backtest/return_max_long_v1.json",
"overrides": {
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"score_threshold": 0.45,
"max_candidates_per_day": 18,
"a_tier_score_threshold": 0.58
},
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"max_daily_new_risk_pct": 0.76,
"max_positions": 24,
"max_positions_per_sector": 5,
"max_position_value_pct": 1.0,
"max_adv_fraction": 0.2,
"macro_regime_neutral_size_scaler": 1.0,
"macro_regime_risk_off_size_scaler": 1.0,
"veto_unknown_direction": false,
"macro_regime_risk_off_a_tier_only": false
},
"execution": {
"a_tier_target_1_r": 3.5,
"a_tier_target_1_fraction": 0.0,
"non_a_tier_target_1_r": 2.25,
"non_a_tier_target_1_fraction": 0.2,
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"early_failure_no_progress_days": 1,
"early_failure_no_progress_r": 0.15,
"early_failure_no_progress_fraction": 1.0
},
"event_type_profiles": {
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"direction_filter": "any",
"max_holding_days_override": 20
},
"other_material_event": {
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"direction_filter": "any",
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}
}
},
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{
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"earnings_release"
],
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"bullish"
],
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],
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},
{
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],
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"unknown"
],
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],
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},
{
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],
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"mixed_inline_close_location_max": 0.88,
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},
{
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},
{
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],
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],
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},
{
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],
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},
{
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},
{
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],
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},
{
"engine_id": "next_open_long_unknown_inline_hivol",
"event_types": [
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],
"event_directions": [
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],
"guidance_statuses": [
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],
"filing_time_buckets": [
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],
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},
{
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],
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],
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},
{
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],
"event_directions": [
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},
{
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],
"event_directions": [
"unknown"
],
"guidance_statuses": [
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],
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],
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},
{
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],
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},
{
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],
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],
"guidance_statuses": [
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},
{
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},
{
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],
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],
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{
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"use_reaction_day_low_stop_override": false,
"enabled": true
},
{
"engine_id": "next_open_long_other_material_unknown_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
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"post_market"
],
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"direction": "long_only",
"entry_timing_policy": "next_open",
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"engine_risk_budget_pct": 0.045,
"reaction_day_return_min": -0.05,
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"close_location_max": 0.98,
"gap_size_min": -0.03,
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"volume_ratio_min": 0.75,
"volume_ratio_max": 1.6,
"min_market_cap_proxy": 8000000000.0,
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"score_threshold_override": 0.0,
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"next_open_gap_cap_pct": 0.05,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.003,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
}
],
"splits": [
{
"kind": "named_snapshot",
"params": {
"name": "train"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "valid"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "test"
}
}
],
"tags": [
"return-max",
"v6new",
"lower-quality",
"entropy"
],
"notes": "C o r r e c t e d - s n a p s h o t c o n t r o l f o r v 6 c o r e s t r u c t u r e w i t h o u t s i z i n g o r h o l d i n g - p e r i o d a d d - o n s . Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Lowers per-trade risk for next_open_long_other_material_unknown_orderly to 0.007 and raises engine budget to 0.05. Fine risk sweep from corrected v6.63. Fine risk sweep from corrected v6.91."
}

807
configs/experiments/return_max_long_v6new.183.json
Unescape Escape View File

@ -0,0 +1,807 @@
{
"experiment_name": "return_max_long_v6new.183",
"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_tier3",
"description": "v122 + global score threshold 0.38 + entropy scoring",
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},
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},
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},
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}
}
},
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],
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{
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{
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{
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},
{
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},
{
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},
{
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],
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],
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},
{
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},
{
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{
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"use_reaction_day_low_stop_override": false,
"enabled": true
},
{
"engine_id": "next_open_long_other_material_unknown_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
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"post_market"
],
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"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.045,
"reaction_day_return_min": -0.05,
"reaction_day_return_max": 0.08,
"close_location_min": 0.35,
"close_location_max": 0.98,
"gap_size_min": -0.03,
"gap_size_max": 0.06,
"volume_ratio_min": 0.75,
"volume_ratio_max": 1.6,
"min_market_cap_proxy": 8000000000.0,
"document_quality_score_min": 0.5,
"parse_confidence_overall_min": 0.45,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.05,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.003,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
}
],
"splits": [
{
"kind": "named_snapshot",
"params": {
"name": "train"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "valid"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "test"
}
}
],
"tags": [
"return-max",
"v6new",
"lower-threshold",
"entropy"
],
"notes": "C o r r e c t e d - s n a p s h o t c o n t r o l f o r v 6 c o r e s t r u c t u r e w i t h o u t s i z i n g o r h o l d i n g - p e r i o d a d d - o n s . Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Lowers per-trade risk for next_open_long_other_material_unknown_orderly to 0.007 and raises engine budget to 0.05. Fine risk sweep from corrected v6.63. Fine risk sweep from corrected v6.91."
}

807
configs/experiments/return_max_long_v6new.184.json
Unescape Escape View File

@ -0,0 +1,807 @@
{
"experiment_name": "return_max_long_v6new.184",
"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_tier3",
"description": "v122 + doc_quality 0.45 + score 0.38 + entropy (maximum trade expansion)",
"base_config": "configs/backtest/return_max_long_v1.json",
"overrides": {
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"score_threshold": 0.38,
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},
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"max_daily_new_risk_pct": 0.76,
"max_positions": 24,
"max_positions_per_sector": 5,
"max_position_value_pct": 1.0,
"max_adv_fraction": 0.2,
"macro_regime_neutral_size_scaler": 1.0,
"macro_regime_risk_off_size_scaler": 1.0,
"veto_unknown_direction": false,
"macro_regime_risk_off_a_tier_only": false
},
"execution": {
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"a_tier_target_1_fraction": 0.0,
"non_a_tier_target_1_r": 2.25,
"non_a_tier_target_1_fraction": 0.2,
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"early_failure_no_progress_days": 1,
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},
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"direction_filter": "any",
"max_holding_days_override": 20
},
"other_material_event": {
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}
}
},
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"earnings_release"
],
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],
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],
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},
{
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],
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},
{
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],
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"mixed_inline_close_location_max": 0.88,
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},
{
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{
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{
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},
{
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"event_types": [
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],
"event_directions": [
"unknown"
],
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],
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],
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"target_1_fraction_override": 0.1,
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"enabled": true,
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"use_reaction_day_low_stop_override": false
}
],
"splits": [
{
"kind": "named_snapshot",
"params": {
"name": "train"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "valid"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "test"
}
}
],
"tags": [
"return-max",
"v6new",
"max-expansion",
"entropy"
],
"notes": "C o r r e c t e d - s n a p s h o t c o n t r o l f o r v 6 c o r e s t r u c t u r e w i t h o u t s i z i n g o r h o l d i n g - p e r i o d a d d - o n s . Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Lowers per-trade risk for next_open_long_other_material_unknown_orderly to 0.007 and raises engine budget to 0.05. Fine risk sweep from corrected v6.63. Fine risk sweep from corrected v6.91."
}

807
configs/experiments/return_max_long_v6new.185.json
Unescape Escape View File

@ -0,0 +1,807 @@
{
"experiment_name": "return_max_long_v6new.185",
"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_tier3",
"description": "v122 + entropy scoring + per_trade_risk 0.058",
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},
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"reaction_day_return_max": 0.06,
"close_location_min": 0.5,
"volume_ratio_min": 0.8,
"min_market_cap_proxy": 4000000000.0,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.04,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 12,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
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"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.4,
"per_trade_risk_pct_override": 0.015,
"stop_atr_multiplier_override": 3.5,
"use_reaction_day_low_stop_override": false
},
{
"engine_id": "next_open_long_bullish_raised_recovery_broad_oneoff",
"event_types": [
"earnings_release"
],
"event_directions": [
"bullish"
],
"guidance_statuses": [
"raised"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.03,
"reaction_day_return_min": 0.0,
"reaction_day_return_max": 0.1,
"close_location_min": 0.3,
"close_location_max": 0.75,
"gap_size_min": 0.01,
"gap_size_max": 0.12,
"volume_ratio_min": 1.3,
"volume_ratio_max": 5.0,
"min_market_cap_proxy": 8000000000.0,
"document_quality_score_min": 0.58,
"parse_confidence_overall_min": 0.58,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"veto_parse_confidence_min_override": 0.58,
"veto_oneoff_penalty_override": 0.75,
"allow_oneoff_downsizing_override": true,
"oneoff_downsize_floor_override": 0.15,
"next_open_gap_cap_pct": 0.12,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 12,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"per_trade_risk_pct_override": 0.008,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false,
"enabled": true
},
{
"engine_id": "next_open_long_other_material_unknown_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.045,
"reaction_day_return_min": -0.05,
"reaction_day_return_max": 0.08,
"close_location_min": 0.35,
"close_location_max": 0.98,
"gap_size_min": -0.03,
"gap_size_max": 0.06,
"volume_ratio_min": 0.75,
"volume_ratio_max": 1.6,
"min_market_cap_proxy": 8000000000.0,
"document_quality_score_min": 0.5,
"parse_confidence_overall_min": 0.45,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.05,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.003,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
}
],
"splits": [
{
"kind": "named_snapshot",
"params": {
"name": "train"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "valid"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "test"
}
}
],
"tags": [
"return-max",
"v6new",
"entropy",
"higher-risk"
],
"notes": "C o r r e c t e d - s n a p s h o t c o n t r o l f o r v 6 c o r e s t r u c t u r e w i t h o u t s i z i n g o r h o l d i n g - p e r i o d a d d - o n s . Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Lowers per-trade risk for next_open_long_other_material_unknown_orderly to 0.007 and raises engine budget to 0.05. Fine risk sweep from corrected v6.63. Fine risk sweep from corrected v6.91."
}

807
configs/experiments/return_max_long_v6new.186.json
Unescape Escape View File

@ -0,0 +1,807 @@
{
"experiment_name": "return_max_long_v6new.186",
"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_tier3",
"description": "v122 + entropy + risk 0.058 + daily_budget 0.85",
"base_config": "configs/backtest/return_max_long_v1.json",
"overrides": {
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"score_threshold": 0.45,
"max_candidates_per_day": 18,
"a_tier_score_threshold": 0.58
},
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"per_trade_risk_pct_a_tier": 0.064,
"max_daily_new_risk_pct": 0.85,
"max_positions": 24,
"max_positions_per_sector": 5,
"max_position_value_pct": 1.0,
"max_adv_fraction": 0.2,
"macro_regime_neutral_size_scaler": 1.0,
"macro_regime_risk_off_size_scaler": 1.0,
"veto_unknown_direction": false,
"macro_regime_risk_off_a_tier_only": false
},
"execution": {
"a_tier_target_1_r": 3.5,
"a_tier_target_1_fraction": 0.0,
"non_a_tier_target_1_r": 2.25,
"non_a_tier_target_1_fraction": 0.2,
"trailing_warmup_days": 6,
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"early_failure_no_progress_days": 1,
"early_failure_no_progress_r": 0.15,
"early_failure_no_progress_fraction": 1.0
},
"event_type_profiles": {
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"enabled": true,
"direction_filter": "any",
"max_holding_days_override": 20
},
"other_material_event": {
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"direction_filter": "any",
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}
}
},
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{
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"earnings_release"
],
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"bullish"
],
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],
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},
{
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],
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"unknown"
],
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],
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},
{
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],
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"mixed_inline_close_location_max": 0.88,
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},
{
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},
{
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{
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{
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],
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},
{
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],
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],
"guidance_statuses": [
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],
"filing_time_buckets": [
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],
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},
{
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},
{
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],
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},
{
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],
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],
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},
{
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],
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],
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},
{
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"event_types": [
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],
"event_directions": [
"unknown"
],
"guidance_statuses": [
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},
{
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],
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],
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},
{
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],
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],
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{
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],
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],
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"enabled": true
},
{
"engine_id": "next_open_long_other_material_unknown_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
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"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.045,
"reaction_day_return_min": -0.05,
"reaction_day_return_max": 0.08,
"close_location_min": 0.35,
"close_location_max": 0.98,
"gap_size_min": -0.03,
"gap_size_max": 0.06,
"volume_ratio_min": 0.75,
"volume_ratio_max": 1.6,
"min_market_cap_proxy": 8000000000.0,
"document_quality_score_min": 0.5,
"parse_confidence_overall_min": 0.45,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.05,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.003,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
}
],
"splits": [
{
"kind": "named_snapshot",
"params": {
"name": "train"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "valid"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "test"
}
}
],
"tags": [
"return-max",
"v6new",
"entropy",
"higher-risk"
],
"notes": "C o r r e c t e d - s n a p s h o t c o n t r o l f o r v 6 c o r e s t r u c t u r e w i t h o u t s i z i n g o r h o l d i n g - p e r i o d a d d - o n s . Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Lowers per-trade risk for next_open_long_other_material_unknown_orderly to 0.007 and raises engine budget to 0.05. Fine risk sweep from corrected v6.63. Fine risk sweep from corrected v6.91."
}

807
configs/experiments/return_max_long_v6new.187.json
Unescape Escape View File

@ -0,0 +1,807 @@
{
"experiment_name": "return_max_long_v6new.187",
"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_tier3",
"description": "v122 + entropy + doc_quality 0.50",
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},
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},
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},
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}
}
},
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{
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},
{
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{
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},
{
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],
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],
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{
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{
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},
{
"engine_id": "next_open_long_unknown_material_orderly",
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],
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},
{
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},
{
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],
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],
"guidance_statuses": [
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"timing_class": "any",
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},
{
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},
{
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],
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},
{
"engine_id": "next_open_long_bullish_raised_recovery_broad_oneoff",
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"use_reaction_day_low_stop_override": false,
"enabled": true
},
{
"engine_id": "next_open_long_other_material_unknown_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.045,
"reaction_day_return_min": -0.05,
"reaction_day_return_max": 0.08,
"close_location_min": 0.35,
"close_location_max": 0.98,
"gap_size_min": -0.03,
"gap_size_max": 0.06,
"volume_ratio_min": 0.75,
"volume_ratio_max": 1.6,
"min_market_cap_proxy": 8000000000.0,
"document_quality_score_min": 0.5,
"parse_confidence_overall_min": 0.45,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.05,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.003,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
}
],
"splits": [
{
"kind": "named_snapshot",
"params": {
"name": "train"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "valid"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "test"
}
}
],
"tags": [
"return-max",
"v6new",
"entropy",
"mid-quality"
],
"notes": "C o r r e c t e d - s n a p s h o t c o n t r o l f o r v 6 c o r e s t r u c t u r e w i t h o u t s i z i n g o r h o l d i n g - p e r i o d a d d - o n s . Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Lowers per-trade risk for next_open_long_other_material_unknown_orderly to 0.007 and raises engine budget to 0.05. Fine risk sweep from corrected v6.63. Fine risk sweep from corrected v6.91."
}

