From 190e395d66d57542ceeced02eabe243b30996504 Mon Sep 17 00:00:00 2001 From: I Luk Kim Date: Fri, 15 May 2026 17:13:37 -0700 Subject: [PATCH] Rebuild experiment index after cleanup; add v8.55 composed-gld config Co-Authored-By: Claude Sonnet 4.6 --- configs/experiments/.index.json | 171 +- ...mixedcap0916_cap300_no_riskoff_sqs959.json | 5617 +++++++++++++++++ 2 files changed, 5787 insertions(+), 1 deletion(-) create mode 100644 configs/experiments/return_max_long_v8.55_composed_gld_tqqq_pos8685_f4reserve6500_bullrisk050_unkrisk09500_matrisk1350_matcap12_bullcap9905_gldmom0210_tqqqtemp098_topup0778_mixedcap0916_cap300_no_riskoff_sqs959.json diff --git a/configs/experiments/.index.json b/configs/experiments/.index.json index 559b741..a4d36a1 100644 --- a/configs/experiments/.index.json +++ b/configs/experiments/.index.json @@ -1,5 +1,5 @@ { - "updated_at": "2026-05-15T23:37:13.170253+00:00", + "updated_at": "2026-05-16T00:11:54.367817+00:00", "experiments": { "empty_strategy": { "id": 1072, @@ -154,6 +154,175 @@ "changelog": "v9.5.36 mega_reactmin003: v9.5.20 (cap=0.70) + next_open_long_megacap_material_contract_orderly.reaction_day_return_min 0.02 -> 0.03. Filters 5 marginal megacap trades (reaction 2-3% range). Full Return +353pp (12,890% -> 13,244%), MDD identical 11.67%, Sharpe +0.013. OOT unchanged.", "has_journal_entry": false, "sqs_score": null + }, + "return_max_long_v8.55_composed_gld_tqqq_pos8685_f4reserve6500_bullrisk050_unkrisk09500_matrisk1350_matcap12_bullcap9905_gldmom0210_tqqqtemp098_topup0778_mixedcap0916_cap300_no_riskoff_sqs959": { + "id": 1527, + "parent": "return_max_long_v8.54_composed_gld_tqqq_pos8685_f4reserve6500_bullrisk050_unkrisk06375_matrisk1350_matcap12_bullcap9905_gldmom0210_tqqqtemp098_topup0778_mixedcap0916_cap300_no_riskoff_sqs959", + "version_family": "v8", + "generation": 30, + "status": "draft", + "created_at": "2026-05-16T00:11:54.362367+00:00", + "created_by": "codex", + "tags": [ + "broad-vr32", + "de-risk", + "drawdown", + "drawdown-reduction", + "form4-cap", + "no-buying-power-leverage", + "no-leverage", + "overfit-aware", + "parking-dd-sweep", + "pead", + "pead-rebuild", + "pead-v8", + "return-max", + "sqs", + "tqqq-allowed", + "tqqq-parking", + "v6new", + "v8", + "v8.15", + "v8.18", + "v8.19", + "v8.20", + "v8.21", + "v8.22", + "temp96", + "gate0275", + "brake-v3-shape", + "trail5", + "form4-reserve49", + "simple-capital", + "compound-validation", + "v8.25", + "pos80", + "mixed-inline-cap100", + "drawdown-control", + "reserve-fine-tune", + "walk-forward-checked", + "robustness-matrix-checked", + "v8.26-probe3", + "overlay-vol25", + "form4-reserve505", + "v8.27", + "pos825", + "brake-buffer008", + "dd-focused", + "v8.28", + "core-score0415", + "single-param-change", + "test-window-improvement", + "robustness-worst-improved", + "v8.30", + "pos86", + "form4-reserve565", + "topup01", + "simple-capital-selected", + "sqs958", + "v8.31", + "form4-reserve61", + "gldmom0325", + "position-cap-unchanged", + "wfv-dd-improved", + "rm-checked", + "compound-validated", + "v8.32", + "topup025", + "wf-checked", + "v8.33", + "form4-reserve62", + "mixed-inline-cap09", + "wfv-improved", + "rm-horizon-mean-improved", + "test-dd-sqs-improved", + "v8.34", + "form4-reserve621", + "mixed-inline-cap091", + "cap-edge-refine", + "v8.35", + "pos862", + "form4-reserve622", + "mixed-inline-cap091-kept", + "wfv-