From 5d728298cffd3e828febeee8bd51a077c1628646 Mon Sep 17 00:00:00 2001 From: I Luk Kim Date: Mon, 23 Mar 2026 20:36:27 -0700 Subject: [PATCH] =?UTF-8?q?Add=20v6new.9:=20coverage=20expansion=20with=20?= =?UTF-8?q?tuned=20risk=20=E2=80=94=20SQS=2063.3=20beats=20v6.29=20(62.8)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit v6new.9 adds 2 post-market engines with conservative risk sizing: - bullish_raised_strong: 1.5% risk, 3.0 ATR stop, 10% budget - mixed_notprovided_postmarket: 1.0% risk, 3.0 ATR stop, 5% budget Results vs v6.29 (same OOT conditions, 252d windows): - SQS: 62.8 -> 63.3 (+0.5) - Trades: 111 -> 118 (+7), test 23 -> 28 (+5) - WFV: 91.7% positive (same), gap 12.35% -> 10.35% - Train DD: 6.79% -> 6.34% Co-Authored-By: Claude Opus 4.6 (1M context) --- .../experiments/return_max_long_v6new.9.json | 839 ++++++++++++++ journal/LEADERBOARD.md | 278 ++--- journal/improvement_journal.jsonl | 1030 +++++++++-------- 3 files changed, 1498 insertions(+), 649 deletions(-) create mode 100644 configs/experiments/return_max_long_v6new.9.json diff --git a/configs/experiments/return_max_long_v6new.9.json b/configs/experiments/return_max_long_v6new.9.json new file mode 100644 index 0000000..0231fe7 --- /dev/null +++ b/configs/experiments/return_max_long_v6new.9.json @@ -0,0 +1,839 @@ +{ + "experiment_name": "return_max_long_v6new.9", + "dataset_snapshot_id": "midlarge-liquid-long-v1", + "description": "v6new.8 with tighter risk on 2 new engines to stabilize WFV", + "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, + 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"named_snapshot", + "params": { + "name": "train" + } + }, + { + "kind": "named_snapshot", + "params": { + "name": "valid" + } + }, + { + "kind": "named_snapshot", + "params": { + "name": "test" + } + } + ], + "tags": [ + "return-max", + "v6new", + "coverage-tuned" + ], + "notes": "v6new.8 with tighter risk sizing on new engines. Target: WFV 83% -> 90%+ while keeping trade count." +} \ No newline at end of file diff --git a/journal/LEADERBOARD.md b/journal/LEADERBOARD.md index 4439d83..4c996d0 100644 --- a/journal/LEADERBOARD.md +++ b/journal/LEADERBOARD.md @@ -1,149 +1,155 @@ # Strategy Improvement Leaderboard -_Updated: 2026-03-24T03:10:15.979240+00:00_ +_Updated: 2026-03-24T03:36:13.399104+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._ | # | Experiment | SQS | [Tr]Ret% | [V]Ret% | [T]Ret% | [T]Ann% | [T]DD% | [T]Gross% | [T]DIM% | [T]R/G | Date | |---|-----------|-----|----------|----------|----------|----------|--------|------------|----------|---------|------| -| 1 | 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 | -| 2 | 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 | -| 3 | return_max_long_v6.84 | 62.4 | +59.6 | +39.9 | +57.4 | +134.8 | 4.0 | 44.2 | 82.2 | 1.30 | 2026-03-23 | -| 4 | 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 | -| 5 | return_max_long_v1.312 | 61.9 | +51.3 | +35.8 | +48.2 | +109.8 | 4.0 | 40.5 | 71.1 | 1.19 | 2026-03-23 | -| 6 | return_max_long_v1.314 | 61.8 | +51.3 | +35.8 | +51.7 | +119.0 | 4.0 | 40.1 | 71.1 | 1.29 | 2026-03-23 | -| 7 | return_max_long_v6.29 | 61.7 | +61.9 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-23 | -| 8 | return_max_long_v1.319 | 61.6 | +50.4 | +36.1 | +48.3 | +110.1 | 4.0 | 40.4 | 71.1 | 1.20 | 2026-03-23 | -| 9 | return_max_long_v6.34 | 61.5 | +62.3 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-23 | -| 10 | return_max_long_v1.315 | 61.3 | +50.6 | +36.3 | +51.9 | +119.8 | 4.0 | 39.9 | 71.1 | 1.30 | 2026-03-23 | -| 11 | return_max_long_v1.304 | 61.0 | +51.3 | +35.8 | +48.3 | +110.0 | 4.0 | 40.5 | 71.1 | 1.19 | 2026-03-23 | -| 12 | return_max_long_v6.35 | 60.8 | +51.3 | +38.1 | +57.2 | +134.2 | 4.1 | 41.5 | 75.6 | 1.38 | 2026-03-23 | -| 13 | return_max_long_v6.33 | 60.7 | +61.3 | +41.9 | +56.7 | +132.9 | 4.0 | 39.3 | 68.1 | 1.44 | 2026-03-23 | -| 14 | return_max_long_v6.39 | 60.7 | +61.9 | +41.0 | +57.7 | +135.8 | 4.1 | 40.0 | 68.1 | 1.44 | 2026-03-23 | -| 15 | return_max_long_v1.298 | 60.6 | +51.8 | +35.1 | +48.3 | +110.0 | 4.0 | 40.5 | 71.1 | 1.19 | 2026-03-23 | -| 16 | return_max_long_v6.42 | 60.1 | +59.5 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-23 | -| 17 | return_max_long_v6.26 | 57.6 | +67.5 | +40.3 | +57.1 | +134.1 | 4.1 | 41.4 | 74.8 | 1.38 | 2026-03-23 | -| 18 | return_max_long_v6.25 | 57.2 | +69.0 | +40.