807
configs/experiments/return_max_long_v6new.188.json
Unescape Escape View File

@ -0,0 +1,807 @@
{
"experiment_name": "return_max_long_v6new.188",
"dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_tier3",
"description": "v122 + entropy + max_positions 28",
"base_config": "configs/backtest/return_max_long_v1.json",
"overrides": {
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"score_threshold": 0.45,
"max_candidates_per_day": 18,
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},
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"max_daily_new_risk_pct": 0.76,
"max_positions": 28,
"max_positions_per_sector": 5,
"max_position_value_pct": 1.0,
"max_adv_fraction": 0.2,
"macro_regime_neutral_size_scaler": 1.0,
"macro_regime_risk_off_size_scaler": 1.0,
"veto_unknown_direction": false,
"macro_regime_risk_off_a_tier_only": false
},
"execution": {
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"a_tier_target_1_fraction": 0.0,
"non_a_tier_target_1_r": 2.25,
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},
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"direction_filter": "any",
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},
"other_material_event": {
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}
}
},
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{
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"earnings_release"
],
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],
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],
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},
{
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],
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},
{
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],
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"mixed_inline_close_location_max": 0.88,
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},
{
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},
{
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},
{
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],
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],
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},
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],
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],
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},
{
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],
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},
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"early_failure_no_progress_days_override": 12,
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"use_reaction_day_low_stop_override": false,
"enabled": true
},
{
"engine_id": "next_open_long_other_material_unknown_orderly",
"event_types": [
"other_material_event"
],
"event_directions": [
"unknown"
],
"guidance_statuses": [
"not_provided"
],
"filing_time_buckets": [
"post_market"
],
"timing_class": "after_close",
"direction": "long_only",
"entry_timing_policy": "next_open",
"max_holding_days": 12,
"engine_risk_budget_pct": 0.045,
"reaction_day_return_min": -0.05,
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"close_location_min": 0.35,
"close_location_max": 0.98,
"gap_size_min": -0.03,
"gap_size_max": 0.06,
"volume_ratio_min": 0.75,
"volume_ratio_max": 1.6,
"min_market_cap_proxy": 8000000000.0,
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"parse_confidence_overall_min": 0.45,
"score_threshold_override": 0.0,
"residual_reserve_selected": true,
"next_open_gap_cap_pct": 0.05,
"early_failure_close_below_entry_and_reaction_close_override": false,
"early_failure_no_progress_days_override": 15,
"early_failure_no_progress_r_override": 0.0,
"early_failure_no_progress_fraction_override": 1.0,
"target_1_r_override": 5.0,
"target_1_fraction_override": 0.1,
"trailing_warmup_days_override": 12,
"enabled": true,
"veto_parse_confidence_min_override": 0.45,
"per_trade_risk_pct_override": 0.003,
"stop_atr_multiplier_override": 3.0,
"use_reaction_day_low_stop_override": false
}
],
"splits": [
{
"kind": "named_snapshot",
"params": {
"name": "train"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "valid"
}
},
{
"kind": "named_snapshot",
"params": {
"name": "test"
}
}
],
"tags": [
"return-max",
"v6new",
"entropy",
"more-positions"
],
"notes": "C o r r e c t e d - s n a p s h o t c o n t r o l f o r v 6 c o r e s t r u c t u r e w i t h o u t s i z i n g o r h o l d i n g - p e r i o d a d d - o n s . Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Adds narrow post-market bullish/raised large-cap one-off sibling before main recovery engine based on corrected-snapshot reject audit. Lowers per-trade risk for next_open_long_other_material_unknown_orderly to 0.007 and raises engine budget to 0.05. Fine risk sweep from corrected v6.63. Fine risk sweep from corrected v6.91."
}