checked", + "v8.41", + "topup0778", + "simple-capital-developed", + "v8.42", + "bullcap9948", + "dd-refine", + "sqs959", + "v8.43", + "matcap12", + "bullcap9935", + "simple-capital-development", + "v8.44", + "unkrisk064", + "bullrisk054", + "v8.45", + "pos868", + "form4-reserve627", + "bullrisk050", + "unkrisk0635", + "compound-improved", + "wfv-worst-improved", + "rm-positive-100", + "test-dd-improved", + "v8.46", + "pos8685", + "form4-reserve6275", + "compound-checked", + "v8.47", + "matrisk1305", + "unkrisk06375", + "gldmom0318", + "simple-return-improved", + "compound-dd-improved", + "test-dd-slightly-improved", + "dd-still-open", + "v8.49", + "matrisk13072", + "material-risk-boundary", + "compound-dd-held", + "wfv-rm-checked", + "conservative-refine", + "v8.50", + "v8.51", + "matrisk1312", + "bullcap992", + "bullcap991", + "gldmom022", + "gldmom021", + "simple-capital-improved", + "compound-validation-caution", + "compound-validation-recovered", + "v8.52", + "form4-reserve6500", + "f4reserve6500", + "compound-validation-held", + "test-unchanged", + "v8.53", + "matrisk1320", + "bullcap9905", + "gldmom0205", + "simple-capital-dd-refinement", + "v8.54", + "matrisk1350", + "gldmom0210" + ], + "aliases": [ + "v8.46 pos8685 f4reserve6275 bullrisk050 unkrisk0635 no leverage", + "v8.46 simple-capital defensive compound/WFV refinement", + "v8.49 matrisk13072 conservative simple-capital refinement no leverage", + "v8.50 gldmom022 bullcap992 matrisk1312 simple-capital refinement no leverage", + "v8.51 gldmom021 bullcap991 compound-validation recovery no leverage", + "v8.53 bullcap9905 matrisk1320 gldmom0205 simple-capital DD refinement no leverage", + "v8.54 matrisk1350 gldmom0210 conservative simple-capital refinement no leverage" + ], + "description": "v8.54 from v8.53: conservative simple-capital return refinement. Raises material-contract mixed micro per-trade risk 0.1320 -> 0.1350 and restores GLD defensive momentum boundary 0.0205 -> 0.0210. Selected over 0.136/0.138/0.140 because it improves all/train simple and compound validation while keeping explicit valid/test, all simple DD, SQS, WFV positive rate, and RM positive rate unchanged. No buying-power leverage; TQQQ remains cash-parking overlay only.", + "changelog": "v8.55 from v8.54: raise earnings unknown inline postmarket strict per-trade risk 0.06375 -> 0.095 after simple-capital sweep. Keeps no leverage and leaves TQQQ parking gates unchanged.", + "has_journal_entry": false, + "sqs_score": null } } } diff --git a/configs/experiments/return_max_long_v8.55_composed_gld_tqqq_pos8685_f4reserve6500_bullrisk050_unkrisk09500_matrisk1350_matcap12_bullcap9905_gldmom0210_tqqqtemp098_topup0778_mixedcap0916_cap300_no_riskoff_sqs959.json b/configs/experiments/return_max_long_v8.55_composed_gld_tqqq_pos8685_f4reserve6500_bullrisk050_unkrisk09500_matrisk1350_matcap12_bullcap9905_gldmom0210_tqqqtemp098_topup0778_mixedcap0916_cap300_no_riskoff_sqs959.json new file mode 100644 index 0000000..6cb0a42 --- /dev/null +++ b/configs/experiments/return_max_long_v8.55_composed_gld_tqqq_pos8685_f4reserve6500_bullrisk050_unkrisk09500_matrisk1350_matcap12_bullcap9905_gldmom0210_tqqqtemp098_topup0778_mixedcap0916_cap300_no_riskoff_sqs959.json @@ -0,0 +1,5617 @@ +{ + "experiment_name": "return_max_long_v8.55_composed_gld_tqqq_pos8685_f4reserve6500_bullrisk050_unkrisk09500_matrisk1350_matcap12_bullcap9905_gldmom0210_tqqqtemp098_topup0778_mixedcap0916_cap300_no_riskoff_sqs959", + "dataset_snapshot_id": "pead_dualconv_ftb_fix_v2_probe", + "description": "v8.54 from v8.53: conservative simple-capital return refinement. 