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 | -| 19 | return_max_long_v1.275 | 57.0 | +53.8 | +35.8 | +47.2 | +107.1 | 4.0 | 40.5 | 69.6 | 1.16 | 2026-03-23 | -| 20 | return_max_long_v6.22 | 57.0 | +62.9 | +38.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 | -| 21 | return_max_long_v6.20 | 56.7 | +69.1 | +40.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 | -| 22 | return_max_long_v6.18 | 56.4 | +64.0 | +38.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 | -| 23 | return_max_long_v6.15 | 54.8 | +63.8 | +34.5 | +59.1 | +139.7 | 4.1 | 40.3 | 73.3 | 1.47 | 2026-03-23 | -| 24 | return_max_long_v1.284 | 54.0 | +59.4 | +35.8 | +48.6 | +110.9 | 4.0 | 40.4 | 70.4 | 1.20 | 2026-03-23 | -| 25 | return_max_long_v1.256 | 52.1 | +58.3 | +35.8 | +46.8 | +106.0 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-23 | -| 26 | return_max_long_v6.3 | 52.0 | +52.6 | +35.2 | +59.6 | +141.0 | 4.1 | 39.9 | 70.4 | 1.49 | 2026-03-23 | -| 27 | return_max_long_v6new.2 | 51.9 | +129.8 | +20.4 | +82.3 | +95.9 | 3.4 | 32.1 | 68.4 | 2.56 | 2026-03-23 | -| 28 | return_max_long_v1.236 | 51.7 | +55.5 | +35.5 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-22 | -| 29 | return_max_long_v1.248 | 51.1 | +56.7 | +35.5 | +47.2 | +107.1 | 4.0 | 41.6 | 66.7 | 1.13 | 2026-03-23 | -| 30 | return_max_long_v1.251 | 50.9 | +58.0 | +35.3 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-23 | -| 31 | return_max_long_v1.231 | 50.9 | +51.6 | +35.5 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-22 | -| 32 | return_max_long_v1.227 | 50.8 | +51.8 | +35.0 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-22 | -| 33 | return_max_long_v4.41 | 50.4 | +52.6 | +35.2 | +59.2 | +140.0 | 4.1 | 39.7 | 70.4 | 1.49 | 2026-03-22 | -| 34 | return_max_long_v1.232 | 50.3 | +52.8 | +35.5 | +47.2 | +107.1 | 4.0 | 41.6 | 66.7 | 1.13 | 2026-03-22 | -| 35 | 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 | -| 36 | return_max_long_v6.4 | 49.7 | +55.3 | +37.2 | +59.8 | +141.8 | 4.1 | 39.3 | 70.4 | 1.52 | 2026-03-23 | -| 37 | return_max_long_v6.15 | 48.9 | - | +34.5 | +59.1 | +139.7 | 4.1 | 40.3 | 73.3 | 1.47 | 2026-03-23 | -| 38 | return_max_long_v4.42 | 47.9 | +53.3 | +35.8 | +27.7 | +90.8 | 2.3 | 34.7 | 70.5 | 0.80 | 2026-03-22 | -| 39 | return_max_long_v1.264 | 47.7 | +58.5 | +36.2 | +46.9 | +106.3 | 4.0 | 41.9 | 69.6 | 1.12 | 2026-03-23 | -| 40 | return_max_long_v4.40 | 46.2 | +52.8 | +33.9 | +59.1 | +139.6 | 4.0 | 38.3 | 63.7 | 1.54 | 2026-03-22 | -| 41 | return_max_long_v4.38 | 45.6 | +52.8 | +33.9 | +59.1 | +139.6 | 4.0 | 37.9 | 63.0 | 1.56 | 2026-03-22 | -| 42 | return_max_long_v1.214 | 45.6 | +54.8 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | -| 43 | return_max_long_v4.39 | 45.4 | +53.3 | +35.8 | +27.6 | +90.8 | 2.3 | 33.0 | 69.5 | 0.84 | 2026-03-22 | -| 44 | return_max_long_v1.212 | 45.3 | +54.4 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | -| 45 | return_max_long_v1.199 | 45.3 | +53.8 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | -| 46 | return_max_long_v1.199 | 45.3 | +53.8 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | -| 47 | return_max_long_v1.204 | 45.1 | +54.5 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | -| 48 | return_max_long_v4.28 | 45.0 | +51.8 | +37.5 | +59.1 | +139.8 | 4.0 | 37.8 | 63.0 | 1.56 | 2026-03-22 | -| 49 | return_max_long_v4.43 | 44.9 | +52.9 | +33.9 | +59.0 | +139.5 | 4.1 | 39.6 | 63.7 | 1.49 | 2026-03-22 | -| 50 | return_max_long_v4.36 | 44.7 | +52.3 | +38.4 | +58.6 | +138.2 | 4.1 | 39.3 | 63.0 | 1.49 | 2026-03-22 | -| 51 | return_max_long_v4.19 | 44.6 | +54.8 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | -| 52 | return_max_long_v4.20 | 44.3 | +55.4 | +30.5 | +27.6 | +90.8 | 2.3 | 33.0 | 69.5 | 0.84 | 2026-03-22 | -| 53 | return_max_long_v4.31 | 44.2 | +55.9 | +38.4 | +27.7 | +79.3 | 2.3 | 29.8 | 62.3 | 0.93 | 2026-03-22 | -| 54 | return_max_long_v4.29 | 43.8 | +56.4 | +38.3 | +26.2 | +74.2 | 2.6 | 30.2 | 62.3 | 0.87 | 2026-03-22 | -| 55 | return_max_long_v6new.1 | 43.8 | +131.2 | +17.0 | +105.2 | +123.7 | 3.4 | 34.7 | 71.6 | 3.03 | 2026-03-23 | -| 56 | return_max_long_v1.192 | 43.4 | +51.6 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | -| 57 | return_max_long_v1.188 | 42.7 | +48.9 | +37.5 | +47.6 | +108.2 | 4.0 | 41.1 | 66.7 | 1.16 | 2026-03-22 | -| 58 | return_max_long_v1.194 | 42.6 | +51.6 | +37.5 | +47.6 | +108.2 | 4.0 | 41.1 | 66.7 | 1.16 | 2026-03-22 | -| 59 | return_max_long_v6new.4 | 42.0 | +85.6 | +18.4 | +77.9 | +90.7 | 3.1 | 26.5 | 64.9 | 2.94 | 2026-03-23 | -| 60 | return_max_long_v6new.8 | 41.5 | +71.1 | +40.5 | +48.9 | +111.6 | 4.2 | 46.4 | 77.8 | 1.05 | 2026-03-24 | -| 61 | return_max_long_v1.278 | 41.2 | +52.2 | +31.2 | +53.6 | +124.5 | 4.0 | 41.5 | 71.1 | 1.29 | 2026-03-23 | -| 62 | return_max_long_v1.180 | 41.0 | +42.9 | +37.5 | +47.7 | +108.4 | 4.0 | 40.9 | 66.7 | 1.17 | 2026-03-22 | -| 63 | return_max_long_v1.174 | 40.5 | +43.0 | +36.9 | +46.1 | +104.3 | 4.0 | 40.4 | 66.7 | 1.14 | 2026-03-22 | -| 64 | return_max_long_v1.201 | 39.9 | +54.1 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | -| 65 | return_max_long_v6.44 | 39.6 | +36.3 | +20.5 | +43.1 | +96.2 | 4.8 | 42.6 | 70.4 | 1.01 | 2026-03-23 | -| 66 | return_max_long_v1.218 | 39.5 | +57.1 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | -| 67 | return_max_long_v1.207 | 39.0 | +56.7 | +37.5 | +47.3 | +107.3 | 4.0 | 41.9 | 72.6 | 1.13 | 2026-03-22 | -| 68 | return_max_long_v4.12 | 37.9 | +54.8 | +30.5 | +26.7 | +87.2 | 2.5 | 30.9 | 68.4 | 0.86 | 2026-03-22 | -| 69 | return_max_long_v1.170 | 37.1 | +43.5 | +35.3 | +41.4 | +92.0 | 4.7 | 39.0 | 58.5 | 1.06 | 2026-03-22 | -| 70 | return_max_long_v4.16 | 37.0 | +57.1 | +30.1 | +24.7 | +79.5 | 3.0 | 31.5 | 68.4 | 0.78 | 2026-03-22 | -| 71 | return_max_long_v4.9 | 34.9 | +42.9 | +37.5 | +47.7 | +108.4 | 4.0 | 40.9 | 66.7 | 1.17 | 2026-03-22 | -| 72 | return_max_long_v4.11 | 34.9 | +42.9 | +37.5 | +47.7 | +108.4 | 4.0 | 40.9 | 66.7 | 1.17 | 2026-03-22 | -| 73 | return_max_long_v6new.5 | 33.7 | +97.9 | +15.5 | +77.9 | +90.7 | 3.1 | 26.5 | 64.9 | 2.94 | 2026-03-23 | -| 74 | return_max_long_v4.10 | 33.2 | +44.0 | +37.5 | +47.7 | +108.4 | 4.0 | 40.2 | 66.7 | 1.19 | 2026-03-22 | -| 75 | return_max_long_v6.29 | 32.3 | +61.9 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-24 | -| 76 | return_max_long_v6new.1 | 29.9 | +131.2 | +17.0 | +105.2 | +123.7 | 3.4 | 34.7 | 71.6 | 3.03 | 2026-03-23 | -| 77 | return_max_long_v1.102 | 28.5 | +35.6 | +35.3 | +42.6 | +95.0 | 4.7 | 34.7 | 40.7 | 1.23 | 2026-03-22 | -| 78 | return_max_long_v1.128 | 28.5 | +35.6 | +35.3 | +42.6 | +95.0 | 4.7 | 34.7 | 40.7 | 1.23 | 2026-03-22 | -| 79 | return_max_long_v2.4 | 28.4 | +35.6 | +35.3 | +42.5 | +94.8 | 5.0 | 34.9 | 40.7 | 1.22 | 2026-03-22 | -| 80 | return_max_long_v1.101 | 28.2 | +36.7 | +35.3 | +42.6 | +95.1 | 4.7 | 34.8 | 40.7 | 1.23 | 2026-03-22 | -| 81 | return_max_long_v6new.7 | 27.8 | +58.1 | +42.7 | +59.2 | +139.9 | 4.0 | 38.0 | 63.7 | 1.56 | 2026-03-24 | -| 82 | return_max_long_v6new.7 | 27.8 | +58.1 | +42.7 | +59.2 | +139.9 | 4.0 | 38.0 | 63.7 | 1.56 | 2026-03-24 | -| 83 | return_max_long_v1.51 | 26.4 | +37.9 | +35.3 | +42.7 | +95.3 | 4.7 | 35.0 | 40.7 | 1.22 | 2026-03-22 | -| 84 | return_max_long_v6new.6 | 25.2 | +51.5 | +17.5 | +37.9 | +83.2 | 1.3 | 23.5 | 57.8 | 1.62 | 2026-03-23 | -| 85 | return_max_long_v1.52 | 24.9 | +40.0 | +35.3 | +42.7 | +95.3 | 4.7 | 35.0 | 40.7 | 1.22 | 2026-03-22 | -| 86 | return_max_long_v4.17 | 24.5 | +54.8 | +30.5 | +26.7 | +87.2 | 2.5 | 30.9 | 68.4 | 0.86 | 2026-03-22 | -| 87 | return_max_long_v2.3 | 21.0 | +30.7 | +35.3 | +28.2 | +59.7 | 4.7 | 33.3 | 39.3 | 0.85 | 2026-03-22 | -| 88 | return_max_long_v3.7 | 17.4 | +37.2 | +35.3 | +42.7 | +95.3 | 4.7 | 35.0 | 40.7 | 1.22 | 2026-03-22 | -| 89 | return_max_long_v2.5 | 16.5 | +21.7 | +35.3 | +54.5 | +126.9 | 4.7 | 35.0 | 40.7 | 1.56 | 2026-03-22 | -| 90 | return_max_long_v4.6 | 14.8 | +30.8 | +39.6 | +34.1 | +73.6 | 4.0 | 47.9 | 70.4 | 0.71 | 2026-03-22 | -| 91 | return_max_long_v3.16 | 14.6 | +33.1 | +29.9 | +51.4 | +118.4 | 4.9 | 22.8 | 26.7 | 2.25 | 2026-03-22 | -| 92 | return_max_long_v3.20 | 14.6 | +34.1 | +31.4 | +56.5 | +132.3 | 10.1 | 25.0 | 28.9 | 2.26 | 2026-03-22 | -| 93 | return_max_long_v3.2 | 14.4 | +15.9 | +36.6 | +44.5 | +99.9 | 4.7 | 43.7 | 52.6 | 1.02 | 2026-03-22 | -| 94 | return_max_long_v3.5 | 14.2 | +35.8 | +28.3 | +32.9 | +70.7 | 5.4 | 33.0 | 37.0 | 1.00 | 2026-03-22 | -| 95 | return_max_long_v3.3 | 14.0 | +25.5 | +35.3 | +37.4 | +81.8 | 4.9 | 47.3 | 56.3 | 0.79 | 2026-03-22 | -| 96 | return_max_long_v3.1 | 13.8 | +3.8 | +39.9 | +50.7 | +116.4 | 4.7 | 42.0 | 51.9 | 1.21 | 2026-03-22 | -| 97 | return_max_long_v1.53 | 13.5 | +50.9 | +38.8 | +43.4 | +97.2 | 6.8 | 36.3 | 45.2 | 1.19 | 2026-03-22 | -| 98 | return_max_long_v3.8 | 13.3 | +38.2 | +27.6 | +42.3 | +94.3 | 4.8 | 34.6 | 40.7 | 1.22 | 2026-03-22 | -| 99 | return_max_long_v4.7 | 13.2 | +23.0 | +37.6 | +33.6 | +72.4 | 3.2 | 42.9 | 70.4 | 0.78 | 2026-03-22 | -| 100 | return_max_long_v4.8 | 11.7 | +25.7 | +42.6 | +49.1 | +112.2 | 3.4 | 36.3 | 67.4 | 1.35 | 2026-03-22 | -| 101 | return_max_long_v1c.4 | 8.6 | +36.3 | +12.1 | +16.3 | +32.9 | 9.0 | 30.6 | 40.0 | 0.53 | 2026-03-22 | -| 102 | return_max_long_v1c.4 | 8.6 | +36.3 | +12.1 | +16.3 | +32.9 | 9.0 | 30.6 | 40.0 | 0.53 | 2026-03-22 | -| 103 | return_max_long_v1c.1 | 7.4 | +34.4 | +11.8 | +15.0 | +30.1 | 8.5 | 27.9 | 40.0 | 0.54 | 2026-03-22 | -| 104 | return_max_long_v1c.1 | 7.4 | +34.4 | +11.8 | +15.0 | +30.1 | 8.5 | 27.9 | 40.0 | 0.54 | 2026-03-22 | -| 105 | return_max_long_v1c.9 | 6.3 | +36.3 | +12.1 | +22.3 | +46.0 | 8.8 | 34.7 | 45.2 | 0.64 | 2026-03-22 | -| 106 | return_max_long_v1c.15 | 6.2 | +40.1 | +14.8 | +23.1 | +47.9 | 11.5 | 40.6 | 47.4 | 0.57 | 2026-03-22 | -| 107 | return_max_long_v1c.14 | 6.1 | +38.9 | +13.9 | +21.7 | +44.7 | 11.5 | 39.4 | 47.4 | 0.55 | 2026-03-22 | -| 108 | return_max_long_v1.129 | 5.4 | +41.3 | +29.5 | +47.4 | +107.7 | 5.7 | 36.4 | 49.6 | 1.30 | 2026-03-22 | -| 109 | return_max_long_v1c.7 | 4.7 | +41.4 | +15.7 | +17.0 | +34.4 | 11.8 | 36.7 | 42.2 | 0.46 | 2026-03-22 | -| 110 | return_max_long_v1c.7 | 4.7 | +41.4 | +15.7 | +17.0 | +34.4 | 11.8 | 36.7 | 42.2 | 0.46 | 2026-03-22 | -| 111 | return_max_long_v1.143 | 4.5 | +35.1 | +35.3 | +42.6 | +95.0 | 4.7 | 34.7 | 40.7 | 1.23 | 2026-03-22 | -| 112 | return_max_long_v1.55 | 3.6 | +37.9 | +35.3 | +48.0 | +109.3 | 4.7 | 34.4 | 39.3 | 1.40 | 2026-03-22 | -| 113 | return_max_long_v1.76 | 3.6 | +37.9 | +35.3 | +48.0 | +109.3 | 4.7 | 34.4 | 39.3 | 1.40 | 2026-03-22 | -| 114 | return_max_long_v1c.13 | 3.3 | +41.4 | +15.7 | +24.5 | +51.0 | 11.5 | 41.7 | 47.4 | 0.59 | 2026-03-22 | -| 115 | return_max_long_v1.146 | 3.2 | +27.2 | +35.2 | +50.1 | +114.8 | 6.0 | 37.1 | 49.6 | 1.35 | 2026-03-22 | -| 116 | return_max_long_v2.2 | 2.9 | +28.2 | +33.5 | +32.2 | +69.1 | 3.6 | 28.6 | 31.9 | 1.13 | 2026-03-22 | -| 117 | return_max_long_v4.1 | 1.7 | +22.8 | +16.5 | +15.1 | +30.3 | 7.3 | 39.4 | 41.5 | 0.38 | 2026-03-22 | -| 118 | return_max_long_v2.1 | 0.4 | +13.8 | +13.2 | +22.2 | +45.9 | 3.2 | 22.3 | 28.1 | 0.99 | 2026-03-22 | +| 1 | 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 | +| 2 | 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 | +| 3 | return_max_long_v6.63 | 62.8 | +60.8 | +39.9 | +56.4 | +132.1 | 4.0 | 43.8 | 82.2 | 1.29 | 2026-03-23 | +| 4 | return_max_long_v6.62 | 62.8 | +61.1 | +39.8 | +56.4 | +132.1 | 4.0 | 43.8 | 82.2 | 1.29 | 2026-03-23 | +| 5 | 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 | +| 6 | 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_v6.29 | 62.8 | +61.9 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-24 | +| 8 | return_max_long_v6.59 | 62.6 | +61.0 | +39.3 | +56.4 | +132.1 | 4.0 | 43.8 | 82.2 | 1.29 | 2026-03-23 | +| 9 | return_max_long_v6.84 | 62.4 | +59.6 | +39.9 | +57.4 | +134.8 | 4.0 | 44.2 | 82.2 | 1.30 | 2026-03-23 | +| 10 | 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 | +| 11 | return_max_long_v1.312 | 61.9 | +51.3 | +35.8 | +48.2 | +109.8 | 4.0 | 40.5 | 71.1 | 1.19 | 2026-03-23 | +| 12 | return_max_long_v1.314 | 61.8 | +51.3 | +35.8 | +51.7 | +119.0 | 4.0 | 40.1 | 71.1 | 1.29 | 2026-03-23 | +| 13 | 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 | +| 14 | return_max_long_v6.29 | 61.7 | +61.9 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-23 | +| 15 | return_max_long_v1.319 | 61.6 | +50.4 | +36.1 | +48.3 | +110.1 | 4.0 | 40.4 | 71.1 | 1.20 | 2026-03-23 | +| 16 | return_max_long_v6.34 | 61.5 | +62.3 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-23 | +| 17 | return_max_long_v1.315 | 61.3 | +50.6 | +36.3 | +51.9 | +119.8 | 4.0 | 39.9 | 71.1 | 1.30 | 2026-03-23 | +| 18 | return_max_long_v1.304 | 61.0 | +51.3 | +35.8 | +48.3 | +110.0 | 4.0 | 40.5 | 71.1 | 1.19 | 2026-03-23 | +| 19 | return_max_long_v6.35 | 60.8 | +51.3 | +38.1 | +57.2 | +134.2 | 4.1 | 41.5 | 75.6 | 1.38 | 2026-03-23 | +| 20 | return_max_long_v6.33 | 60.7 | +61.3 | +41.9 | +56.7 | +132.9 | 4.0 | 39.3 | 68.1 | 1.44 | 2026-03-23 | +| 21 | return_max_long_v6.39 | 60.7 | +61.9 | +41.0 | +57.7 | +135.8 | 4.1 | 40.0 | 68.1 | 1.44 | 2026-03-23 | +| 22 | return_max_long_v1.298 | 60.6 | +51.8 | +35.1 | +48.3 | +110.0 | 4.0 | 40.5 | 71.1 | 1.19 | 2026-03-23 | +| 23 | return_max_long_v6.42 | 60.1 | +59.5 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-23 | +| 24 | return_max_long_v6.26 | 57.6 | +67.5 | +40.3 | +57.1 | +134.1 | 4.1 | 41.4 | 74.8 | 1.38 | 2026-03-23 | +| 25 | return_max_long_v6.25 | 57.2 | +69.0 | +40.