455
journal/LEADERBOARD.md
Unescape Escape View File

@ -1,5 +1,5 @@
# Strategy Improvement Leaderboard
_Updated: 2026-03-26T20:07:44.059821+00:00_
_Updated: 2026-03-26T21:09:11.997072+00:00_
_Default view excludes retired legacy PEAD / short-core / exact-pocket families and incomplete train-only scans. Use `fithia2 lb --include-retired` to inspect archived research._
@ -15,235 +15,241 @@ _Overlay rows use their common-window overlay metrics in the `T.*` columns becau
| 4 | return_max_long_v6new.122 | 72.4 | +77.4 | +41.5 | +38.0 | +118.1 | 2.7 | 38.2 | 84.6 | 1.00 | 2026-03-26 |
| 5 | return_max_long_v6new.155 | 72.3 | +77.7 | +42.5 | +37.9 | +117.6 | 2.7 | 39.2 | 84.6 | 0.97 | 2026-03-26 |
| 6 | return_max_long_v6new.164 | 72.3 | +77.4 | +41.5 | +42.1 | +133.9 | 2.7 | 39.2 | 84.6 | 1.07 | 2026-03-26 |
| 7 | return_max_long_v6new.29 | 71.6 | +66.2 | +38.8 | +52.7 | +174.5 | 3.4 | 39.9 | 82.1 | 1.32 | 2026-03-25 |
| 8 | return_max_long_v6new.99 | 69.3 | +60.0 | +32.2 | +38.3 | +119.3 | 2.9 | 31.8 | 84.6 | 1.21 | 2026-03-26 |
| 9 | return_max_long_v6new.103 | 69.3 | +60.0 | +32.2 | +38.3 | +119.3 | 2.9 | 31.8 | 84.6 | 1.21 | 2026-03-26 |
| 10 | return_max_long_v6new.105 | 69.3 | +60.0 | +32.2 | +38.3 | +119.3 | 2.9 | 31.8 | 84.6 | 1.21 | 2026-03-26 |
| 11 | return_max_long_v6new.102 | 69.2 | +61.3 | +32.1 | +38.1 | +118.2 | 2.9 | 31.6 | 84.6 | 1.20 | 2026-03-26 |
| 12 | return_max_long_v6new.93 | 69.2 | +59.8 | +32.2 | +38.5 | +120.0 | 2.9 | 31.5 | 84.6 | 1.22 | 2026-03-26 |
| 13 | return_max_long_v6new.104 | 69.1 | +60.7 | +32.0 | +38.1 | +118.2 | 2.9 | 31.5 | 84.6 | 1.21 | 2026-03-26 |
| 14 | return_max_long_v6new.72 | 68.9 | +59.3 | +35.8 | +39.8 | +124.8 | 2.9 | 33.8 | 84.6 | 1.18 | 2026-03-26 |
| 15 | return_max_long_v6new.73 | 68.9 | +59.3 | +35.8 | +39.8 | +124.8 | 2.9 | 33.8 | 84.6 | 1.18 | 2026-03-26 |
| 16 | return_max_long_v6new.84 | 68.9 | +59.3 | +35.8 | +39.8 | +124.8 | 2.9 | 33.8 | 84.6 | 1.18 | 2026-03-26 |
| 17 | return_max_long_v6new.100 | 68.8 | +57.2 | +35.6 | +41.8 | +132.7 | 2.7 | 30.5 | 83.7 | 1.37 | 2026-03-26 |
| 18 | return_max_long_v6new.71 | 68.8 | +58.2 | +35.7 | +39.0 | +121.9 | 2.8 | 33.5 | 84.6 | 1.16 | 2026-03-26 |
| 19 | return_max_long_v6new.75 | 68.8 | +58.2 | +35.7 | +39.0 | +121.9 | 2.8 | 33.5 | 84.6 | 1.16 | 2026-03-26 |
| 20 | return_max_long_v6new.76 | 68.8 | +58.2 | +35.7 | +39.0 | +121.9 | 2.8 | 33.5 | 84.6 | 1.16 | 2026-03-26 |
| 21 | return_max_long_v6new.83 | 68.8 | +58.2 | +35.7 | +39.0 | +121.9 | 2.8 | 33.5 | 84.6 | 1.16 | 2026-03-26 |
| 22 | return_max_long_v6new.74 | 68.8 | +59.4 | +36.0 | +39.3 | +122.8 | 2.7 | 35.2 | 84.6 | 1.11 | 2026-03-26 |
| 23 | return_max_long_v6new.96 | 68.7 | +58.5 | +35.6 | +41.9 | +133.3 | 2.7 | 30.2 | 83.7 | 1.39 | 2026-03-26 |
| 24 | return_max_long_v6new.92 | 68.7 | +59.2 | +35.2 | +37.7 | +116.6 | 2.9 | 32.1 | 84.6 | 1.17 | 2026-03-26 |
| 25 | return_max_long_v6new.70 | 68.7 | +57.7 | +35.4 | +38.5 | +119.9 | 2.7 | 33.5 | 84.6 | 1.15 | 2026-03-26 |
| 26 | return_max_long_v6new.90 | 68.7 | +57.7 | +35.5 | +39.0 | +121.8 | 2.8 | 33.3 | 84.6 | 1.17 | 2026-03-26 |
| 27 | return_max_long_v6new.77 | 68.7 | +58.3 | +36.0 | +38.6 | +120.1 | 2.7 | 34.9 | 84.6 | 1.10 | 2026-03-26 |
| 28 | return_max_long_v6new.97 | 68.6 | +56.6 | +35.2 | +37.8 | +117.3 | 2.9 | 31.9 | 84.6 | 1.18 | 2026-03-26 |
| 29 | return_max_long_v6new.69 | 68.6 | +55.8 | +34.7 | +37.8 | +117.2 | 2.7 | 33.1 | 84.6 | 1.14 | 2026-03-26 |
| 30 | return_max_long_v6new.94 | 68.4 | +55.9 | +35.0 | +37.1 | +114.6 | 2.8 | 32.0 | 84.6 | 1.16 | 2026-03-26 |
| 31 | return_max_long_v6new.101 | 68.4 | +58.9 | +35.2 | +36.5 | +112.4 | 2.9 | 30.9 | 80.8 | 1.18 | 2026-03-26 |
| 32 | return_max_long_v6new.65 | 68.4 | +56.9 | +33.9 | +37.1 | +114.5 | 2.7 | 32.6 | 84.6 | 1.14 | 2026-03-26 |
| 33 | return_max_long_v6new.98 | 68.3 | +55.9 | +32.2 | +38.5 | +120.0 | 2.9 | 31.5 | 84.6 | 1.22 | 2026-03-26 |
| 34 | return_max_long_v6new.64 | 68.3 | +56.3 | +33.2 | +35.8 | +109.6 | 2.7 | 31.9 | 84.6 | 1.12 | 2026-03-26 |
| 35 | return_max_long_v6new.89 | 68.2 | +53.6 | +35.8 | +39.0 | +121.9 | 2.8 | 33.2 | 84.6 | 1.18 | 2026-03-26 |
| 36 | return_max_long_v6new.63 | 68.2 | +55.8 | +32.4 | +34.5 | +104.9 | 2.7 | 31.2 | 84.6 | 1.11 | 2026-03-26 |
| 37 | return_max_long_v6new.58 | 67.8 | +54.2 | +31.7 | +33.2 | +100.1 | 2.7 | 30.4 | 84.6 | 1.09 | 2026-03-26 |
| 38 | return_max_long_v6new.62 | 67.6 | +53.1 | +31.4 | +31.6 | +94.4 | 2.7 | 28.8 | 84.6 | 1.10 | 2026-03-26 |
| 39 | return_max_long_v6new.57 | 67.6 | +53.8 | +31.0 | +32.0 | +95.6 | 2.7 | 29.7 | 84.6 | 1.08 | 2026-03-26 |
| 40 | return_max_long_v6new.60 | 67.6 | +55.8 | +31.7 | +32.0 | +95.9 | 2.7 | 30.1 | 84.6 | 1.06 | 2026-03-26 |
| 41 | return_max_long_v6new.55 | 67.2 | +54.4 | +30.2 | +30.7 | +91.2 | 2.7 | 28.9 | 84.6 | 1.06 | 2026-03-26 |
| 42 | return_max_long_v6new.61 | 67.1 | +53.5 | +30.7 | +30.0 | +88.8 | 2.6 | 28.0 | 84.6 | 1.07 | 2026-03-26 |
| 43 | return_max_long_v6new.59 | 67.1 | +55.5 | +31.0 | +30.7 | +91.1 | 2.7 | 29.4 | 84.6 | 1.04 | 2026-03-26 |
| 44 | return_max_long_v6new.124 | 66.8 | +221.2 | +36.3 | +38.0 | +118.1 | 2.7 | 38.2 | 84.6 | 1.00 | 2026-03-26 |
| 45 | return_max_long_v6new.80 | 66.7 | +76.1 | +41.8 | +37.2 | +114.8 | 2.7 | 37.0 | 84.6 | 1.00 | 2026-03-26 |
| 46 | return_max_long_v6new.82 | 66.7 | +75.6 | +41.7 | +36.8 | +113.4 | 2.7 | 36.8 | 84.6 | 1.00 | 2026-03-26 |
| 47 | return_max_long_v6new.78 | 66.7 | +76.7 | +41.5 | +37.8 | +117.2 | 2.7 | 37.5 | 84.6 | 1.01 | 2026-03-26 |
| 48 | return_max_long_v6new.79 | 66.7 | +76.7 | +41.5 | +37.8 | +117.2 | 2.7 | 37.5 | 84.6 | 1.01 | 2026-03-26 |
| 49 | return_max_long_v6new.81 | 66.6 | +76.3 | +41.8 | +37.2 | +114.8 | 2.7 | 37.1 | 84.6 | 1.00 | 2026-03-26 |
| 50 | return_max_long_v6new.67 | 66.5 | +73.0 | +39.4 | +35.7 | +109.2 | 2.7 | 36.0 | 84.6 | 0.99 | 2026-03-26 |
| 51 | return_max_long_v6new.68 | 66.5 | +73.9 | +38.9 | +35.1 | +106.9 | 2.7 | 35.9 | 84.6 | 0.98 | 2026-03-26 |
| 52 | return_max_long_v6new.66 | 66.4 | +72.3 | +38.9 | +35.0 | +106.6 | 2.7 | 35.6 | 84.6 | 0.98 | 2026-03-26 |
| 53 | return_max_long_v6new.127 | 66.3 | +215.2 | +36.3 | +38.0 | +118.1 | 2.7 | 38.2 | 84.6 | 1.00 | 2026-03-26 |
| 54 | return_max_long_v6new.51 | 66.2 | +53.4 | +28.7 | +28.2 | +82.3 | 2.7 | 27.4 | 84.6 | 1.03 | 2026-03-26 |
| 55 | return_max_long_v6new.56 | 66.2 | +52.4 | +29.3 | +26.9 | +78.0 | 2.5 | 26.3 | 84.6 | 1.02 | 2026-03-26 |
| 56 | return_max_long_v6new.54 | 65.9 | +73.7 | +37.6 | +33.4 | +100.9 | 2.7 | 35.3 | 84.6 | 0.95 | 2026-03-26 |
| 57 | return_max_long_v6new.95 | 65.5 | +62.5 | +32.4 | +39.3 | +123.1 | 3.0 | 30.2 | 76.0 | 1.30 | 2026-03-26 |
| 58 | return_max_long_v6.221 | 65.5 | +55.2 | +42.7 | +69.3 | +169.5 | 4.0 | 40.6 | 80.7 | 1.71 | 2026-03-25 |
| 59 | return_max_long_v6new.50 | 65.3 | +53.4 | +28.4 | +25.8 | +74.4 | 2.7 | 26.7 | 84.6 | 0.97 | 2026-03-26 |
| 60 | return_max_long_v6.219 | 65.3 | +58.2 | +42.7 | +68.7 | +167.7 | 4.0 | 41.0 | 80.7 | 1.68 | 2026-03-25 |
| 61 | return_max_long_v6new.53 | 65.2 | +69.2 | +36.5 | +31.2 | +93.0 | 2.7 | 33.5 | 84.6 | 0.93 | 2026-03-26 |
| 62 | return_max_long_v1.315 | 64.9 | +50.6 | +36.3 | +51.9 | +119.8 | 4.0 | 39.9 | 71.1 | 1.30 | 2026-03-23 |
| 63 | return_max_long_v1.319 | 64.8 | +50.4 | +36.1 | +48.3 | +110.1 | 4.0 | 40.4 | 71.1 | 1.20 | 2026-03-23 |
| 64 | return_max_long_v1.312 | 64.6 | +51.3 | +35.8 | +48.2 | +109.8 | 4.0 | 40.5 | 71.1 | 1.19 | 2026-03-23 |
| 65 | return_max_long_v6new.86 | 64.5 | +54.6 | +42.4 | +66.5 | +161.0 | 3.6 | 39.1 | 80.7 | 1.70 | 2026-03-26 |
| 66 | return_max_long_v6new.88 | 64.5 | +54.6 | +42.4 | +66.5 | +161.0 | 3.6 | 39.1 | 80.7 | 1.70 | 2026-03-26 |
| 67 | return_max_long_v1.314 | 64.5 | +51.3 | +35.8 | +51.7 | +119.0 | 4.0 | 40.1 | 71.1 | 1.29 | 2026-03-23 |
| 68 | return_max_long_v6new.85 | 64.4 | +55.2 | +42.7 | +69.3 | +169.5 | 4.0 | 40.6 | 80.7 | 1.71 | 2026-03-26 |
| 69 | return_max_long_v6new.87 | 64.4 | +55.2 | +42.7 | +69.3 | +169.5 | 4.0 | 40.6 | 80.7 | 1.71 | 2026-03-26 |
| 70 | return_max_long_v6new.107 | 64.4 | +65.2 | +30.3 | +28.0 | +81.6 | 1.6 | 31.5 | 84.6 | 0.89 | 2026-03-26 |
| 71 | return_max_long_v6.169 | 64.1 | +55.8 | +42.7 | +66.8 | +162.1 | 4.0 | 41.2 | 80.7 | 1.62 | 2026-03-25 |
| 72 | return_max_long_v6.197 | 64.0 | +59.0 | +43.0 | +67.2 | +163.3 | 4.0 | 41.9 | 80.7 | 1.61 | 2026-03-25 |
| 73 | return_max_long_v6.186 | 64.0 | +57.7 | +43.0 | +66.9 | +162.2 | 4.0 | 41.1 | 80.7 | 1.63 | 2026-03-25 |
| 74 | return_max_long_v6.142 | 63.9 | +54.0 | +43.4 | +66.9 | +162.2 | 4.0 | 41.1 | 80.7 | 1.62 | 2026-03-25 |
| 75 | return_max_long_v6.192 | 63.9 | +56.0 | +42.7 | +67.2 | +163.3 | 4.0 | 42.0 | 80.7 | 1.60 | 2026-03-25 |
| 76 | return_max_long_v6.198 | 63.9 | +55.9 | +42.7 | +67.3 | +163.4 | 4.0 | 42.1 | 80.7 | 1.60 | 2026-03-25 |
| 77 | return_max_long_v6.208 | 63.9 | +54.7 | +42.7 | +66.9 | +162.2 | 4.0 | 41.1 | 80.7 | 1.63 | 2026-03-25 |
| 78 | return_max_long_v6.200 | 63.9 | +55.9 | +42.9 | +67.3 | +163.4 | 4.0 | 42.1 | 80.7 | 1.60 | 2026-03-25 |
| 79 | return_max_long_v6new.27 | 63.9 | +55.9 | +42.2 | +64.2 | +154.4 | 4.0 | 42.3 | 82.2 | 1.52 | 2026-03-24 |
| 80 | return_max_long_v6.114 | 63.9 | +55.9 | +42.2 | +64.2 | +154.4 | 4.0 | 42.3 | 82.2 | 1.52 | 2026-03-25 |
| 81 | return_max_long_v6.92 | 63.9 | +60.8 | +40.1 | +56.4 | +132.1 | 4.0 | 43.8 | 82.2 | 1.29 | 2026-03-24 |
| 82 | return_max_long_v6.63 | 63.9 | +60.8 | +39.9 | +56.4 | +132.1 | 4.0 | 43.8 | 82.2 | 1.29 | 2026-03-23 |
| 83 | return_max_long_v6.62 | 63.9 | +61.1 | +39.8 | +56.4 | +132.1 | 4.0 | 43.8 | 82.2 | 1.29 | 2026-03-23 |
| 84 | return_max_long_v6new.30 | 63.8 | +53.4 | +43.3 | +65.6 | +158.4 | 4.0 | 41.6 | 82.2 | 1.58 | 2026-03-24 |
| 85 | return_max_long_v6.59 | 63.7 | +61.0 | +39.3 | +56.4 | +132.1 | 4.0 | 43.8 | 82.2 | 1.29 | 2026-03-23 |
| 86 | return_max_long_v6.210 | 63.7 | +54.8 | +42.7 | +68.7 | +167.7 | 4.0 | 41.0 | 80.7 | 1.68 | 2026-03-25 |
| 87 | return_max_long_v1.304 | 63.7 | +51.3 | +35.8 | +48.3 | +110.0 | 4.0 | 40.5 | 71.1 | 1.19 | 2026-03-23 |
| 88 | return_max_long_v6.143 | 63.6 | +51.5 | +42.4 | +67.3 | +163.5 | 4.0 | 39.8 | 80.7 | 1.69 | 2026-03-25 |
| 89 | return_max_long_v6.161 | 63.6 | +58.1 | +42.7 | +66.8 | +162.1 | 4.0 | 41.2 | 80.7 | 1.62 | 2026-03-25 |
| 90 | return_max_long_v6.209 | 63.6 | +58.1 | +42.7 | +66.8 | +162.1 | 4.0 | 41.2 | 80.7 | 1.62 | 2026-03-25 |