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"v8.33", + "form4-reserve62", + "mixed-inline-cap09", + "wfv-improved", + "rm-horizon-mean-improved", + "test-dd-sqs-improved", + "v8.34", + "form4-reserve621", + "mixed-inline-cap091", + "cap-edge-refine", + "v8.35", + "pos862", + "form4-reserve622", + "mixed-inline-cap091-kept", + "wfv-checked", + "v8.41", + "topup0778", + "simple-capital-developed", + "v8.42", + "bullcap9948", + "dd-refine", + "sqs959", + "v8.43", + "matcap12", + "bullcap9935", + "simple-capital-development", + "v8.44", + "unkrisk064", + "bullrisk054", + "v8.45", + "pos868", + "form4-reserve627", + "bullrisk050", + "unkrisk0635", + "compound-improved", + "wfv-worst-improved", + "rm-positive-100", + "test-dd-improved", + "v8.46", + "pos8685", + "form4-reserve6275", + "compound-checked", + "v8.47", + "matrisk1305", + "unkrisk06375", + "gldmom0318", + "simple-return-improved", + "compound-dd-improved", + "test-dd-slightly-improved", + "dd-still-open", + "v8.49", + "matrisk13072", + "material-risk-boundary", + "compound-dd-held", + "wfv-rm-checked", + "conservative-refine", + "v8.50", + "v8.51", + "matrisk1312", + "bullcap992", + "bullcap991", + "gldmom022", + "gldmom021", + "simple-capital-improved", + "compound-validation-caution", + "compound-validation-recovered", + "v8.52", + "form4-reserve6500", + "f4reserve6500", + "compound-validation-held", + "test-unchanged", + "v8.53", + "matrisk1320", + "bullcap9905", + "gldmom0205", + "simple-capital-dd-refinement", + "v8.54", + "matrisk1350", + "gldmom0210" + ], + "notes": "Developed under simple/fixed capital; compound remains validation-only. v8.54 rejects v9 low-vol/xsmom silo probes on v8.53 because they lowered simple return and worsened DD. It also rejects bullcap 0.9900 combinations because compound validation collapsed despite a tiny simple-DD improvement. Chosen candidate keeps buying_power_multiplier 1.0, risk_off_alpha disabled, Form4 reserve 0.65, and TQQQ only as a low-vol cash-parking overlay.", + "id": 1527, + "aliases": [ + "v8.46 pos8685 f4reserve6275 bullrisk050 unkrisk0635 no leverage", + "v8.46 simple-capital defensive compound/WFV refinement", + "v8.49 matrisk13072 conservative simple-capital refinement no leverage", + "v8.50 gldmom022 bullcap992 matrisk1312 simple-capital refinement no leverage", + "v8.51 gldmom021 bullcap991 compound-validation recovery no leverage", + "v8.53 bullcap9905 matrisk1320 gldmom0205 simple-capital DD refinement no leverage", + "v8.54 matrisk1350 gldmom0210 conservative simple-capital refinement no leverage" + ], + "parent": "return_max_long_v8.54_composed_gld_tqqq_pos8685_f4reserve6500_bullrisk050_unkrisk06375_matrisk1350_matcap12_bullcap9905_gldmom0210_tqqqtemp098_topup0778_mixedcap0916_cap300_no_riskoff_sqs959", + "created_at": "2026-05-16T00:11:54.362367+00:00", + "created_by": "codex", + "status": "draft", + "generation": 30, + "version_family": "v8", + "changelog": "v8.55 from v8.54: raise earnings unknown inline postmarket strict per-trade risk 0.06375 -> 0.095 after simple-capital sweep. Keeps no leverage and leaves TQQQ parking gates unchanged.", + "performance_summary": null +}