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 | +| 26 | return_max_long_v1.275 | 57.0 | +53.8 | +35.8 | +47.2 | +107.1 | 4.0 | 40.5 | 69.6 | 1.16 | 2026-03-23 | +| 27 | return_max_long_v6.22 | 57.0 | +62.9 | +38.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 | +| 28 | return_max_long_v6.20 | 56.7 | +69.1 | +40.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 | +| 29 | return_max_long_v6.18 | 56.4 | +64.0 | +38.3 | +59.1 | +139.7 | 4.1 | 40.5 | 73.3 | 1.46 | 2026-03-23 | +| 30 | return_max_long_v6.15 | 54.8 | +63.8 | +34.5 | +59.1 | +139.7 | 4.1 | 40.3 | 73.3 | 1.47 | 2026-03-23 | +| 31 | return_max_long_v1.284 | 54.0 | +59.4 | +35.8 | +48.6 | +110.9 | 4.0 | 40.4 | 70.4 | 1.20 | 2026-03-23 | +| 32 | return_max_long_v1.256 | 52.1 | +58.3 | +35.8 | +46.8 | +106.0 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-23 | +| 33 | return_max_long_v6.3 | 52.0 | +52.6 | +35.2 | +59.6 | +141.0 | 4.1 | 39.9 | 70.4 | 1.49 | 2026-03-23 | +| 34 | return_max_long_v6new.2 | 51.9 | +129.8 | +20.4 | +82.3 | +95.9 | 3.4 | 32.1 | 68.4 | 2.56 | 2026-03-23 | +| 35 | return_max_long_v1.236 | 51.7 | +55.5 | +35.5 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-22 | +| 36 | return_max_long_v1.248 | 51.1 | +56.7 | +35.5 | +47.2 | +107.1 | 4.0 | 41.6 | 66.7 | 1.13 | 2026-03-23 | +| 37 | return_max_long_v1.251 | 50.9 | +58.0 | +35.3 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-23 | +| 38 | return_max_long_v1.231 | 50.9 | +51.6 | +35.5 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-22 | +| 39 | return_max_long_v1.227 | 50.8 | +51.8 | +35.0 | +46.8 | +105.9 | 4.0 | 42.0 | 69.6 | 1.11 | 2026-03-22 | +| 40 | return_max_long_v4.41 | 50.4 | +52.6 | +35.2 | +59.2 | +140.0 | 4.1 | 39.7 | 70.4 | 1.49 | 2026-03-22 | +| 41 | return_max_long_v1.232 | 50.3 | +52.8 | +35.5 | +47.2 | +107.1 | 4.0 | 41.6 | 66.7 | 1.13 | 2026-03-22 | +| 42 | 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 | +| 43 | return_max_long_v6.4 | 49.7 | +55.3 | +37.2 | +59.8 | +141.8 | 4.1 | 39.3 | 70.4 | 1.52 | 2026-03-23 | +| 44 | return_max_long_v6.15 | 48.9 | - | +34.5 | +59.1 | +139.7 | 4.1 | 40.3 | 73.3 | 1.47 | 2026-03-23 | +| 45 | return_max_long_v4.42 | 47.9 | +53.3 | +35.8 | +27.7 | +90.8 | 2.3 | 34.7 | 70.5 | 0.80 | 2026-03-22 | +| 46 | return_max_long_v1.264 | 47.7 | +58.5 | +36.2 | +46.9 | +106.3 | 4.0 | 41.9 | 69.6 | 1.12 | 2026-03-23 | +| 47 | return_max_long_v4.40 | 46.2 | +52.8 | +33.9 | +59.1 | +139.6 | 4.0 | 38.3 | 63.7 | 1.54 | 2026-03-22 | +| 48 | return_max_long_v4.38 | 45.6 | +52.8 | +33.9 | +59.1 | +139.6 | 4.0 | 37.9 | 63.0 | 1.56 | 2026-03-22 | +| 49 | return_max_long_v1.214 | 45.6 | +54.8 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | +| 50 | return_max_long_v4.39 | 45.4 | +53.3 | +35.8 | +27.6 | +90.8 | 2.3 | 33.0 | 69.5 | 0.84 | 2026-03-22 | +| 51 | return_max_long_v1.212 | 45.3 | +54.4 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | +| 52 | return_max_long_v1.199 | 45.3 | +53.8 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | +| 53 | return_max_long_v1.199 | 45.3 | +53.8 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | +| 54 | return_max_long_v1.204 | 45.1 | +54.5 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | +| 55 | return_max_long_v4.28 | 45.0 | +51.8 | +37.5 | +59.1 | +139.8 | 4.0 | 37.8 | 63.0 | 1.56 | 2026-03-22 | +| 56 | return_max_long_v4.43 | 44.9 | +52.9 | +33.9 | +59.0 | +139.5 | 4.1 | 39.6 | 63.7 | 1.49 | 2026-03-22 | +| 57 | return_max_long_v4.36 | 44.7 | +52.3 | +38.4 | +58.6 | +138.2 | 4.1 | 39.3 | 63.0 | 1.49 | 2026-03-22 | +| 58 | return_max_long_v4.19 | 44.6 | +54.8 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | +| 59 | return_max_long_v4.20 | 44.3 | +55.4 | +30.5 | +27.6 | +90.8 | 2.3 | 33.0 | 69.5 | 0.84 | 2026-03-22 | +| 60 | return_max_long_v4.31 | 44.2 | +55.9 | +38.4 | +27.7 | +79.3 | 2.3 | 29.8 | 62.3 | 0.93 | 2026-03-22 | +| 61 | return_max_long_v4.29 | 43.8 | +56.4 | +38.3 | +26.2 | +74.2 | 2.6 | 30.2 | 62.3 | 0.87 | 2026-03-22 | +| 62 | return_max_long_v6new.1 | 43.8 | +131.2 | +17.0 | +105.2 | +123.7 | 3.4 | 34.7 | 71.6 | 3.03 | 2026-03-23 | +| 63 | return_max_long_v1.192 | 43.4 | +51.6 