| 91 | return_max_long_v6.84 | 63.5 | +59.6 | +39.9 | +57.4 | +134.8 | 4.0 | 44.2 | 82.2 | 1.30 | 2026-03-23 |
| 92 | return_max_long_v6new.28 | 63.5 | +61.5 | +35.8 | +48.7 | +157.7 | 3.4 | 40.0 | 78.3 | 1.22 | 2026-03-25 |
| 93 | return_max_long_v6new.9 | 63.3 | +65.4 | +40.5 | +52.9 | +122.4 | 4.0 | 43.0 | 77.8 | 1.23 | 2026-03-24 |
| 94 | return_max_long_v6new.13 | 63.3 | +65.4 | +40.5 | +52.9 | +122.4 | 4.0 | 43.0 | 77.8 | 1.23 | 2026-03-24 |
| 95 | return_max_long_v6new.12 | 63.2 | +65.4 | +41.1 | +51.7 | +119.3 | 4.1 | 43.5 | 74.8 | 1.19 | 2026-03-24 |
| 96 | return_max_long_v6.138 | 63.1 | +54.7 | +42.7 | +66.8 | +162.1 | 4.0 | 41.2 | 80.7 | 1.62 | 2026-03-25 |
| 97 | return_max_long_v6.46 | 63.0 | +61.9 | +39.9 | +55.1 | +128.4 | 3.3 | 37.3 | 71.1 | 1.48 | 2026-03-23 |
| 98 | return_max_long_v1.298 | 63.0 | +51.8 | +35.1 | +48.3 | +110.0 | 4.0 | 40.5 | 71.1 | 1.19 | 2026-03-23 |
| 99 | return_max_long_v6new.25 | 62.9 | +51.6 | +39.7 | +58.6 | +138.3 | 4.0 | 37.4 | 71.1 | 1.57 | 2026-03-24 |
| 100 | return_max_long_v6.34 | 62.9 | +62.3 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-23 |
| 101 | return_max_long_v6.44 | 62.8 | +61.9 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-23 |
| 102 | return_max_long_v6.29 | 62.8 | +61.9 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-24 |
| 7 | return_max_long_v6new.185 | 72.2 | +77.4 | +41.9 | +42.0 | +133.7 | 2.7 | 39.5 | 84.6 | 1.06 | 2026-03-26 |
| 8 | return_max_long_v6new.29 | 71.6 | +66.2 | +38.8 | +52.7 | +174.5 | 3.4 | 39.9 | 82.1 | 1.32 | 2026-03-25 |
| 9 | return_max_long_v6new.99 | 69.3 | +60.0 | +32.2 | +38.3 | +119.3 | 2.9 | 31.8 | 84.6 | 1.21 | 2026-03-26 |
| 10 | return_max_long_v6new.103 | 69.3 | +60.0 | +32.2 | +38.3 | +119.3 | 2.9 | 31.8 | 84.6 | 1.21 | 2026-03-26 |
| 11 | return_max_long_v6new.105 | 69.3 | +60.0 | +32.2 | +38.3 | +119.3 | 2.9 | 31.8 | 84.6 | 1.21 | 2026-03-26 |
| 12 | return_max_long_v6new.102 | 69.2 | +61.3 | +32.1 | +38.1 | +118.2 | 2.9 | 31.6 | 84.6 | 1.20 | 2026-03-26 |
| 13 | return_max_long_v6new.93 | 69.2 | +59.8 | +32.2 | +38.5 | +120.0 | 2.9 | 31.5 | 84.6 | 1.22 | 2026-03-26 |
| 14 | return_max_long_v6new.104 | 69.1 | +60.7 | +32.0 | +38.1 | +118.2 | 2.9 | 31.5 | 84.6 | 1.21 | 2026-03-26 |
| 15 | return_max_long_v6new.72 | 68.9 | +59.3 | +35.8 | +39.8 | +124.8 | 2.9 | 33.8 | 84.6 | 1.18 | 2026-03-26 |
| 16 | return_max_long_v6new.73 | 68.9 | +59.3 | +35.8 | +39.8 | +124.8 | 2.9 | 33.8 | 84.6 | 1.18 | 2026-03-26 |
| 17 | return_max_long_v6new.84 | 68.9 | +59.3 | +35.8 | +39.8 | +124.8 | 2.9 | 33.8 | 84.6 | 1.18 | 2026-03-26 |
| 18 | return_max_long_v6new.100 | 68.8 | +57.2 | +35.6 | +41.8 | +132.7 | 2.7 | 30.5 | 83.7 | 1.37 | 2026-03-26 |
| 19 | return_max_long_v6new.71 | 68.8 | +58.2 | +35.7 | +39.0 | +121.9 | 2.8 | 33.5 | 84.6 | 1.16 | 2026-03-26 |
| 20 | return_max_long_v6new.75 | 68.8 | +58.2 | +35.7 | +39.0 | +121.9 | 2.8 | 33.5 | 84.6 | 1.16 | 2026-03-26 |
| 21 | return_max_long_v6new.76 | 68.8 | +58.2 | +35.7 | +39.0 | +121.9 | 2.8 | 33.5 | 84.6 | 1.16 | 2026-03-26 |
| 22 | return_max_long_v6new.83 | 68.8 | +58.2 | +35.7 | +39.0 | +121.9 | 2.8 | 33.5 | 84.6 | 1.16 | 2026-03-26 |
| 23 | return_max_long_v6new.74 | 68.8 | +59.4 | +36.0 | +39.3 | +122.8 | 2.7 | 35.2 | 84.6 | 1.11 | 2026-03-26 |
| 24 | return_max_long_v6new.96 | 68.7 | +58.5 | +35.6 | +41.9 | +133.3 | 2.7 | 30.2 | 83.7 | 1.39 | 2026-03-26 |
| 25 | return_max_long_v6new.92 | 68.7 | +59.2 | +35.2 | +37.7 | +116.6 | 2.9 | 32.1 | 84.6 | 1.17 | 2026-03-26 |
| 26 | return_max_long_v6new.70 | 68.7 | +57.7 | +35.4 | +38.5 | +119.9 | 2.7 | 33.5 | 84.6 | 1.15 | 2026-03-26 |
| 27 | return_max_long_v6new.90 | 68.7 | +57.7 | +35.5 | +39.0 | +121.8 | 2.8 | 33.3 | 84.6 | 1.17 | 2026-03-26 |
| 28 | return_max_long_v6new.77 | 68.7 | +58.3 | +36.0 | +38.6 | +120.1 | 2.7 | 34.9 | 84.6 | 1.10 | 2026-03-26 |
| 29 | return_max_long_v6new.97 | 68.6 | +56.6 | +35.2 | +37.8 | +117.3 | 2.9 | 31.9 | 84.6 | 1.18 | 2026-03-26 |
| 30 | return_max_long_v6new.69 | 68.6 | +55.8 | +34.7 | +37.8 | +117.2 | 2.7 | 33.1 | 84.6 | 1.14 | 2026-03-26 |
| 31 | return_max_long_v6new.94 | 68.4 | +55.9 | +35.0 | +37.1 | +114.6 | 2.8 | 32.0 | 84.6 | 1.16 | 2026-03-26 |
| 32 | return_max_long_v6new.101 | 68.4 | +58.9 | +35.2 | +36.5 | +112.4 | 2.9 | 30.9 | 80.8 | 1.18 | 2026-03-26 |
| 33 | return_max_long_v6new.65 | 68.4 | +56.9 | +33.9 | +37.1 | +114.5 | 2.7 | 32.6 | 84.6 | 1.14 | 2026-03-26 |
| 34 | return_max_long_v6new.98 | 68.3 | +55.9 | +32.2 | +38.5 | +120.0 | 2.9 | 31.5 | 84.6 | 1.22 | 2026-03-26 |
| 35 | return_max_long_v6new.64 | 68.3 | +56.3 | +33.2 | +35.8 | +109.6 | 2.7 | 31.9 | 84.6 | 1.12 | 2026-03-26 |
| 36 | return_max_long_v6new.89 | 68.2 | +53.6 | +35.8 | +39.0 | +121.9 | 2.8 | 33.2 | 84.6 | 1.18 | 2026-03-26 |
| 37 | return_max_long_v6new.63 | 68.2 | +55.8 | +32.4 | +34.5 | +104.9 | 2.7 | 31.2 | 84.6 | 1.11 | 2026-03-26 |
| 38 | return_max_long_v6new.58 | 67.8 | +54.2 | +31.7 | +33.2 | +100.1 | 2.7 | 30.4 | 84.6 | 1.09 | 2026-03-26 |
| 39 | return_max_long_v6new.62 | 67.6 | +53.1 | +31.4 | +31.6 | +94.4 | 2.7 | 28.8 | 84.6 | 1.10 | 2026-03-26 |
| 40 | return_max_long_v6new.57 | 67.6 | +53.8 | +31.0 | +32.0 | +95.6 | 2.7 | 29.7 | 84.6 | 1.08 | 2026-03-26 |
| 41 | return_max_long_v6new.60 | 67.6 | +55.8 | +31.7 | +32.0 | +95.9 | 2.7 | 30.1 | 84.6 | 1.06 | 2026-03-26 |
| 42 | return_max_long_v6new.55 | 67.2 | +54.4 | +30.2 | +30.7 | +91.2 | 2.7 | 28.9 | 84.6 | 1.06 | 2026-03-26 |
| 43 | return_max_long_v6new.61 | 67.1 | +53.5 | +30.7 | +30.0 | +88.8 | 2.6 | 28.0 | 84.6 | 1.07 | 2026-03-26 |
| 44 | return_max_long_v6new.59 | 67.1 | +55.5 | +31.0 | +30.7 | +91.1 | 2.7 | 29.4 | 84.6 | 1.04 | 2026-03-26 |
| 45 | return_max_long_v6new.124 | 66.8 | +221.2 | +36.3 | +38.0 | +118.1 | 2.7 | 38.2 | 84.6 | 1.00 | 2026-03-26 |
| 46 | return_max_long_v6new.80 | 66.7 | +76.1 | +41.8 | +37.2 | +114.8 | 2.7 | 37.0 | 84.6 | 1.00 | 2026-03-26 |
| 47 | return_max_long_v6new.82 | 66.7 | +75.6 | +41.7 | +36.8 | +113.4 | 2.7 | 36.8 | 84.6 | 1.00 | 2026-03-26 |
| 48 | return_max_long_v6new.78 | 66.7 | +76.7 | +41.5 | +37.8 | +117.2 | 2.7 | 37.5 | 84.6 | 1.01 | 2026-03-26 |
| 49 | return_max_long_v6new.79 | 66.7 | +76.7 | +41.5 | +37.8 | +117.2 | 2.7 | 37.5 | 84.6 | 1.01 | 2026-03-26 |
| 50 | return_max_long_v6new.81 | 66.6 | +76.3 | +41.8 | +37.2 | +114.8 | 2.7 | 37.1 | 84.6 | 1.00 | 2026-03-26 |
| 51 | return_max_long_v6new.67 | 66.5 | +73.0 | +39.4 | +35.7 | +109.2 | 2.7 | 36.0 | 84.6 | 0.99 | 2026-03-26 |
| 52 | return_max_long_v6new.68 | 66.5 | +73.9 | +38.9 | +35.1 | +106.9 | 2.7 | 35.9 | 84.6 | 0.98 | 2026-03-26 |
| 53 | return_max_long_v6new.66 | 66.4 | +72.3 | +38.9 | +35.0 | +106.6 | 2.7 | 35.6 | 84.6 | 0.98 | 2026-03-26 |
| 54 | return_max_long_v6new.127 | 66.3 | +215.2 | +36.3 | +38.0 | +118.1 | 2.7 | 38.2 | 84.6 | 1.00 | 2026-03-26 |
| 55 | return_max_long_v6new.51 | 66.2 | +53.4 | +28.7 | +28.2 | +82.3 | 2.7 | 27.4 | 84.6 | 1.03 | 2026-03-26 |
| 56 | return_max_long_v6new.56 | 66.2 | +52.4 | +29.3 | +26.9 | +78.0 | 2.5 | 26.3 | 84.6 | 1.02 | 2026-03-26 |
| 57 | return_max_long_v6new.54 | 65.9 | +73.7 | +37.6 | +33.4 | +100.9 | 2.7 | 35.3 | 84.6 | 0.95 | 2026-03-26 |
| 58 | return_max_long_v6new.95 | 65.5 | +62.5 | +32.4 | +39.3 | +123.1 | 3.0 | 30.2 | 76.0 | 1.30 | 2026-03-26 |
| 59 | return_max_long_v6.221 | 65.5 | +55.2 | +42.7 | +69.3 | +169.5 | 4.0 | 40.6 | 80.7 | 1.71 | 2026-03-25 |
| 60 | return_max_long_v6new.50 | 65.3 | +53.4 | +28.4 | +25.8 | +74.4 | 2.7 | 26.7 | 84.6 | 0.97 | 2026-03-26 |
| 61 | return_max_long_v6.219 | 65.3 | +58.2 | +42.7 | +68.7 | +167.7 | 4.0 | 41.0 | 80.7 | 1.68 | 2026-03-25 |
| 62 | return_max_long_v6new.53 | 65.2 | +69.2 | +36.5 | +31.2 | +93.0 | 2.7 | 33.5 | 84.6 | 0.93 | 2026-03-26 |
| 63 | return_max_long_v1.315 | 64.9 | +50.6 | +36.3 | +51.9 | +119.8 | 4.0 | 39.9 | 71.1 | 1.30 | 2026-03-23 |
| 64 | return_max_long_v1.319 | 64.8 | +50.4 | +36.1 | +48.3 | +110.1 | 4.0 | 40.4 | 71.1 | 1.20 | 2026-03-23 |
| 65 | return_max_long_v1.312 | 64.6 | +51.3 | +35.8 | +48.2 | +109.8 | 4.0 | 40.5 | 71.1 | 1.19 | 2026-03-23 |
| 66 | return_max_long_v6new.86 | 64.5 | +54.6 | +42.4 | +66.5 | +161.0 | 3.6 | 39.1 | 80.7 | 1.70 | 2026-03-26 |
| 67 | return_max_long_v6new.88 | 64.5 | +54.6 | +42.4 | +66.5 | +161.0 | 3.6 | 39.1 | 80.7 | 1.70 | 2026-03-26 |
| 68 | return_max_long_v1.314 | 64.5 | +51.3 | +35.8 | +51.7 | +119.0 | 4.0 | 40.1 | 71.1 | 1.29 | 2026-03-23 |
| 69 | return_max_long_v6new.85 | 64.4 | +55.2 | +42.7 | +69.3 | +169.5 | 4.0 | 40.6 | 80.7 | 1.71 | 2026-03-26 |
| 70 | return_max_long_v6new.87 | 64.4 | +55.2 | +42.7 | +69.3 | +169.5 | 4.0 | 40.6 | 80.7 | 1.71 | 2026-03-26 |
| 71 | return_max_long_v6new.107 | 64.4 | +65.2 | +30.3 | +28.0 | +81.6 | 1.6 | 31.5 | 84.6 | 0.89 | 2026-03-26 |
| 72 | return_max_long_v6.169 | 64.1 | +55.8 | +42.7 | +66.8 | +162.1 | 4.0 | 41.2 | 80.7 | 1.62 | 2026-03-25 |
| 73 | return_max_long_v6.197 | 64.0 | +59.0 | +43.0 | +67.2 | +163.3 | 4.0 | 41.9 | 80.7 | 1.61 | 2026-03-25 |
| 74 | return_max_long_v6.186 | 64.0 | +57.7 | +43.0 | +66.9 | +162.2 | 4.0 | 41.1 | 80.7 | 1.63 | 2026-03-25 |
| 75 | return_max_long_v6.142 | 63.9 | +54.0 | +43.4 | +66.9 | +162.2 | 4.0 | 41.1 | 80.7 | 1.62 | 2026-03-25 |
| 76 | return_max_long_v6.192 | 63.9 | +56.0 | +42.7 | +67.2 | +163.3 | 4.0 | 42.0 | 80.7 | 1.60 | 2026-03-25 |
| 77 | return_max_long_v6.198 | 63.9 | +55.9 | +42.7 | +67.3 | +163.4 | 4.0 | 42.1 | 80.7 | 1.60 | 2026-03-25 |
| 78 | return_max_long_v6.208 | 63.9 | +54.7 | +42.7 | +66.9 | +162.2 | 4.0 | 41.1 | 80.7 | 1.63 | 2026-03-25 |
| 79 | return_max_long_v6.200 | 63.9 | +55.9 | +42.9 | +67.3 | +163.4 | 4.0 | 42.1 | 80.7 | 1.60 | 2026-03-25 |
| 80 | return_max_long_v6new.27 | 63.9 | +55.9 | +42.2 | +64.2 | +154.4 | 4.0 | 42.3 | 82.2 | 1.52 | 2026-03-24 |
| 81 | return_max_long_v6.114 | 63.9 | +55.9 | +42.2 | +64.2 | +154.4 | 4.0 | 42.3 | 82.2 | 1.52 | 2026-03-25 |
| 82 | return_max_long_v6.92 | 63.9 | +60.8 | +40.1 | +56.4 | +132.1 | 4.0 | 43.8 | 82.2 | 1.29 | 2026-03-24 |
| 83 | return_max_long_v6.63 | 63.9 | +60.8 | +39.9 | +56.4 | +132.1 | 4.0 | 43.8 | 82.2 | 1.29 | 2026-03-23 |
| 84 | return_max_long_v6.62 | 63.9 | +61.1 | +39.8 | +56.4 | +132.1 | 4.0 | 43.8 | 82.2 | 1.29 | 2026-03-23 |
| 85 | return_max_long_v6new.30 | 63.8 | +53.4 | +43.3 | +65.6 | +158.4 | 4.0 | 41.6 | 82.2 | 1.58 | 2026-03-24 |
| 86 | return_max_long_v6.59 | 63.7 | +61.0 | +39.3 | +56.4 | +132.1 | 4.0 | 43.8 | 82.2 | 1.29 | 2026-03-23 |
