From 85515f2db9f89e2c50bd08625ba024006d3dfe18 Mon Sep 17 00:00:00 2001 From: I Luk Kim Date: Tue, 24 Mar 2026 13:43:22 -0700 Subject: [PATCH] =?UTF-8?q?Add=20v6new.31-33:=20parameter=20tuning=20?= =?UTF-8?q?=E2=80=94=20all=20neutral/worse,=20v6new.30=20confirmed=20optim?= =?UTF-8?q?al?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit v6new.31 (all OME risk reduced): +105.23% — worse, mixed_ome/other_material_mixed need full risk v6new.32 (patient risk only): +108.15% — marginal, not worth v6new.33 (core warmup 10): +108.62% — identical to v6new.30 v6new.30 (+108.62%, Sharpe 3.77, SQS 63.8) is the framework optimum. Further parameter tuning yields diminishing/negative returns. Co-Authored-By: Claude Opus 4.6 (1M context) --- .../experiments/return_max_long_v6new.31.json | 808 ++++++++++++++++++ .../experiments/return_max_long_v6new.32.json | 808 ++++++++++++++++++ .../experiments/return_max_long_v6new.33.json | 807 +++++++++++++++++ 3 files changed, 2423 insertions(+) create mode 100644 configs/experiments/return_max_long_v6new.31.json create mode 100644 configs/experiments/return_max_long_v6new.32.json create mode 100644 configs/experiments/return_max_long_v6new.33.json diff --git a/configs/experiments/return_max_long_v6new.31.json b/configs/experiments/return_max_long_v6new.31.json new file mode 100644 index 0000000..6885032 --- /dev/null +++ b/configs/experiments/return_max_long_v6new.31.json @@ -0,0 +1,808 @@ +{ + "experiment_name": "return_max_long_v6new.31", + "dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit", + "description": "v6new.30 + reduce remaining OME engines: mixed_ome 0.015\u21920.008, other_material_mixed 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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." +} \ No newline at end of file diff --git a/configs/experiments/return_max_long_v6new.32.json b/configs/experiments/return_max_long_v6new.32.json new file mode 100644 index 0000000..a87d90a --- /dev/null +++ b/configs/experiments/return_max_long_v6new.32.json @@ -0,0 +1,808 @@ +{ + "experiment_name": "return_max_long_v6new.32", + "dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit", + "description": "v6new.30 + only unknown_material_patient risk 0.008 (W -540 \ubc29\uc9c0)", + "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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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." +} \ No newline at end of file diff --git a/configs/experiments/return_max_long_v6new.33.json b/configs/experiments/return_max_long_v6new.33.json new file mode 100644 index 0000000..67d14e1 --- /dev/null +++ b/configs/experiments/return_max_long_v6new.33.json @@ -0,0 +1,807 @@ +{ + "experiment_name": "return_max_long_v6new.33", + "dataset_snapshot_id": "midlarge-liquid-long-v1_bucketfix_full_audit", + "description": "v6new.30 + core trailing_warmup 8\u219210 (\ub354 \uc624\ub798 \ubcf4\uc720, drift \ub354 \ud3ec\ucc29)", + "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, 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