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | +| 64 | return_max_long_v1.188 | 42.7 | +48.9 | +37.5 | +47.6 | +108.2 | 4.0 | 41.1 | 66.7 | 1.16 | 2026-03-22 | +| 65 | return_max_long_v1.194 | 42.6 | +51.6 | +37.5 | +47.6 | +108.2 | 4.0 | 41.1 | 66.7 | 1.16 | 2026-03-22 | +| 66 | return_max_long_v6new.4 | 42.0 | +85.6 | +18.4 | +77.9 | +90.7 | 3.1 | 26.5 | 64.9 | 2.94 | 2026-03-23 | +| 67 | return_max_long_v6new.8 | 41.5 | +71.1 | +40.5 | +48.9 | +111.6 | 4.2 | 46.4 | 77.8 | 1.05 | 2026-03-24 | +| 68 | return_max_long_v1.278 | 41.2 | +52.2 | +31.2 | +53.6 | +124.5 | 4.0 | 41.5 | 71.1 | 1.29 | 2026-03-23 | +| 69 | return_max_long_v1.180 | 41.0 | +42.9 | +37.5 | +47.7 | +108.4 | 4.0 | 40.9 | 66.7 | 1.17 | 2026-03-22 | +| 70 | return_max_long_v1.174 | 40.5 | +43.0 | +36.9 | +46.1 | +104.3 | 4.0 | 40.4 | 66.7 | 1.14 | 2026-03-22 | +| 71 | return_max_long_v1.201 | 39.9 | +54.1 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | +| 72 | return_max_long_v6.44 | 39.6 | +36.3 | +20.5 | +43.1 | +96.2 | 4.8 | 42.6 | 70.4 | 1.01 | 2026-03-23 | +| 73 | return_max_long_v1.218 | 39.5 | +57.1 | +37.5 | +47.1 | +106.9 | 4.0 | 41.5 | 66.7 | 1.14 | 2026-03-22 | +| 74 | return_max_long_v1.207 | 39.0 | +56.7 | +37.5 | +47.3 | +107.3 | 4.0 | 41.9 | 72.6 | 1.13 | 2026-03-22 | +| 75 | return_max_long_v4.12 | 37.9 | +54.8 | +30.5 | +26.7 | +87.2 | 2.5 | 30.9 | 68.4 | 0.86 | 2026-03-22 | +| 76 | return_max_long_v1.170 | 37.1 | +43.5 | +35.3 | +41.4 | +92.0 | 4.7 | 39.0 | 58.5 | 1.06 | 2026-03-22 | +| 77 | return_max_long_v4.16 | 37.0 | +57.1 | +30.1 | +24.7 | +79.5 | 3.0 | 31.5 | 68.4 | 0.78 | 2026-03-22 | +| 78 | return_max_long_v4.9 | 34.9 | +42.9 | +37.5 | +47.7 | +108.4 | 4.0 | 40.9 | 66.7 | 1.17 | 2026-03-22 | +| 79 | return_max_long_v4.11 | 34.9 | +42.9 | +37.5 | +47.7 | +108.4 | 4.0 | 40.9 | 66.7 | 1.17 | 2026-03-22 | +| 80 | return_max_long_v6new.5 | 33.7 | +97.9 | +15.5 | +77.9 | +90.7 | 3.1 | 26.5 | 64.9 | 2.94 | 2026-03-23 | +| 81 | return_max_long_v4.10 | 33.2 | +44.0 | +37.5 | +47.7 | +108.4 | 4.0 | 40.2 | 66.7 | 1.19 | 2026-03-22 | +| 82 | return_max_long_v6.29 | 32.3 | +61.9 | +40.5 | +56.8 | +133.2 | 4.0 | 39.5 | 71.1 | 1.44 | 2026-03-24 | +| 83 | return_max_long_v6new.1 | 29.9 | +131.2 | +17.0 | +105.2 | +123.7 | 3.4 | 34.7 | 71.6 | 3.03 | 2026-03-23 | +| 84 | return_max_long_v1.102 | 28.5 | +35.6 | +35.3 | +42.6 | +95.0 | 4.7 | 34.7 | 40.7 | 1.23 | 2026-03-22 | +| 85 | return_max_long_v1.128 | 28.5 | +35.6 | +35.3 | +42.6 | +95.0 | 4.7 | 34.7 | 40.7 | 1.23 | 2026-03-22 | +| 86 | return_max_long_v2.4 | 28.4 | +35.6 | +35.3 | +42.5 | +94.8 | 5.0 | 34.9 | 40.7 | 1.22 | 2026-03-22 | +| 87 | return_max_long_v1.101 | 28.2 | +36.7 | +35.3 | +42.6 | +95.1 | 4.7 | 34.8 | 40.7 | 1.23 | 2026-03-22 | +| 88 | return_max_long_v6new.7 | 27.8 | +58.1 | +42.7 | +59.2 | +139.9 | 4.0 | 38.0 | 63.7 | 1.56 | 2026-03-24 | +| 89 | return_max_long_v6new.7 | 27.8 | +58.1 | +42.7 | +59.2 | +139.9 | 4.0 | 38.0 | 63.7 | 1.56 | 2026-03-24 | +| 90 | return_max_long_v1.51 | 26.4 | +37.9 | +35.3 | +42.7 | +95.3 | 4.7 | 35.0 | 40.7 | 1.22 | 2026-03-22 | +| 91 | return_max_long_v6new.6 | 25.2 | +51.5 | +17.5 | +37.9 | +83.2 | 1.3 | 23.5 | 57.8 | 1.62 | 2026-03-23 | +| 92 | return_max_long_v1.52 | 24.9 | +40.0 | +35.3 | +42.7 | +95.3 | 4.7 | 35.0 | 40.7 | 1.22 | 2026-03-22 | +| 93 | return_max_long_v4.17 | 24.5 | +54.8 | +30.5 | +26.7 | +87.2 | 2.5 | 30.9 | 68.4 | 0.86 | 2026-03-22 | +| 94 | return_max_long_v2.3 | 21.0 | +30.7 | +35.3 | +28.2 | +59.7 | 4.7 | 33.3 | 39.3 | 0.85 | 2026-03-22 | +| 95 | return_max_long_v3.7 | 17.4 | +37.2 | +35.3 | +42.7 | +95.3 | 4.7 | 35.0 | 40.7 | 1.22 | 2026-03-22 | +| 96 | return_max_long_v2.5 | 16.5 | +21.7 | +35.3 | +54.5 | +126.9 | 4.7 | 35.0 | 40.7 | 1.56 | 2026-03-22 | +| 97 | return_max_long_v4.6 | 14.8 | +30.8 | +39.6 | +34.1 | +73.6 | 4.0 | 47.9 | 70.4 | 0.71 | 2026-03-22 | +| 98 | return_max_long_v3.16 | 14.6 | +33.1 | +29.9 | +51.4 | +118.4 | 4.9 | 22.8 | 26.7 | 2.25 | 2026-03-22 | +| 99 | return_max_long_v3.20 | 14.6 | +34.1 | +31.4 | +56.5 | +132.3 | 10.1 | 25.0 | 28.9 | 2.26 | 2026-03-22 | +| 100 | return_max_long_v3.2 | 14.4 | +15.9 | +36.6 | +44.5 | +99.9 | 4.7 | 43.7 | 52.6 | 1.02 | 2026-03-22 | +| 101 | return_max_long_v3.5 | 14.2 | +35.8 | +28.3 | +32.9 | +70.7 | 5.4 | 33.0 | 37.0 | 1.00 | 2026-03-22 | +| 102 | return_max_long_v3.3 | 14.0 | +25.5 | +35.3 | +37.4 | +81.8 | 4.9 | 47.3 | 56.3 | 0.79 | 2026-03-22 | +| 103 | return_max_long_v3.1 | 13.8 | +3.8 | +39.9 | +50.7 | +116.4 | 4.7 | 42.0 | 51.9 | 1.21 | 2026-03-22 | +| 104 | return_max_long_v1.53 | 13.5 | +50.9 | +38.8 | +43.4 | +97.2 | 6.8 | 36.3 | 45.2 | 1.19 | 2026-03-22 | +| 105 | return_max_long_v3.8 | 13.3 | +38.2 | +27.6 | +42.3 | +94.3 | 4.8 | 34.6 | 40.7 | 1.22 | 2026-03-22 | +| 106 | return_max_long_v4.7 | 13.2 | +23.0 | +37.6 | +33.6 | +72.4 | 3.2 | 42.9 | 70.4 | 0.78 | 2026-03-22 | +| 107 | return_max_long_v4.8 | 11.7 | +25.7 | +42.6 | +49.1 | +112.2 | 3.4 | 36.3 | 67.4 | 1.35 | 2026-03-22 | +| 108 | return_max_long_v1c.4 | 8.6 | +36.3 | +12.1 | +16.3 | +32.9 | 9.0 | 30.6 | 40.0 | 0.53 | 2026-03-22 | +| 109 | return_max_long_v1c.4 | 8.6 | +36.3 | +12.1 | +16.3 | +32.9 | 9.0 | 30.6 | 40.0 | 0.53 | 2026-03-22 | +| 110 | return_max_long_v1c.1 | 7.4 | +34.4 | +11.8 | +15.0 | +30.1 | 8.5 | 27.9 | 40.0 | 0.54 | 2026-03-22 | +| 111 | return_max_long_v1c.1 | 7.4 | +34.4 | +11.8 | +15.0 | +30.1 | 8.5 | 27.9 | 40.0 | 0.54 | 2026-03-22 | +| 112 | return_max_long_v1c.9 | 6.3 | +36.3 | +12.1 | +22.3 | +46.0 | 8.8 | 34.7 | 45.2 | 0.64 | 2026-03-22 | +| 113 | return_max_long_v1c.15 | 6.2 | +40.1 | +14.8 | +23.1 | +47.9 | 11.5 | 40.6 | 47.4 | 0.57 | 2026-03-22 | +| 114 | return_max_long_v1c.14 | 6.1 | +38.9 | +13.9 | +21.7 | +44.7 | 11.5 | 39.4 | 47.4 | 0.55 | 2026-03-22 | +| 115 | return_max_long_v1.129 | 5.4 | +41.3 | +29.5 | +47.4 | +107.7 | 5.7 | 36.4 | 49.6 | 1.30 | 2026-03-22 | +| 116 | return_max_long_v1c.7 | 4.7 | +41.4 | +15.7 | +17.0 | +34.4 | 11.8 | 36.7 | 42.2 | 0.46 | 2026-03-22 | +| 117 | return_max_long_v1c.7 | 4.7 | +41.4 | +15.7 | +17.0 | +34.4 | 11.8 | 36.7 | 42.2 | 0.46 | 2026-03-22 | +| 118 | return_max_long_v1.143 | 4.5 | +35.1 | +35.3 | +42.6 | +95.0 | 4.7 | 34.7 | 40.7 | 1.23 | 2026-03-22 | +| 119 | return_max_long_v1.55 | 3.6 | +37.9 | +35.3 | +48.0 | +109.3 | 4.7 | 34.4 | 39.3 | 1.40 | 2026-03-22 | +| 120 | return_max_long_v1.76 | 3.6 | +37.9 | +35.3 | +48.0 | +109.3 | 4.7 | 34.4 | 39.3 | 1.40 | 2026-03-22 | +| 121 | return_max_long_v1c.13 | 3.3 | +41.4 | +15.7 | +24.5 | +51.0 | 11.5 | 41.7 | 47.4 | 0.59 | 2026-03-22 | +| 122 | return_max_long_v1.146 | 3.2 | +27.2 | +35.2 | +50.1 | +114.8 | 6.0 | 37.1 | 49.6 | 1.35 | 2026-03-22 | +| 123 | return_max_long_v2.2 | 2.9 | +28.2 | +33.5 | +32.2 | +69.1 | 3.6 | 28.6 | 31.9 | 1.13 | 2026-03-22 | +| 124 | return_max_long_v4.1 | 1.7 | +22.8 | +16.5 | +15.1 | +30.3 | 7.3 | 39.4 | 41.5 | 0.38 | 2026-03-22 | +| 125 | return_max_long_v2.1 | 0.4 | +13.8 | +13.2 | +22.2 | +45.9 | 3.2 | 22.3 | 28.1 | 0.99 | 2026-03-22 | ## Recent Entries -### IMP-0513 (2026-03-24) — return_max_long_v6new.8 -Hypothesis: 2 new engines for missed quality post-market events (bullish_raised_strong + mixed_notprovided) -Verdict: **UNKNOWN** (SQS 41.5) +### IMP-0517 (2026-03-24) — return_max_long_v6new.9 +Hypothesis: v6new.8 with tighter risk on new engines: stabilize WFV while keeping coverage +Verdict: **BETTER** (SQS 63.3) +Reasoning: WFV restored to 91.7% (same as v6.29). Trades 118 (+7 vs 111). Gap 10.35% (down from 12.35%). Test +52.87%. OOT worst -0.82%. -### IMP-0512 (2026-03-24) — return_max_long_v6.29 -Hypothesis: v6.29 control re-run with proper OOT on v1 snapshot -Verdict: **UNKNOWN** (SQS 32.3) +### IMP-0516 (2026-03-24) — return_max_long_v6new.8 +Hypothesis: 2 new post-market coverage engines with combined OOT +Verdict: **UNKNOWN** (SQS 61.8) -### IMP-0511 (2026-03-24) — return_max_long_v6new.7 -Hypothesis: Prune 2 OOS-negative engines -Verdict: **UNKNOWN** (SQS 27.8) +### IMP-0515 (2026-03-24) — return_max_long_v6.29 +Hypothesis: v6.29 with combined OOT +Verdict: **UNKNOWN** (SQS 62.8) -### IMP-0510 (2026-03-24) — return_max_long_v6new.7 -Hypothesis: v6.29 with 2 OOS-negative engines pruned (unknown_ome, other_material_unknown) -Verdict: **UNKNOWN** (SQS 27.8) -Reasoning: Engine pruning: removed 2 engines with 0-33% OOS WR. Train SQS 91.1 (+1.3 vs 89.8). Test +59.16%. WFV 91.7% positive, 9.46% mean, gap 11.53%. RM 84.4%/-1.85%. +### IMP-0514 (2026-03-24) — return_max_long_v6.29 +Hypothesis: v6.29 control with combined valid+test OOT (252d windows available) +Verdict: **UNKNOWN** (SQS 62.8) -### IMP-0509 (2026-03-24) — return_max_long_v6new.7 -Hypothesis: v6.29 with 2 weakest OOS engines disabled (unknown_ome, other_material_unknown) -Verdict: **UNKNOWN** (SQS None) -Reasoning: Auto-synced from official manifest. +### IMP-0513 (2026-03-24) — return_max_long_v6new.8 +Hypothesis: 2 new engines for missed quality post-market events (bullish_raised_strong + mixed_notprovided) +Verdict: **UNKNOWN** (SQS 41.5) diff --git a/journal/improvement_journal.jsonl b/journal/improvement_journal.jsonl index 0acb3ea..0313537 100644 --- a/journal/improvement_journal.jsonl +++ b/journal/improvement_journal.jsonl @@ -1,513 +1,517 @@ -{"entry_id": "IMP-0001", "timestamp": "2026-03-21T04:55:10.361273+00:00", "experiment_name": "return_max_long_v1.1", "hypothesis": "Clean-lineage restart baseline after overfit purge.", "config_delta": null, "results": {"valid": {"run_id": "bt_return_max_long_v1_midlarge-liq_20260321045420698563_ca35d0ad", "trade_count": 2, "profit_factor": null, "total_return_pct": 9.629523013527228, "annualized_return_pct": null, "win_rate": 1.0, "max_drawdown_pct": 3.514773267642516, "sharpe_ratio": 2.029485741325103, "monthly_win_rate": 1.0, "equity_curve_r_squared": 0.2205165843658526, "avg_gross_exposure_pct": 8.569491781439805, "avg_net_exposure_pct": 8.569491781439805, "days_in_market_pct": 8.633093525179856}, "test": {"run_id": "bt_return_max_long_v1_midlarge-liq_20260321045420948902_ca35d0ad", "trade_count": 13, "profit_factor": 3.1605262054900605, "total_return_pct": 16.6479499143837, "annualized_return_pct": null, "win_rate": 0.7692307692307693, "max_drawdown_pct": 6.744119879877056, "sharpe_ratio": 2.051687511158663, "monthly_win_rate": 0.6666666666666666, "equity_curve_r_squared": 0.8387258872525057, "avg_gross_exposure_pct": 26.03829968842365, "avg_net_exposure_pct": 26.03829968842365, "days_in_market_pct": 32.592592592592595}, "train": {"run_id": "bt_return_max_long_v1_midlarge-liq_20260321045421037259_ca35d0ad", "trade_count": 19, "profit_factor": 3.051666537974402, "total_return_pct": 22.234032790923376, "annualized_return_pct": null, "win_rate": 0.631578947368421, "max_drawdown_pct": 5.386485997408077, "sharpe_ratio": 0.8731331182633209, "monthly_win_rate": 0.5833333333333334, "equity_curve_r_squared": 0.49113171411833795, "avg_gross_exposure_pct": 8.777857614994446, "avg_net_exposure_pct": 8.777857614994446, "days_in_market_pct": 11.646586345381527}}, "walk_forward_summary": null, "robustness_matrix_summary": null, "out_of_time_robustness_summary": null, "sqs_score": 38.4, "sqs_breakdown": {"base_score": 38.4, "gate_factor": 1.0}, "sqs_v2_score": 42.8, "sqs_v2_breakdown": {"profitability": 100.0, "risk": 68.1, "consistency": 95.8, "robustness": 51.7, "capital_efficiency": 92.6}, "promotion_score": 33.5, "promotion_breakdown": {"valid_quality": 31.9, "test_quality": 42.8, "floor_quality": 31.9}, "unified_score": 25.2, "unified_breakdown": {"valid_quality": 39.1, "test_quality": 52.5, "floor_quality": 39.1, "gap_quality": 72.0}, "rqs_score": 51.2, "rqs_breakdown": {"train_quality": 49.1, "valid_quality": 39.4, "test_quality": 58.2, "floor_quality": 39.4, "gap_quality": 82.4}, "wfqs_score": null, "wfqs_breakdown": {}, "wfqs_v2_score": null, "wfqs_v2_breakdown": {}, "deployment_score": null, "deployment_breakdown": {}, "verdict": "unknown", "verdict_reasoning": "Fresh post-cleanup baseline; use as anchor for v1.x development.", "next_direction": "Test v1.2 replay of legacy v0.326 non-exact core.", "tags": ["return", "max", "long", "v1.1"]} -{"entry_id": "IMP-0002", "timestamp": "2026-03-21T04:55:54.423852+00:00", "experiment_name": "return_max_long_v1.2", "hypothesis": "Restore the proven pre-overfit non-exact v0.326 core into the clean lineage.", "config_delta": {"base_experiment": 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New events are net negative on train/WFV. Test +43.06%/SQS 88.5 still strong but lower. The relaxed events (parse 0.45-0.60 + strong reaction) add noise, not alpha.", "next_direction": "Abandon blanket gate relaxation. 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"gate_worst_return": 1.0, "gate_train_test_gap": 1.0}, "verdict": "neutral", "verdict_reasoning": "Train SQS 91.1 (v6.29: 89.8) from better risk score, but return 59.49% (v6.29: 61.87%) and 2 fewer trades (109 vs 111) from capital tied up longer. WFV mean 9.78% (v6.29: 9.88%), worst fold -0.46% (v6.29: -0.18%). RM identical 84.9%. Valid/test unchanged. The extended hold lets winners run slightly but blocks new entries — net wash.", "next_direction": "Extended holding is a wash due to capital lockup. 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