| 87 | return_max_long_v6.210 | 63.7 | +54.8 | +42.7 | +68.7 | +167.7 | 4.0 | 41.0 | 80.7 | 1.68 | 2026-03-25 |
| 88 | return_max_long_v1.304 | 63.7 | +51.3 | +35.8 | +48.3 | +110.0 | 4.0 | 40.5 | 71.1 | 1.19 | 2026-03-23 |
| 89 | return_max_long_v6.143 | 63.6 | +51.5 | +42.4 | +67.3 | +163.5 | 4.0 | 39.8 | 80.7 | 1.69 | 2026-03-25 |
| 90 | return_max_long_v6.161 | 63.6 | +58.1 | +42.7 | +66.8 | +162.1 | 4.0 | 41.2 | 80.7 | 1.62 | 2026-03-25 |
| 91 | return_max_long_v6.209 | 63.6 | +58.1 | +42.7 | +66.8 | +162.1 | 4.0 | 41.2 | 80.7 | 1.62 | 2026-03-25 |
| 92 | return_max_long_v6.84 | 63.5 | +59.6 | +39.9 | +57.4 | +134.8 | 4.0 | 44.2 | 82.2 | 1.30 | 2026-03-23 |
| 93 | return_max_long_v6new.28 | 63.5 | +61.5 | +35.8 | +48.7 | +157.7 | 3.4 | 40.0 | 78.3 | 1.22 | 2026-03-25 |
| 94 | return_max_long_v6new.9 | 63.3 | +65.4 | +40.5 | +52.9 | +122.4 | 4.0 | 43.0 | 77.8 | 1.23 | 2026-03-24 |
| 95 | return_max_long_v6new.13 | 63.3 | +65.4 | +40.5 | +52.9 | +122.4 | 4.0 | 43.0 | 77.8 | 1.23 | 2026-03-24 |
| 96 | return_max_long_v6new.12 | 63.2 | +65.4 | +41.1 | +51.7 | +119.3 | 4.1 | 43.5 | 74.8 | 1.19 | 2026-03-24 |
| 97 | return_max_long_v6.138 | 63.1 | +54.7 | +42.7 | +66.8 | +162.1 | 4.0 | 41.2 | 80.7 | 1.62 | 2026-03-25 |
| 98 | return_max_long_v6.46 | 63.0 | +61.9 | +39.9 | +55.1 | +128.4 | 3.3 | 37.3 | 71.1 | 1.48 | 2026-03-23 |
| 99 | return_max_long_v1.298 | 63.0 | +51.8 | +35.1 | +48.3 | +110.0 | 4.0 | 40.5 | 71.1 | 1.19 | 2026-03-23 |
| 100 | return_max_long_v6new.25 | 62.9 | +51.6 | +39.7 | +58.6 | +138.3 | 4.0 | 37.4 | 71.1 | 1.57 | 2026-03-24 |
| 101 | return_max_long_v6.34 | 62.9 | +62.3 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-23 |
| 102 | return_max_long_v6.44 | 62.8 | +61.9 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-23 |
| 103 | return_max_long_v6.29 | 62.8 | +61.9 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-24 |
| 104 | return_max_long_v6new.19 | 62.8 | +62.8 | +37.9 | +47.4 | +107.5 | 3.4 | 37.2 | 77.8 | 1.27 | 2026-03-24 |
| 105 | return_max_long_v6.29 | 62.8 | +61.9 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-23 |
| 106 | return_max_long_v6new.11 | 62.7 | +61.7 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-24 |
| 107 | return_max_long_v6.176 | 62.5 | +53.1 | +43.2 | +66.8 | +162.1 | 4.0 | 41.2 | 80.7 | 1.62 | 2026-03-25 |
| 108 | return_max_long_v6.174 | 62.4 | +52.8 | +43.2 | +68.7 | +167.7 | 4.0 | 41.0 | 80.7 | 1.68 | 2026-03-25 |
| 109 | return_max_long_v6.45 | 62.4 | +59.5 | +40.5 | +55.2 | +128.6 | 4.0 | 40.5 | 71.1 | 1.36 | 2026-03-23 |
| 110 | return_max_long_v6new.30 | 62.3 | +59.3 | +41.1 | +34.1 | +101.4 | 3.5 | 37.0 | 78.3 | 0.92 | 2026-03-24 |
| 111 | return_max_long_v6new.23 | 62.3 | +52.0 | +37.8 | +55.2 | +128.8 | 4.0 | 37.9 | 61.5 | 1.46 | 2026-03-24 |
| 112 | return_max_long_v6.42 | 62.3 | +59.5 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-23 |
| 113 | return_max_long_v6new.52 | 62.1 | +52.9 | +25.2 | +18.8 | +51.6 | 3.5 | 22.6 | 84.6 | 0.83 | 2026-03-26 |
| 114 | return_max_long_v6.35 | 62.0 | +51.3 | +38.1 | +57.2 | +134.2 | 4.1 | 41.5 | 75.6 | 1.38 | 2026-03-23 |
| 115 | return_max_long_v6new.10 | 61.9 | +61.2 | +41.0 | +58.8 | +138.9 | 4.0 | 38.5 | 69.6 | 1.53 | 2026-03-24 |
| 116 | return_max_long_v6new.22 | 61.9 | +59.9 | +40.5 | +53.9 | +125.1 | 4.0 | 38.9 | 64.4 | 1.38 | 2026-03-24 |
| 117 | return_max_long_v6.33 | 61.9 | +61.3 | +41.9 | +56.7 | +132.9 | 4.0 | 39.3 | 68.1 | 1.44 | 2026-03-23 |
| 118 | return_max_long_v6.39 | 61.9 | +61.9 | +41.0 | +57.7 | +135.8 | 4.1 | 40.0 | 68.1 | 1.44 | 2026-03-23 |
| 119 | return_max_long_v6new.8 | 61.8 | +71.1 | +40.5 | +48.9 | +111.6 | 4.2 | 46.4 | 77.8 | 1.05 | 2026-03-24 |
| 120 | return_max_long_v6new.14 | 61.2 | +57.5 | +41.1 | +50.8 | +116.7 | 4.2 | 44.6 | 81.5 | 1.14 | 2026-03-24 |
| 121 | return_max_long_v6new.16 | 59.8 | +54.3 | +41.1 | +52.1 | +120.1 | 4.0 | 44.4 | 80.0 | 1.17 | 2026-03-24 |
| 122 | return_max_long_v1.275 | 59.5 | +53.8 | +35.8 | +47.2 | +107.1 | 4.0 | 40.5 | 69.6 | 1.16 | 2026-03-23 |
| 123 | return_max_long_v6new.17 | 59.1 | +64.8 | +24.2 | +36.5 | +79.7 | 2.9 | 30.5 | 66.7 | 1.20 | 2026-03-24 |
| 124 | return_max_long_v6.26 | 58.9 | +67.5 | +40.3 | +57.1 | +134.1 | 4.1 | 41.4 | 74.8 | 1.38 | 2026-03-23 |
| 125 | return_max_long_v6new.15 | 58.6 | +55.1 | +37.1 | +50.3 | +115.3 | 4.0 | 43.6 | 77.8 | 1.15 | 2026-03-24 |
| 126 | return_max_long_v6.25 | 58.5 | +69.0 | +40.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 |
| 127 | return_max_long_v6.22 | 58.2 | +62.9 | +38.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 |
| 128 | return_max_long_v6.20 | 58.1 | +69.1 | +40.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 |
| 129 | return_max_long_v6.18 | 57.9 | +64.0 | +38.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 |
| 130 | return_max_long_v6.15 | 56.2 | +63.8 | +34.5 | +59.1 | +139.7 | 4.1 | 40.3 | 73.3 | 1.47 | 2026-03-23 |
| 131 | return_max_long_v1.284 | 56.0 | +59.4 | +35.8 | +48.6 | +110.9 | 4.0 | 40.4 | 70.4 | 1.20 | 2026-03-23 |
| 132 | return_max_long_v6.139 | 54.4 | +56.0 | +43.2 | +64.3 | +154.8 | 4.0 | 42.2 | 81.5 | 1.52 | 2026-03-25 |
| 133 | return_max_long_v1.256 | 54.1 | +58.3 | +35.8 | +46.8 | +106.0 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-23 |
| 134 | return_max_long_v6.3 | 53.9 | +52.6 | +35.2 | +59.6 | +141.0 | 4.1 | 39.9 | 70.4 | 1.49 | 2026-03-23 |
| 135 | return_max_long_v1.251 | 53.4 | +58.0 | +35.3 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-23 |
| 136 | return_max_long_v1.236 | 53.3 | +55.5 | +35.5 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-22 |
| 137 | return_max_long_v6new.2 | 52.6 | +129.8 | +20.4 | +82.3 | +95.9 | 3.4 | 32.1 | 68.4 | 2.56 | 2026-03-23 |
| 138 | return_max_long_v6new.24 | 52.5 | +48.5 | +35.1 | +45.0 | +101.3 | 3.1 | 29.6 | 61.5 | 1.52 | 2026-03-24 |
| 139 | return_max_long_v1.248 | 52.5 | +56.7 | +35.5 | +47.2 | +107.1 | 4.0 | 41.6 | 66.7 | 1.13 | 2026-03-23 |
| 140 | return_max_long_v6new.8 | 52.5 | +71.1 | +40.5 | +48.9 | +111.6 | 4.2 | 46.4 | 77.8 | 1.05 | 2026-03-24 |
| 141 | return_max_long_v1.231 | 52.4 | +51.6 | +35.5 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-22 |
| 142 | return_max_long_v1.227 | 52.4 | +51.8 | +35.0 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-22 |
| 143 | return_max_long_v4.41 | 52.2 | +52.6 | +35.2 | +59.2 | +140.0 | 4.1 | 39.7 | 70.4 | 1.49 | 2026-03-22 |
| 144 | return_max_long_v1.232 | 51.6 | +52.8 | +35.5 | +47.2 | +107.1 | 4.0 | 41.6 | 66.7 | 1.13 | 2026-03-22 |
| 145 | return_max_long_v6.4 | 51.4 | +55.3 | +37.2 | +59.8 | +141.8 | 4.1 | 39.3 | 70.4 | 1.52 | 2026-03-23 |
| 146 | return_max_long_v6new.5 | 50.2 | +97.9 | +15.5 | +77.9 | +90.7 | 3.1 | 26.5 | 64.9 | 2.94 | 2026-03-23 |
| 147 | return_max_long_v6.15 | 50.2 | - | +34.5 | +59.1 | +139.7 | 4.1 | 40.3 | 73.3 | 1.47 | 2026-03-23 |
| 148 | return_max_long_v4.42 | 49.8 | +53.3 | +35.8 | +27.7 | +90.8 | 2.3 | 34.7 | 70.5 | 0.80 | 2026-03-22 |
| 149 | return_max_long_v1.264 | 49.4 | +58.5 | +36.2 | +46.9 | +106.3 | 4.0 | 41.9 | 69.6 | 1.12 | 2026-03-23 |
| 150 | return_max_long_v4.40 | 48.0 | +52.8 | +33.9 | +59.1 | +139.6 | 4.0 | 38.3 | 63.7 | 1.54 | 2026-03-22 |
| 151 | return_max_long_v6new.49 | 47.8 | +43.2 | +26.1 | +18.5 | +50.8 | 3.5 | 22.4 | 83.7 | 0.83 | 2026-03-26 |
| 152 | return_max_long_v4.39 | 47.2 | +53.3 | +35.8 | +27.6 | +90.8 | 2.3 | 33.0 | 69.5 | 0.84 | 2026-03-22 |
| 153 | return_max_long_v4.38 | 47.1 | +52.8 | +33.9 | +59.1 | +139.6 | 4.0 | 37.9 | 63.0 | 1.56 | 2026-03-22 |
| 154 | return_max_long_v1.214 | 47.1 | +54.8 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 155 | return_max_long_v1.212 | 47.0 | +54.4 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 156 | return_max_long_v1.199 | 47.0 | +53.8 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 104 | return_max_long_v6.29 | 62.8 | +61.9 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-24 |
| 105 | return_max_long_v6new.19 | 62.8 | +62.8 | +37.9 | +47.4 | +107.5 | 3.4 | 37.2 | 77.8 | 1.27 | 2026-03-24 |
| 106 | return_max_long_v6.29 | 62.8 | +61.9 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-23 |
| 107 | return_max_long_v6new.11 | 62.7 | +61.7 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-24 |
| 108 | return_max_long_v6.176 | 62.5 | +53.1 | +43.2 | +66.8 | +162.1 | 4.0 | 41.2 | 80.7 | 1.62 | 2026-03-25 |
| 109 | return_max_long_v6.174 | 62.4 | +52.8 | +43.2 | +68.7 | +167.7 | 4.0 | 41.0 | 80.7 | 1.68 | 2026-03-25 |
| 110 | return_max_long_v6.45 | 62.4 | +59.5 | +40.5 | +55.2 | +128.6 | 4.0 | 40.5 | 71.1 | 1.36 | 2026-03-23 |
| 111 | return_max_long_v6new.30 | 62.3 | +59.3 | +41.1 | +34.1 | +101.4 | 3.5 | 37.0 | 78.3 | 0.92 | 2026-03-24 |
| 112 | return_max_long_v6new.23 | 62.3 | +52.0 | +37.8 | +55.2 | +128.8 | 4.0 | 37.9 | 61.5 | 1.46 | 2026-03-24 |
| 113 | return_max_long_v6.42 | 62.3 | +59.5 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-23 |
| 114 | return_max_long_v6new.52 | 62.1 | +52.9 | +25.2 | +18.8 | +51.6 | 3.5 | 22.6 | 84.6 | 0.83 | 2026-03-26 |
| 115 | return_max_long_v6.35 | 62.0 | +51.3 | +38.1 | +57.2 | +134.2 | 4.1 | 41.5 | 75.6 | 1.38 | 2026-03-23 |
| 116 | return_max_long_v6new.10 | 61.9 | +61.2 | +41.0 | +58.8 | +138.9 | 4.0 | 38.5 | 69.6 | 1.53 | 2026-03-24 |
| 117 | return_max_long_v6new.22 | 61.9 | +59.9 | +40.5 | +53.9 | +125.1 | 4.0 | 38.9 | 64.4 | 1.38 | 2026-03-24 |
| 118 | return_max_long_v6.33 | 61.9 | +61.3 | +41.9 | +56.7 | +132.9 | 4.0 | 39.3 | 68.1 | 1.44 | 2026-03-23 |
| 119 | return_max_long_v6.39 | 61.9 | +61.9 | +41.0 | +57.7 | +135.8 | 4.1 | 40.0 | 68.1 | 1.44 | 2026-03-23 |
| 120 | return_max_long_v6new.8 | 61.8 | +71.1 | +40.5 | +48.9 | +111.6 | 4.2 | 46.4 | 77.8 | 1.05 | 2026-03-24 |
| 121 | return_max_long_v6new.14 | 61.2 | +57.5 | +41.1 | +50.8 | +116.7 | 4.2 | 44.6 | 81.5 | 1.14 | 2026-03-24 |
| 122 | return_max_long_v6new.16 | 59.8 | +54.3 | +41.1 | +52.1 | +120.1 | 4.0 | 44.4 | 80.0 | 1.17 | 2026-03-24 |
| 123 | return_max_long_v1.275 | 59.5 | +53.8 | +35.8 | +47.2 | +107.1 | 4.0 | 40.5 | 69.6 | 1.16 | 2026-03-23 |
| 124 | return_max_long_v6new.17 | 59.1 | +64.8 | +24.2 | +36.5 | +79.7 | 2.9 | 30.5 | 66.7 | 1.20 | 2026-03-24 |
| 125 | return_max_long_v6.26 | 58.9 | +67.5 | +40.3 | +57.1 | +134.1 | 4.1 | 41.4 | 74.8 | 1.38 | 2026-03-23 |
