conviction_v6new.307 (SQS 74.4 #1), core_boost_v6new.288 (72.8 #3),
entropy_safe_v6new.196 (72.6 #6) — now visible by name on leaderboard.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Boosting inline/guidance engine per_trade_risk from 0.015-0.020 to 0.040.
These engines have 73-100% WR — bigger positions on best signals.
v6new.307: SQS 74.4 (#1), CW 350.2%, Test +46.8%, MaxDD 2.4%, PF 14.74
Full progression: 262.9% → 284.4% → 312.6% → 320.5% → 350.2%
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Additional tracker/leaderboard updates, overlay leaderboard, and
documentation improvements.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
OME engine early_failure_no_progress_days=1 (from day 2 in v272) further
improves capital recovery speed. 198 trades, 312.6% CW return.
SQS 72.7 = new #1 on leaderboard (including overlays).
Test return +45.5%, Profit Factor 19.23.
Key: cutting OME losers at day 1 instead of day 2 frees capital faster
while losing only marginal OME winners that needed >1 day to show progress.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Trade analysis revealed OME engines had 54-60% WR with stop-heavy exits.
Adding early_failure (day 2, R=0.0) for OME engines frees capital faster,
enabling 6 more trades (194→200) and boosting CW from 293.2% to 310.8%.
Key insight: cutting low-quality engine losers early improves compounding
more than any scoring/feature/sizing change tested in this session.
v6new.272: SQS 72.4 (#6), CW 310.8%, 200 trades, test +44.9%
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Higher risk (0.069) + tighter stops (ATR 1.45) produce best CW return
but lower SQS than v6new.196 (72.6) due to WFV instability.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
v6new.196 = v29 base + entropy scoring (v13e) + per_trade_risk 0.058
+ doc_quality 0.50. CW return 284.4% (+21.5pp over v122), 194 trades.
Key finding: v29 base with doc_quality 0.50 (not 0.55) is the optimal
quality gate when combined with entropy scoring.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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>
I Luk Kim