| 126 | return_max_long_v6new.15 | 58.6 | +55.1 | +37.1 | +50.3 | +115.3 | 4.0 | 43.6 | 77.8 | 1.15 | 2026-03-24 |
| 127 | return_max_long_v6.25 | 58.5 | +69.0 | +40.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 |
| 128 | return_max_long_v6.22 | 58.2 | +62.9 | +38.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 |
| 129 | return_max_long_v6.20 | 58.1 | +69.1 | +40.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 |
| 130 | return_max_long_v6.18 | 57.9 | +64.0 | +38.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 |
| 131 | return_max_long_v6.15 | 56.2 | +63.8 | +34.5 | +59.1 | +139.7 | 4.1 | 40.3 | 73.3 | 1.47 | 2026-03-23 |
| 132 | return_max_long_v1.284 | 56.0 | +59.4 | +35.8 | +48.6 | +110.9 | 4.0 | 40.4 | 70.4 | 1.20 | 2026-03-23 |
| 133 | return_max_long_v6.139 | 54.4 | +56.0 | +43.2 | +64.3 | +154.8 | 4.0 | 42.2 | 81.5 | 1.52 | 2026-03-25 |
| 134 | return_max_long_v1.256 | 54.1 | +58.3 | +35.8 | +46.8 | +106.0 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-23 |
| 135 | return_max_long_v6.3 | 53.9 | +52.6 | +35.2 | +59.6 | +141.0 | 4.1 | 39.9 | 70.4 | 1.49 | 2026-03-23 |
| 136 | return_max_long_v1.251 | 53.4 | +58.0 | +35.3 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-23 |
| 137 | return_max_long_v1.236 | 53.3 | +55.5 | +35.5 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-22 |
| 138 | return_max_long_v6new.2 | 52.6 | +129.8 | +20.4 | +82.3 | +95.9 | 3.4 | 32.1 | 68.4 | 2.56 | 2026-03-23 |
| 139 | return_max_long_v6new.24 | 52.5 | +48.5 | +35.1 | +45.0 | +101.3 | 3.1 | 29.6 | 61.5 | 1.52 | 2026-03-24 |
| 140 | return_max_long_v1.248 | 52.5 | +56.7 | +35.5 | +47.2 | +107.1 | 4.0 | 41.6 | 66.7 | 1.13 | 2026-03-23 |
| 141 | return_max_long_v6new.8 | 52.5 | +71.1 | +40.5 | +48.9 | +111.6 | 4.2 | 46.4 | 77.8 | 1.05 | 2026-03-24 |
| 142 | return_max_long_v1.231 | 52.4 | +51.6 | +35.5 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-22 |
| 143 | return_max_long_v1.227 | 52.4 | +51.8 | +35.0 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-22 |
| 144 | return_max_long_v4.41 | 52.2 | +52.6 | +35.2 | +59.2 | +140.0 | 4.1 | 39.7 | 70.4 | 1.49 | 2026-03-22 |
| 145 | return_max_long_v1.232 | 51.6 | +52.8 | +35.5 | +47.2 | +107.1 | 4.0 | 41.6 | 66.7 | 1.13 | 2026-03-22 |
| 146 | return_max_long_v6.4 | 51.4 | +55.3 | +37.2 | +59.8 | +141.8 | 4.1 | 39.3 | 70.4 | 1.52 | 2026-03-23 |
| 147 | return_max_long_v6new.5 | 50.2 | +97.9 | +15.5 | +77.9 | +90.7 | 3.1 | 26.5 | 64.9 | 2.94 | 2026-03-23 |
| 148 | return_max_long_v6.15 | 50.2 | - | +34.5 | +59.1 | +139.7 | 4.1 | 40.3 | 73.3 | 1.47 | 2026-03-23 |
| 149 | return_max_long_v4.42 | 49.8 | +53.3 | +35.8 | +27.7 | +90.8 | 2.3 | 34.7 | 70.5 | 0.80 | 2026-03-22 |
| 150 | return_max_long_v1.264 | 49.4 | +58.5 | +36.2 | +46.9 | +106.3 | 4.0 | 41.9 | 69.6 | 1.12 | 2026-03-23 |
| 151 | return_max_long_v4.40 | 48.0 | +52.8 | +33.9 | +59.1 | +139.6 | 4.0 | 38.3 | 63.7 | 1.54 | 2026-03-22 |
| 152 | return_max_long_v6new.49 | 47.8 | +43.2 | +26.1 | +18.5 | +50.8 | 3.5 | 22.4 | 83.7 | 0.83 | 2026-03-26 |
| 153 | return_max_long_v4.39 | 47.2 | +53.3 | +35.8 | +27.6 | +90.8 | 2.3 | 33.0 | 69.5 | 0.84 | 2026-03-22 |
| 154 | return_max_long_v4.38 | 47.1 | +52.8 | +33.9 | +59.1 | +139.6 | 4.0 | 37.9 | 63.0 | 1.56 | 2026-03-22 |
| 155 | return_max_long_v1.214 | 47.1 | +54.8 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 156 | return_max_long_v1.212 | 47.0 | +54.4 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 157 | return_max_long_v1.199 | 47.0 | +53.8 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 158 | return_max_long_v6new.21 | 46.9 | +43.4 | +34.8 | +40.8 | +90.4 | 4.1 | 33.2 | 61.5 | 1.23 | 2026-03-24 |
| 159 | return_max_long_v1.204 | 46.9 | +54.5 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 160 | return_max_long_v4.43 | 46.9 | +52.9 | +33.9 | +59.0 | +139.5 | 4.1 | 39.6 | 63.7 | 1.49 | 2026-03-22 |
| 161 | return_max_long_v6new.48 | 46.8 | +42.2 | +23.7 | +18.5 | +50.6 | 3.5 | 19.1 | 75.0 | 0.97 | 2026-03-26 |
| 162 | return_max_long_v1.192 | 46.7 | +51.6 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 163 | return_max_long_v4.28 | 46.5 | +51.8 | +37.5 | +59.1 | +139.8 | 4.0 | 37.8 | 63.0 | 1.56 | 2026-03-22 |
| 164 | return_max_long_v4.36 | 46.3 | +52.3 | +38.4 | +58.6 | +138.2 | 4.1 | 39.3 | 63.0 | 1.49 | 2026-03-22 |
| 165 | return_max_long_v4.31 | 46.3 | +55.9 | +38.4 | +27.7 | +79.3 | 2.3 | 29.8 | 62.3 | 0.93 | 2026-03-22 |
| 166 | return_max_long_v4.19 | 46.0 | +54.8 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 167 | return_max_long_v1.188 | 45.9 | +48.9 | +37.5 | +47.6 | +108.2 | 4.0 | 41.1 | 66.7 | 1.16 | 2026-03-22 |
| 168 | return_max_long_v4.20 | 45.8 | +55.4 | +30.5 | +27.6 | +90.8 | 2.3 | 33.0 | 69.5 | 0.84 | 2026-03-22 |
| 169 | return_max_long_v1.194 | 45.8 | +51.6 | +37.5 | +47.6 | +108.2 | 4.0 | 41.1 | 66.7 | 1.16 | 2026-03-22 |
| 170 | return_max_long_v4.29 | 45.6 | +56.4 | +38.3 | +26.2 | +74.2 | 2.6 | 30.2 | 62.3 | 0.87 | 2026-03-22 |
| 171 | return_max_long_v1.180 | 45.4 | +42.9 | +37.5 | +47.7 | +108.4 | 4.0 | 40.9 | 66.7 | 1.17 | 2026-03-22 |
| 172 | return_max_long_v1.174 | 45.1 | +43.0 | +36.9 | +46.1 | +104.3 | 4.0 | 40.4 | 66.7 | 1.14 | 2026-03-22 |
| 173 | return_max_long_v6new.1 | 44.5 | +131.2 | +17.0 | +105.2 | +123.7 | 3.4 | 34.7 | 71.6 | 3.03 | 2026-03-23 |
| 174 | return_max_long_v1.278 | 44.2 | +52.2 | +31.2 | +53.6 | +124.5 | 4.0 | 41.5 | 71.1 | 1.29 | 2026-03-23 |
| 175 | return_max_long_v6new.30 | 42.8 | +84.9 | +19.7 | +77.9 | +98.0 | 4.5 | 31.9 | 68.1 | 2.44 | 2026-03-24 |
| 176 | return_max_long_v6new.5 | 42.7 | +97.9 | +15.5 | +77.9 | +90.7 | 3.1 | 26.5 | 64.9 | 2.94 | 2026-03-23 |
| 177 | return_max_long_v6new.4 | 42.5 | +85.6 | +18.4 | +77.9 | +90.7 | 3.1 | 26.5 | 64.9 | 2.94 | 2026-03-23 |
| 178 | return_max_long_v4.12 | 42.0 | +54.8 | +30.5 | +26.7 | +87.2 | 2.5 | 30.9 | 68.4 | 0.86 | 2026-03-22 |
| 179 | return_max_long_v1.170 | 41.3 | +43.5 | +35.3 | +41.4 | +92.0 | 4.7 | 39.0 | 58.5 | 1.06 | 2026-03-22 |
| 180 | return_max_long_v1.207 | 41.0 | +56.7 | +37.5 | +47.3 | +107.3 | 4.0 | 41.9 | 72.6 | 1.13 | 2026-03-22 |
| 181 | return_max_long_v1.201 | 40.9 | +54.1 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 182 | return_max_long_v1.218 | 40.8 | +57.1 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 183 | return_max_long_v6.29 | 40.8 | +61.9 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-24 |
| 184 | return_max_long_v6new.46 | 40.7 | +67.0 | +15.3 | +41.8 | +51.5 | 3.5 | 15.6 | 59.0 | 2.68 | 2026-03-25 |
| 185 | return_max_long_v4.16 | 40.7 | +57.1 | +30.1 | +24.7 | +79.5 | 3.0 | 31.5 | 68.4 | 0.78 | 2026-03-22 |
| 186 | return_max_long_v6.44 | 40.1 | +36.3 | +20.5 | +43.1 | +96.2 | 4.8 | 42.6 | 70.4 | 1.01 | 2026-03-23 |
| 187 | return_max_long_v4.9 | 38.6 | +42.9 | +37.5 | +47.7 | +108.4 | 4.0 | 40.9 | 66.7 | 1.17 | 2026-03-22 |
| 188 | return_max_long_v4.11 | 38.6 | +42.9 | +37.5 | +47.7 | +108.4 | 4.0 | 40.9 | 66.7 | 1.17 | 2026-03-22 |
| 189 | return_max_long_v6new.1 | 37.8 | +131.2 | +17.0 | +105.2 | +123.7 | 3.4 | 34.7 | 71.6 | 3.03 | 2026-03-23 |
| 190 | return_max_long_v4.10 | 36.7 | +44.0 | +37.5 | +47.7 | +108.4 | 4.0 | 40.2 | 66.7 | 1.19 | 2026-03-22 |
| 191 | return_max_long_v6new.7 | 35.2 | +58.1 | +42.7 | +59.2 | +139.9 | 4.0 | 38.0 | 63.7 | 1.56 | 2026-03-24 |
| 158 | return_max_long_v1.199 | 47.0 | +53.8 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 159 | return_max_long_v6new.21 | 46.9 | +43.4 | +34.8 | +40.8 | +90.4 | 4.1 | 33.2 | 61.5 | 1.23 | 2026-03-24 |
| 160 | return_max_long_v1.204 | 46.9 | +54.5 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 161 | return_max_long_v4.43 | 46.9 | +52.9 | +33.9 | +59.0 | +139.5 | 4.1 | 39.6 | 63.7 | 1.49 | 2026-03-22 |
| 162 | return_max_long_v6new.48 | 46.8 | +42.2 | +23.7 | +18.5 | +50.6 | 3.5 | 19.1 | 75.0 | 0.97 | 2026-03-26 |
| 163 | return_max_long_v1.192 | 46.7 | +51.6 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 164 | return_max_long_v4.28 | 46.5 | +51.8 | +37.5 | +59.1 | +139.8 | 4.0 | 37.8 | 63.0 | 1.56 | 2026-03-22 |
| 165 | return_max_long_v4.36 | 46.3 | +52.3 | +38.4 | +58.6 | +138.2 | 4.1 | 39.3 | 63.0 | 1.49 | 2026-03-22 |
| 166 | return_max_long_v4.31 | 46.3 | +55.9 | +38.4 | +27.7 | +79.3 | 2.3 | 29.8 | 62.3 | 0.93 | 2026-03-22 |
| 167 | return_max_long_v4.19 | 46.0 | +54.8 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 168 | return_max_long_v1.188 | 45.9 | +48.9 | +37.5 | +47.6 | +108.2 | 4.0 | 41.1 | 66.7 | 1.16 | 2026-03-22 |
| 169 | return_max_long_v4.20 | 45.8 | +55.4 | +30.5 | +27.6 | +90.8 | 2.3 | 33.0 | 69.5 | 0.84 | 2026-03-22 |
| 170 | return_max_long_v1.194 | 45.8 | +51.6 | +37.5 | +47.6 | +108.2 | 4.0 | 41.1 | 66.7 | 1.16 | 2026-03-22 |
| 171 | return_max_long_v4.29 | 45.6 | +56.4 | +38.3 | +26.2 | +74.2 | 2.6 | 30.2 | 62.3 | 0.87 | 2026-03-22 |
| 172 | return_max_long_v1.180 | 45.4 | +42.9 | +37.5 | +47.7 | +108.4 | 4.0 | 40.9 | 66.7 | 1.17 | 2026-03-22 |
| 173 | return_max_long_v1.174 | 45.1 | +43.0 | +36.9 | +46.1 | +104.3 | 4.0 | 40.4 | 66.7 | 1.14 | 2026-03-22 |
| 174 | return_max_long_v6new.1 | 44.5 | +131.2 | +17.0 | +105.2 | +123.7 | 3.4 | 34.7 | 71.6 | 3.03 | 2026-03-23 |
| 175 | return_max_long_v1.278 | 44.2 | +52.2 | +31.2 | +53.6 | +124.5 | 4.0 | 41.5 | 71.1 | 1.29 | 2026-03-23 |
| 176 | return_max_long_v6new.30 | 42.8 | +84.9 | +19.7 | +77.9 | +98.0 | 4.5 | 31.9 | 68.1 | 2.44 | 2026-03-24 |
| 177 | return_max_long_v6new.5 | 42.7 | +97.9 | +15.5 | +77.9 | +90.7 | 3.1 | 26.5 | 64.9 | 2.94 | 2026-03-23 |
| 178 | return_max_long_v6new.4 | 42.5 | +85.6 | +18.4 | +77.9 | +90.7 | 3.1 | 26.5 | 64.9 | 2.94 | 2026-03-23 |
| 179 | return_max_long_v4.12 | 42.0 | +54.8 | +30.5 | +26.7 | +87.2 | 2.5 | 30.9 | 68.4 | 0.86 | 2026-03-22 |
| 180 | return_max_long_v1.170 | 41.3 | +43.5 | +35.3 | +41.4 | +92.0 | 4.7 | 39.0 | 58.5 | 1.06 | 2026-03-22 |
| 181 | return_max_long_v1.207 | 41.0 | +56.7 | +37.5 | +47.3 | +107.3 | 4.0 | 41.9 | 72.6 | 1.13 | 2026-03-22 |
| 182 | return_max_long_v1.201 | 40.9 | +54.1 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 183 | return_max_long_v1.218 | 40.8 | +57.1 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 |
| 184 | return_max_long_v6.29 | 40.8 | +61.9 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-24 |
| 185 | return_max_long_v6new.46 | 40.7 | +67.0 | +15.3 | +41.8 | +51.5 | 3.5 | 15.6 | 59.0 | 2.68 | 2026-03-25 |
| 186 | return_max_long_v4.16 | 40.7 | +57.1 | +30.1 | +24.7 | +79.5 | 3.0 | 31.5 | 68.4 | 0.78 | 2026-03-22 |
| 187 | return_max_long_v6.44 | 40.1 | +36.3 | +20.5 | +43.1 | +96.2 | 4.8 | 42.6 | 70.4 | 1.01 | 2026-03-23 |
| 188 | return_max_long_v4.9 | 38.6 | +42.9 | +37.5 | +47.7 | +108.4 | 4.0 | 40.9 | 66.7 | 1.17 | 2026-03-22 |
| 189 | return_max_long_v4.11 | 38.6 | +42.9 | +37.5 | +47.7 | +108.4 | 4.0 | 40.9 | 66.7 | 1.17 | 2026-03-22 |
| 190 | return_max_long_v6new.1 | 37.8 | +131.2 | +17.0 | +105.2 | +123.7 | 3.4 | 34.7 | 71.6 | 3.03 | 2026-03-23 |
| 191 | return_max_long_v4.10 | 36.7 | +44.0 | +37.5 | +47.7 | +108.4 | 4.0 | 40.2 | 66.7 | 1.19 | 2026-03-22 |
| 192 | return_max_long_v6new.7 | 35.2 | +58.1 | +42.7 | +59.2 | +139.9 | 4.0 | 38.0 | 63.7 | 1.56 | 2026-03-24 |
| 193 | return_max_long_v6new.45 | 33.2 | +68.1 | +10.7 | +33.8 | +41.4 | 3.5 | 13.0 | 50.9 | 2.59 | 2026-03-25 |
| 194 | return_max_long_v1.101 | 32.5 | +36.7 | +35.3 | +42.6 | +95.1 | 4.7 | 34.8 | 40.7 | 1.23 | 2026-03-22 |
| 195 | return_max_long_v1.102 | 32.4 | +35.6 | +35.3 | +42.6 | +95.0 | 4.7 | 34.7 | 40.7 | 1.23 | 2026-03-22 |
| 196 | return_max_long_v1.128 | 32.4 | +35.6 | +35.3 | +42.6 | +95.0 | 4.7 | 34.7 | 40.7 | 1.23 | 2026-03-22 |
| 197 | return_max_long_v2.4 | 32.4 | +35.6 | +35.3 | +42.5 | +94.8 | 5.0 | 34.9 | 40.7 | 1.22 | 2026-03-22 |
| 198 | return_max_long_v6new.6 | 31.9 | +51.5 | +17.5 | +37.9 | +83.2 | 1.3 | 23.5 | 57.8 | 1.62 | 2026-03-23 |
| 199 | return_max_long_v1.51 | 30.8 | +37.9 | +35.3 | +42.7 | +95.3 | 4.7 | 35.0 | 40.7 | 1.22 | 2026-03-22 |
| 200 | return_max_long_v1.52 | 29.1 | +40.0 | +35.3 | +42.7 | +95.3 | 4.7 | 35.0 | 40.7 | 1.22 | 2026-03-22 |
| 201 | return_max_long_v4.17 | 27.1 | +54.8 | +30.5 | +26.7 | +87.2 | 2.5 | 30.9 | 68.4 | 0.86 | 2026-03-22 |
| 202 | return_max_long_v2.3 | 23.9 | +30.7 | +35.3 | +28.2 | +59.7 | 4.7 | 33.3 | 39.3 | 0.85 | 2026-03-22 |
| 203 | return_max_long_v3.7 | 21.1 | +37.2 | +35.3 | +42.7 | +95.3 | 4.7 | 35.0 | 40.7 | 1.22 | 2026-03-22 |
| 204 | return_max_long_v2.5 | 19.0 | +21.7 | +35.3 | +54.5 | +126.9 | 4.7 | 35.0 | 40.7 | 1.56 | 2026-03-22 |
| 205 | return_max_long_v4.6 | 17.8 | +30.8 | +39.6 | +34.1 | +73.6 | 4.0 | 47.9 | 70.4 | 0.71 | 2026-03-22 |
| 206 | return_max_long_v3.16 | 17.7 | +33.1 | +29.9 | +51.4 | +118.4 | 4.9 | 22.8 | 26.7 | 2.25 | 2026-03-22 |
| 207 | return_max_long_v3.2 | 17.7 | +15.9 | +36.6 | +44.5 | +99.9 | 4.7 | 43.7 | 52.6 | 1.02 | 2026-03-22 |
| 208 | return_max_long_v3.20 | 17.6 | +34.1 | +31.4 | +56.5 | +132.3 | 10.1 | 25.0 | 28.9 | 2.26 | 2026-03-22 |
| 209 | return_max_long_v1.53 | 17.6 | +50.9 | +38.8 | +43.4 | +97.2 | 6.8 | 36.3 | 45.2 | 1.19 | 2026-03-22 |
| 210 | return_max_long_v3.5 | 17.3 | +35.8 | +28.3 | +32.9 | +70.7 | 5.4 | 33.0 | 37.0 | 1.00 | 2026-03-22 |
| 211 | return_max_long_v4.7 | 17.3 | +23.0 | +37.6 | +33.6 | +72.4 | 3.2 | 42.9 | 70.4 | 0.78 | 2026-03-22 |
| 212 | return_max_long_v3.1 | 17.1 | +3.8 | +39.9 | +50.7 | +116.4 | 4.7 | 42.0 | 51.9 | 1.21 | 2026-03-22 |
| 213 | return_max_long_v3.3 | 17.0 | +25.5 | +35.3 | +37.4 | +81.8 | 4.9 | 47.3 | 56.3 | 0.79 | 2026-03-22 |
| 214 | return_max_long_v3.8 | 16.1 | +38.2 | +27.6 | +42.3 | +94.3 | 4.8 | 34.6 | 40.7 | 1.22 | 2026-03-22 |
| 215 | return_max_long_v4.8 | 15.5 | +25.7 | +42.6 | +49.1 | +112.2 | 3.4 | 36.3 | 67.4 | 1.35 | 2026-03-22 |
| 216 | return_max_long_v1c.4 | 10.7 | +36.3 | +12.1 | +16.3 | +32.9 | 9.0 | 30.6 | 40.0 | 0.53 | 2026-03-22 |
| 193 | return_max_long_v6new.7 | 35.2 | +58.1 | +42.7 | +59.2 | +139.9 | 4.0 | 38.0 | 63.7 | 1.56 | 2026-03-24 |
| 194 | return_max_long_v6new.45 | 33.2 | +68.1 | +10.7 | +33.8 | +41.4 | 3.5 | 13.0 | 50.9 | 2.59 | 2026-03-25 |
| 195 | return_max_long_v1.101 | 32.5 | +36.7 | +35.3 | +42.6 | +95.1 | 4.7 | 34.8 | 40.7 | 1.23 | 2026-03-22 |
| 196 | return_max_long_v1.102 | 32.4 | +35.6 | +35.3 | +42.6 | +95.0 | 4.7 | 34.7 | 40.7 | 1.23 | 2026-03-22 |
| 197 | return_max_long_v1.128 | 32.4 | +35.6 | +35.3 | +42.6 | +95.0 | 4.7 | 34.7 | 40.7 | 1.23 | 2026-03-22 |
| 198 | return_max_long_v2.4 | 32.4 | +35.6 | +35.3 | +42.5 | +94.8 | 5.0 | 34.9 | 40.7 | 1.22 | 2026-03-22 |
| 199 | return_max_long_v6new.6 | 31.9 | +51.5 | +17.5 | +37.9 | +83.2 | 1.3 | 23.5 | 57.8 | 1.62 | 2026-03-23 |
| 200 | return_max_long_v1.51 | 30.8 | +37.9 | +35.3 | +42.7 | +95.3 | 4.7 | 35.0 | 40.7 | 1.22 | 2026-03-22 |
| 201 | return_max_long_v1.52 | 29.1 | +40.0 | +35.3 | +42.7 | +95.3 | 4.7 | 35.0 | 40.7 | 1.22 | 2026-03-22 |
| 202 | return_max_long_v4.17 | 27.1 | +54.8 | +30.5 | +26.7 | +87.2 | 2.5 | 30.9 | 68.4 | 0.86 | 2026-03-22 |
| 203 | return_max_long_v2.3 | 23.9 | +30.7 | +35.3 | +28.2 | +59.7 | 4.7 | 33.3 | 39.3 | 0.85 | 2026-03-22 |
| 204 | return_max_long_v3.7 | 21.1 | +37.2 | +35.3 | +42.7 | +95.3 | 4.7 | 35.0 | 40.7 | 1.22 | 2026-03-22 |
| 205 | return_max_long_v2.5 | 19.0 | +21.7 | +35.3 | +54.5 | +126.9 | 4.7 | 35.0 | 40.7 | 1.56 | 2026-03-22 |
| 206 | return_max_long_v4.6 | 17.8 | +30.8 | +39.6 | +34.1 | +73.6 | 4.0 | 47.9 | 70.4 | 0.71 | 2026-03-22 |
| 207 | return_max_long_v3.16 | 17.7 | +33.1 | +29.9 | +51.4 | +118.4 | 4.9 | 22.8 | 26.7 | 2.25 | 2026-03-22 |
| 208 | return_max_long_v3.2 | 17.7 | +15.9 | +36.6 | +44.5 | +99.9 | 4.7 | 43.7 | 52.6 | 1.02 | 2026-03-22 |
| 209 | return_max_long_v3.20 | 17.6 | +34.1 | +31.4 | +56.5 | +132.3 | 10.1 | 25.0 | 28.9 | 2.26 | 2026-03-22 |
| 210 | return_max_long_v1.53 | 17.6 | +50.9 | +38.8 | +43.4 | +97.2 | 6.8 | 36.3 | 45.2 | 1.19 | 2026-03-22 |
| 211 | return_max_long_v3.5 | 17.3 | +35.8 | +28.3 | +32.9 | +70.7 | 5.4 | 33.0 | 37.0 | 1.00 | 2026-03-22 |
| 212 | return_max_long_v4.7 | 17.3 | +23.0 | +37.6 | +33.6 | +72.4 | 3.2 | 42.9 | 70.4 | 0.78 | 2026-03-22 |
| 213 | return_max_long_v3.1 | 17.1 | +3.8 | +39.9 | +50.7 | +116.4 | 4.7 | 42.0 | 51.9 | 1.21 | 2026-03-22 |
| 214 | return_max_long_v3.3 | 17.0 | +25.5 | +35.3 | +37.4 | +81.8 | 4.9 | 47.3 | 56.3 | 0.79 | 2026-03-22 |
| 215 | return_max_long_v3.8 | 16.1 | +38.2 | +27.6 | +42.3 | +94.3 | 4.8 | 34.6 | 40.7 | 1.22 | 2026-03-22 |
| 216 | return_max_long_v4.8 | 15.5 | +25.7 | +42.6 | +49.1 | +112.2 | 3.4 | 36.3 | 67.4 | 1.35 | 2026-03-22 |
| 217 | return_max_long_v1c.4 | 10.7 | +36.3 | +12.1 | +16.3 | +32.9 | 9.0 | 30.6 | 40.0 | 0.53 | 2026-03-22 |
| 218 | return_max_long_v1c.1 | 9.0 | +34.4 | +11.8 | +15.0 | +30.1 | 8.5 | 27.9 | 40.0 | 0.54 | 2026-03-22 |
| 218 | return_max_long_v1c.4 | 10.7 | +36.3 | +12.1 | +16.3 | +32.9 | 9.0 | 30.6 | 40.0 | 0.53 | 2026-03-22 |
| 219 | return_max_long_v1c.1 | 9.0 | +34.4 | +11.8 | +15.0 | +30.1 | 8.5 | 27.9 | 40.0 | 0.54 | 2026-03-22 |
| 220 | return_max_long_v1c.15 | 8.4 | +40.1 | +14.8 | +23.1 | +47.9 | 11.5 | 40.6 | 47.4 | 0.57 | 2026-03-22 |
| 221 | return_max_long_v1c.9 | 8.2 | +36.3 | +12.1 | +22.3 | +46.0 | 8.8 | 34.7 | 45.2 | 0.64 | 2026-03-22 |
| 222 | return_max_long_v1c.14 | 8.2 | +38.9 | +13.9 | +21.7 | +44.7 | 11.5 | 39.4 | 47.4 | 0.55 | 2026-03-22 |
| 223 | return_max_long_v1.129 | 7.7 | +41.3 | +29.5 | +47.4 | +107.7 | 5.7 | 36.4 | 49.6 | 1.30 | 2026-03-22 |
| 224 | return_max_long_v1.143 | 6.4 | +35.1 | +35.3 | +42.6 | +95.0 | 4.7 | 34.7 | 40.7 | 1.23 | 2026-03-22 |
| 225 | return_max_long_v1c.7 | 6.2 | +41.4 | +15.7 | +17.0 | +34.4 | 11.8 | 36.7 | 42.2 | 0.46 | 2026-03-22 |
| 220 | return_max_long_v1c.1 | 9.0 | +34.4 | +11.8 | +15.0 | +30.1 | 8.5 | 27.9 | 40.0 | 0.54 | 2026-03-22 |
| 221 | return_max_long_v1c.15 | 8.4 | +40.1 | +14.8 | +23.1 | +47.9 | 11.5 | 40.6 | 47.4 | 0.57 | 2026-03-22 |
| 222 | return_max_long_v1c.9 | 8.2 | +36.3 | +12.1 | +22.3 | +46.0 | 8.8 | 34.7 | 45.2 | 0.64 | 2026-03-22 |
| 223 | return_max_long_v1c.14 | 8.2 | +38.9 | +13.9 | +21.7 | +44.7 | 11.5 | 39.4 | 47.4 | 0.55 | 2026-03-22 |
| 224 | return_max_long_v1.129 | 7.7 | +41.3 | +29.5 | +47.4 | +107.7 | 5.7 | 36.4 | 49.6 | 1.30 | 2026-03-22 |
| 225 | return_max_long_v1.143 | 6.4 | +35.1 | +35.3 | +42.6 | +95.0 | 4.7 | 34.7 | 40.7 | 1.23 | 2026-03-22 |
| 226 | return_max_long_v1c.7 | 6.2 | +41.4 | +15.7 | +17.0 | +34.4 | 11.8 | 36.7 | 42.2 | 0.46 | 2026-03-22 |
| 227 | return_max_long_v1.55 | 5.6 | +37.9 | +35.3 | +48.0 | +109.3 | 4.7 | 34.4 | 39.3 | 1.40 | 2026-03-22 |
| 228 | return_max_long_v1.76 | 5.6 | +37.9 | +35.3 | +48.0 | +109.3 | 4.7 | 34.4 | 39.3 | 1.40 | 2026-03-22 |
| 229 | return_max_long_v1c.13 | 4.8 | +41.4 | +15.7 | +24.5 | +51.0 | 11.5 | 41.7 | 47.4 | 0.59 | 2026-03-22 |
| 230 | return_max_long_v1.146 | 4.7 | +27.2 | +35.2 | +50.1 | +114.8 | 6.0 | 37.1 | 49.6 | 1.35 | 2026-03-22 |
| 231 | return_max_long_v2.2 | 4.3 | +28.2 | +33.5 | +32.2 | +69.1 | 3.6 | 28.6 | 31.9 | 1.13 | 2026-03-22 |
| 232 | return_max_long_v4.1 | 2.4 | +22.8 | +16.5 | +15.1 | +30.3 | 7.3 | 39.4 | 41.5 | 0.38 | 2026-03-22 |
| 233 | return_max_long_v2.1 | 0.9 | +13.8 | +13.2 | +22.2 | +45.9 | 3.2 | 22.3 | 28.1 | 0.99 | 2026-03-22 |
| 227 | return_max_long_v1c.7 | 6.2 | +41.4 | +15.7 | +17.0 | +34.4 | 11.8 | 36.7 | 42.2 | 0.46 | 2026-03-22 |
| 228 | return_max_long_v1.55 | 5.6 | +37.9 | +35.3 | +48.0 | +109.3 | 4.7 | 34.4 | 39.3 | 1.40 | 2026-03-22 |
| 229 | return_max_long_v1.76 | 5.6 | +37.9 | +35.3 | +48.0 | +109.3 | 4.7 | 34.4 | 39.3 | 1.40 | 2026-03-22 |
| 230 | return_max_long_v1c.13 | 4.8 | +41.4 | +15.7 | +24.5 | +51.0 | 11.5 | 41.7 | 47.4 | 0.59 | 2026-03-22 |
| 231 | return_max_long_v1.146 | 4.7 | +27.2 | +35.2 | +50.1 | +114.8 | 6.0 | 37.1 | 49.6 | 1.35 | 2026-03-22 |
| 232 | return_max_long_v2.2 | 4.3 | +28.2 | +33.5 | +32.2 | +69.1 | 3.6 | 28.6 | 31.9 | 1.13 | 2026-03-22 |
| 233 | return_max_long_v4.1 | 2.4 | +22.8 | +16.5 | +15.1 | +30.3 | 7.3 | 39.4 | 41.5 | 0.38 | 2026-03-22 |
| 234 | return_max_long_v2.1 | 0.9 | +13.8 | +13.2 | +22.2 | +45.9 | 3.2 | 22.3 | 28.1 | 0.99 | 2026-03-22 |
## Recent Entries
### IMP-0785 (2026-03-26) — return_max_long_v6new.185
Hypothesis: Entropy scoring + higher risk for CW improvement
Verdict: **BETTER** (SQS 72.2, Stress SQS 66.4)
Reasoning: CW 274.4% vs 262.9%
### IMP-0784 (2026-03-26) — return_max_long_v6new.164
Hypothesis: Shannon entropy bonus for predictable patterns
Verdict: **BETTER** (SQS 72.3, Stress SQS 66.5)
@ -264,8 +270,3 @@ Hypothesis: Filter widening + common window
Verdict: **BETTER** (SQS 66.3, Stress SQS 62.7)
Reasoning: Full pipeline with common window
### IMP-0780 (2026-03-26) — return_max_long_v6new.124
Hypothesis: Filter widening + common window
Verdict: **BETTER** (SQS 66.8, Stress SQS 62.8)
Reasoning: Full pipeline with common window

56
journal/LEADERBOARD_TOP50_V3.md
Unescape Escape View File

@ -0,0 +1,56 @@
# Top 50 Recomputed Leaderboard (SQS v3)
_Universe: current leaderboard top 50 by legacy public SQS, plus `return_max_long_v6new.29` as comparison._
| New # | Old # | Experiment | SQS v3 | Stress SQS | Deploy | [Tr]Ret% | [V]Ret% | [T]Ret% |
|---|---:|---|---:|---:|---:|---:|---:|---:|
| 1 | 1 | return_max_long_v6new.29 | 65.7 | 59.0 | 74.9 | +66.2 | +38.8 | +52.7 |
| 2 | 2 | return_max_long_v6.138 | 65.1 | 65.1 | 73.9 | +54.7 | +42.7 | +66.8 |
| 3 | 3 | return_max_long_v1.315 | 64.9 | 61.3 | 74.1 | +50.6 | +36.3 | +51.9 |
| 4 | 4 | return_max_long_v1.319 | 64.8 | 61.6 | 73.5 | +50.4 | +36.1 | +48.3 |
| 5 | 5 | return_max_long_v1.312 | 64.6 | 61.9 | 73.4 | +51.3 | +35.8 | +48.2 |
| 6 | 6 | return_max_long_v1.314 | 64.5 | 61.8 | 73.7 | +51.3 | +35.8 | +51.7 |
| 7 | 7 | return_max_long_v6.169 | 64.1 | 64.1 | 74.0 | +55.8 | +42.7 | +66.8 |
| 8 | 8 | return_max_long_v6.197 | 64.0 | 64.0 | 73.1 | +59.0 | +43.0 | +67.2 |
| 9 | 9 | return_max_long_v6.186 | 64.0 | 64.0 | 73.1 | +57.7 | +43.0 | +66.9 |
| 10 | 10 | return_max_long_v6.142 | 63.9 | 63.9 | 73.9 | +54.0 | +43.4 | +66.9 |
| 11 | 11 | return_max_long_v6.192 | 63.9 | 63.9 | 73.9 | +56.0 | +42.7 | +67.2 |
| 12 | 12 | return_max_long_v6.198 | 63.9 | 63.9 | 73.9 | +55.9 | +42.7 | +67.3 |
| 13 | 13 | return_max_long_v6.208 | 63.9 | 63.9 | 73.9 | +54.7 | +42.7 | +66.9 |
| 14 | 14 | return_max_long_v6.200 | 63.9 | 63.9 | 73.8 | +55.9 | +42.9 | +67.3 |
| 15 | 15 | return_max_long_v6new.27 | 63.9 | 63.9 | 73.5 | +55.9 | +42.2 | +64.2 |
| 16 | 16 | return_max_long_v6.114 | 63.9 | 63.9 | 73.5 | +55.9 | +42.2 | +64.2 |
| 17 | 17 | return_max_long_v6.92 | 63.9 | 62.8 | 72.5 | +60.8 | +40.1 | +56.4 |
| 18 | 18 | return_max_long_v6.63 | 63.9 | 62.8 | 72.5 | +60.8 | +39.9 | +56.4 |
| 19 | 19 | return_max_long_v6.62 | 63.9 | 62.8 | 72.5 | +61.1 | +39.8 | +56.4 |
| 20 | 21 | return_max_long_v6.59 | 63.7 | 62.6 | 72.3 | +61.0 | +39.3 | +56.4 |
| 21 | 22 | return_max_long_v1.304 | 63.7 | 61.0 | 73.4 | +51.3 | +35.8 | +48.3 |
| 22 | 23 | return_max_long_v6.143 | 63.6 | 63.6 | 73.8 | +51.5 | +42.4 | +67.3 |
| 23 | 24 | return_max_long_v6.161 | 63.6 | 63.6 | 72.8 | +58.1 | +42.7 | +66.8 |
| 24 | 25 | return_max_long_v6.209 | 63.6 | 63.6 | 72.8 | +58.1 | +42.7 | +66.8 |
| 25 | 26 | return_max_long_v6.84 | 63.5 | 62.4 | 72.2 | +59.6 | +39.9 | +57.4 |
| 26 | 27 | return_max_long_v6new.28 | 63.5 | 60.4 | 72.7 | +61.5 | +35.8 | +48.7 |
| 27 | 28 | return_max_long_v6new.9 | 63.3 | 63.3 | 72.0 | +65.4 | +40.5 | +52.9 |
| 28 | 29 | return_max_long_v6new.13 | 63.3 | 63.3 | 72.0 | +65.4 | +40.5 | +52.9 |
| 29 | 30 | return_max_long_v6new.12 | 63.2 | 63.2 | 71.9 | +65.4 | +41.1 | +51.7 |
| 30 | 31 | return_max_long_v6.46 | 63.0 | 63.0 | 72.2 | +61.9 | +39.9 | +55.1 |
| 31 | 32 | return_max_long_v1.298 | 63.0 | 60.6 | 73.2 | +51.8 | +35.1 | +48.3 |
| 32 | 33 | return_max_long_v6new.25 | 62.9 | 62.9 | 73.0 | +51.6 | +39.7 | +58.6 |
| 33 | 34 | return_max_long_v6.34 | 62.9 | 61.5 | 72.1 | +62.3 | +40.5 | +56.8 |
| 34 | 36 | return_max_long_v6.29 | 62.8 | 62.8 | 72.0 | +61.9 | +40.5 | +56.8 |
| 35 | 36 | return_max_long_v6.29 | 62.8 | 62.8 | 72.0 | +61.9 | +40.5 | +56.8 |
| 36 | 36 | return_max_long_v6.29 | 62.8 | 62.8 | 72.0 | +61.9 | +40.5 | +56.8 |
| 37 | 38 | return_max_long_v6new.19 | 62.8 | 62.8 | 71.5 | +62.8 | +37.9 | +47.4 |
| 38 | 40 | return_max_long_v6new.11 | 62.7 | 62.7 | 72.0 | +61.7 | +40.5 | +56.8 |
| 39 | 41 | return_max_long_v6.176 | 62.5 | 62.5 | 72.0 | +53.1 | +43.2 | +66.8 |
| 40 | 42 | return_max_long_v6.174 | 62.4 | 62.4 | 72.1 | +52.8 | +43.2 | +68.7 |
| 41 | 43 | return_max_long_v6.45 | 62.4 | 62.4 | 71.3 | +59.5 | +40.5 | +55.2 |
| 42 | 20 | return_max_long_v6new.30 | 62.3 | 62.3 | 72.4 | +59.3 | +41.1 | +34.1 |
| 43 | 20 | return_max_long_v6new.30 | 62.3 | 62.3 | 72.4 | +59.3 | +41.1 | +34.1 |
| 44 | 45 | return_max_long_v6new.23 | 62.3 | 62.3 | 71.6 | +52.0 | +37.8 | +55.2 |
| 45 | 46 | return_max_long_v6.42 | 62.3 | 60.1 | 71.7 | +59.5 | +40.5 | +56.8 |
| 46 | 47 | return_max_long_v6.35 | 62.0 | 60.8 | 70.3 | +51.3 | +38.1 | +57.2 |
| 47 | 48 | return_max_long_v6new.10 | 61.9 | 61.9 | 72.1 | +61.2 | +41.0 | +58.8 |
| 48 | 49 | return_max_long_v6new.22 | 61.9 | 61.9 | 70.4 | +59.9 | +40.5 | +53.9 |
| 49 | 50 | return_max_long_v6.33 | 61.9 | 60.7 | 72.1 | +61.3 | +41.9 | +56.7 |
| 50 | 35 | return_max_long_v6.44 | 40.1 | 39.6 | 54.9 | +36.3 | +20.5 | +43.1 |

0
journal/backtest_runs.db
Unescape Escape View File

739
journal/experiment_registry.json
Unescape Escape View File

@ -3197,6 +3197,743 @@
"valid_days_in_market_pct": 58.82352941176471,
"timestamp": "2026-03-26T20:06:49.876323+00:00"
},
{
"entry_id": "IMP-0785",
"experiment_name": "return_max_long_v6new.185",
"strategy_family": "return_max_long",
"is_retired": false,
"sqs_score": 72.2,
"sqs_v3_score": 66.4,
"stress_sqs_score": 66.4,
"sqs_v2_score": 93.0,
"promotion_score": 91.2,
"unified_score": 50.6,
"rqs_score": 87.9,
"wfqs_score": 65.8,
"wfqs_v2_score": 48.8,
"deployment_score": 75.7,
"common_window_score": 95.4,
"common_window_summary": {
"window_name": "common_window_2022_2026",
"snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit_tier3",
"start_date": "2022-03-03",
"end_date": "2026-03-24",
"initial_equity": 100000.0,
"run_id": "bt_return_max_long_v1_midlarge-liq_20260326210901693469_2cacb8c9",
"metrics": {
"trade_count": 192,
"win_rate": 0.6666666666666666,
"avg_win_pct": 0.06626775747482029,
"avg_loss_pct": -0.037265814900077285,
"profit_factor": 7.5101216665400745,
"expectancy_r": 0.6379431464016336,
"avg_r_multiple": 0.6379431464016336,
"total_return_pct": 274.3801519845196,
"annualized_return_pct": 38.420992742559164,
"max_drawdown_pct": 4.494507464045572,
"calmar_ratio": 8.548432292061623,
"sharpe_ratio": 2.703366461041629,
"sortino_ratio": 4.242469261306308,
"avg_daily_pnl": 269.26413344898884,
"avg_positions_held": 1.6509803921568627,
"avg_gross_exposure_pct": 26.568172112942662,
"avg_net_exposure_pct": 26.568172112942662,
"days_in_market_pct": 68.62745098039215,
"trade_skewness": 3.908021546214351,
"trade_kurtosis": 18.870225220824764,
"monthly_win_rate": 0.8157894736842105,
"equity_curve_r_squared": 0.7493042526804811,
"avg_holding_days": 13.125,
"stop_exit_rate": 0.40625,
"target_exit_rate": 0.125,
"no_follow_through_exit_rate": 0.0,
"score_bucket_hit_rate": {
"medium_high": 0.6984126984126984,
"low": 0.6461538461538462,
"medium": 0.6507936507936508,
"high": 1.0
},
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},
{
"experiment_name": "return_max_long_v6new.30",
"old_rank": 20,
"old_score": 63.8,
"v3_score": 62.3,
"stress_sqs": 62.3,
"deployment": 72.4,
"train_ret": 59.3095503432423,
"valid_ret": 41.05449312536343,
"test_ret": 34.086721548723204
},
{
"experiment_name": "return_max_long_v6new.30",
"old_rank": 20,
"old_score": 63.8,
"v3_score": 62.3,
"stress_sqs": 62.3,
"deployment": 72.4,
"train_ret": 59.3095503432423,
"valid_ret": 41.05449312536343,
"test_ret": 34.086721548723204
},
{
"experiment_name": "return_max_long_v6new.23",
"old_rank": 45,
"old_score": 62.3,
"v3_score": 62.3,
"stress_sqs": 62.3,
"deployment": 71.6,
"train_ret": 52.04658307768935,
"valid_ret": 37.761164115501394,
"test_ret": 55.220518712568214
},
{
"experiment_name": "return_max_long_v6.42",
"old_rank": 46,
"old_score": 62.3,
"v3_score": 62.3,
"stress_sqs": 60.1,
"deployment": 71.7,
"train_ret": 59.5078263662993,
"valid_ret": 40.51766955446487,
"test_ret": 56.78242928033741
},
{
"experiment_name": "return_max_long_v6.35",
"old_rank": 47,
"old_score": 62.0,
"v3_score": 62.0,
"stress_sqs": 60.8,
"deployment": 70.3,
"train_ret": 51.319906545960905,
"valid_ret": 38.13756120521814,
"test_ret": 57.15529982898023
},
{
"experiment_name": "return_max_long_v6new.10",
"old_rank": 48,
"old_score": 61.9,
"v3_score": 61.9,
"stress_sqs": 61.9,
"deployment": 72.1,
"train_ret": 61.187699516052355,
"valid_ret": 40.9961873041151,
"test_ret": 58.81190394534445
},
{
"experiment_name": "return_max_long_v6new.22",
"old_rank": 49,
"old_score": 61.9,
"v3_score": 61.9,
"stress_sqs": 61.9,
"deployment": 70.4,
"train_ret": 59.920816634952445,
"valid_ret": 40.51766955446487,
"test_ret": 53.8710827532144
},
{
"experiment_name": "return_max_long_v6.33",
"old_rank": 50,
"old_score": 61.9,
"v3_score": 61.9,
"stress_sqs": 60.7,
"deployment": 72.1,
"train_ret": 61.33613986032028,
"valid_ret": 41.88535008925106,
"test_ret": 56.69703458865444
},
{
"experiment_name": "return_max_long_v6.44",
"old_rank": 35,
"old_score": 62.8,
"v3_score": 40.1,
"stress_sqs": 39.6,
"deployment": 54.9,
"train_ret": 36.31750404241896,
"valid_ret": 20.505590239717684,
"test_ret": 43.056057845199156
}
]

98
libs/backtest/scoring.py
Unescape Escape View File

@ -414,6 +414,65 @@ def compute_return_max_long_score_v11g(row: dict[str, Any]) -> float:
)
def compute_return_max_long_score_v15(row: dict[str, Any]) -> float:
"""V15 = V5 + CONTRARIAN bonuses: low OBV + low BB + low OU = PEAD friendly.
Data shows: pre-event distribution (OBV Q1) has 56.4% WR vs accumulation (Q5) 51.2%.
PEAD works best when stocks were sold off before the event — contrarian reversal.
"""
return _compute_return_max_long_score(
row, earnings_reaction_fallback=True, use_signal_strength_proxy=True,
weights=_RETURN_MAX_LONG_V2_WEIGHTS, allow_generic_material_events=True,
use_contrarian_obv=True,
)
def compute_return_max_long_score_v15b(row: dict[str, Any]) -> float:
"""V15B = V5 + OBV + BB contrarian combined."""
return _compute_return_max_long_score(
row, earnings_reaction_fallback=True, use_signal_strength_proxy=True,
weights=_RETURN_MAX_LONG_V2_WEIGHTS, allow_generic_material_events=True,
use_contrarian_obv=True, use_contrarian_bb=True,
)
def compute_return_max_long_score_v15c(row: dict[str, Any]) -> float:
"""V15C = V5 + OBV + BB + OU contrarian all three."""
return _compute_return_max_long_score(
row, earnings_reaction_fallback=True, use_signal_strength_proxy=True,
weights=_RETURN_MAX_LONG_V2_WEIGHTS, allow_generic_material_events=True,
use_contrarian_obv=True, use_contrarian_bb=True, use_ou_bonus=True,
)
def compute_return_max_long_score_v15d(row: dict[str, Any]) -> float:
"""V15D = V5 + strong OBV contrarian boost (+0.08) for trade count increase."""
return _compute_return_max_long_score(
row, earnings_reaction_fallback=True, use_signal_strength_proxy=True,
weights=_RETURN_MAX_LONG_V2_WEIGHTS, allow_generic_material_events=True,
use_contrarian_obv_strong=True,
)
def compute_return_max_long_score_v15e(row: dict[str, Any]) -> float:
"""V15E = V5 + contrarian OBV/BB + entropy bonus."""
return _compute_return_max_long_score(
row, earnings_reaction_fallback=True, use_signal_strength_proxy=True,
weights=_RETURN_MAX_LONG_V2_WEIGHTS, allow_generic_material_events=True,
use_contrarian_obv=True, use_contrarian_bb=True, use_entropy_bonus=True,
)
def compute_return_max_long_score_v15f(row: dict[str, Any]) -> float:
"""V15F = V5 + ALL contrarian signals reversed (RSI low=bonus, BB low=bonus, OBV low=bonus)."""
return _compute_return_max_long_score(
row, earnings_reaction_fallback=True, use_signal_strength_proxy=True,
weights=_RETURN_MAX_LONG_V2_WEIGHTS, allow_generic_material_events=True,
use_contrarian_obv=True, use_contrarian_bb=True, use_contrarian_rsi=True,
use_ou_bonus=True, use_entropy_bonus=True,
)
def compute_return_max_long_score_v14(row: dict[str, Any]) -> float:
"""V14 = V5 + Tier 3: OU theta + gravitational pull + market temperature."""
return _compute_return_max_long_score(
@ -589,6 +648,10 @@ def _compute_return_max_long_score(
use_ou_bonus: bool = False,
use_grav_bonus: bool = False,
use_temp_bonus: bool = False,
use_contrarian_obv: bool = False,
use_contrarian_obv_strong: bool = False,
use_contrarian_bb: bool = False,
use_contrarian_rsi: bool = False,
) -> float:
"""Long-biased score for return-max event strategies.
@ -780,6 +843,41 @@ def _compute_return_max_long_score(
elif temp > 1.5:
raw -= 0.02 # overheating = chaotic
# Contrarian bonuses: REVERSED direction based on data analysis
# OBV Q1 (distribution) = 56.4% WR vs Q5 (accumulation) = 51.2%
if use_contrarian_obv or use_contrarian_obv_strong:
obv = _safe_float(row.get("pre_event_obv_slope_20d"))
if obv is not None:
boost = 0.08 if use_contrarian_obv_strong else 0.04
if obv < -0.0085: # Q1 threshold: strong distribution
raw += boost
elif obv < 0: # mild distribution
raw += boost * 0.5
elif obv > 0.01: # accumulation = actually WORSE for PEAD
raw -= 0.02
# BB Q1 (below midline) = 54.9% WR — room to run after positive event
if use_contrarian_bb:
bb = _safe_float(row.get("pre_event_bb_position"))
if bb is not None:
if bb < 0.46: # Q1 threshold
raw += 0.03
elif bb < 0.5: # below midline
raw += 0.01
elif bb > 1.0: # above upper band = overextended
raw -= 0.02
# RSI contrarian: low RSI (oversold) = better PEAD (55.4% WR)
if use_contrarian_rsi:
rsi = _safe_float(row.get("pre_event_rsi_14"))
if rsi is not None:
if rsi < 40: # oversold zone
raw += 0.03
elif rsi < 50: # below midline
raw += 0.01
elif rsi > 70: # overbought = PEAD weaker
raw -= 0.02
return _clamp(raw)

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