{ "updated_at": "2026-04-21T17:14:58.107337+00:00", "experiments": { "empty_strategy": { "id": 1072, "parent": "parking_only_qqq", "version_family": null, "generation": null, "status": "draft", "created_at": "2026-04-06T03:51:55.001427+00:00", "created_by": "claude", "tags": [], "aliases": [], "description": "Completely empty strategy: no engines, no cash parking, no overrides. Use --parking / --idle-alpha CLI flags at backtest time to test components in isolation.", "changelog": "Completely empty strategy: no engines, no parking, no overrides. Use --parking / --idle-alpha CLI flags at backtest time to test components in isolation.", "has_journal_entry": false, "sqs_score": null }, "pead_step14_diag": { "id": 9001, "parent": "empty_strategy", "version_family": null, "generation": null, "status": "draft", "created_at": "2026-04-21T00:00:00+00:00", "created_by": "claude", "tags": [], "aliases": [], "description": "PEAD step14 diagnostic: reaction=10%, vol=2.0x, score=0.65, hold=7d, maxcand=3. Earnings-only, long+short.", "changelog": "PEAD step14 diagnostic config for V23 diversification analysis", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.1": { "id": 340, "parent": "return_max_long_v6new.362", "version_family": "v7", "generation": 4, "status": "retired", "created_at": "2026-03-28T00:21:30.371690+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7 시리즈의 출발점. v362(VIX cap on core engine only)에서 VIX 30 캡을 전체 18개 엔진으로 확장한 전략.\n\n목적: VIX>30 스트레스 기간에 ANY 엔진의 진입을 차단하여 구조적으로 손실을 방지.\n결과: CW가 v362 대비 +30pp 상승하면서 valid/test는 완전히 동일. split 기간(2022-2026)에는 VIX>30이 거의 발생하지 않아 split 결과에 영향 없지만, 4년 CW 전체 기간에서는 2022년 bear market과 2025년 8월 일본 캐리 트레이드 언와인드 등 스트레스 이벤트를 건너뛰어 자본 보존 효과가 큼.\n\n[10k 기준] SQS 74.3 | Sharpe 2.83 | Calmar 8.0 | PF 11.3 | WR 64%\nTrain +92.5% (133t) | Valid +46.9% (29t) | Test +47.4% (24t, DD 1.8%)\nCW +346.7% (184t, DD 5.6%) | WFV: median 10.0%, mean 13.0%, worst 2.95%, gap 23.6%\n12 WFV folds 전부 양수 (100%). 가장 보수적인 v7 전략.\n\n실전 배포 시 추천 — 구조적 개선만 적용하여 과적합 위험이 가장 낮음. 수익률보다 안정성을 우선시하는 경우 이 전략을 사용.", "changelog": "VIX 30 all 18 engines — v362 structural upgrade, no risk change", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.10": { "id": 349, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:43:39.707129+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + extended holding on high-WR engines (broad 18d, guidance/inline 16d)", "changelog": "Extend holding: broad 12→18d, guidance 12→16d — capture TIME exit profits", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.11": { "id": 350, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:43:40.197587+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + trail warmup 6→4d globally — trigger trailing stops earlier", "changelog": "Shorter trail warmup: 6→4d globally — actually trigger trailing stops", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.12": { "id": 351, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:43:40.678664+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + extended holds + trail warmup 4d + max_pos 18", "changelog": "Combo: extend high-WR holds + shorter trail + max_pos 18", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.120_composed_gld": { "id": 1153, "parent": "return_max_long_v7.120_composed_gld", "version_family": "v7", "generation": 21, "status": "draft", "created_at": "2026-04-08T08:29:18.420820+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.120_composed_gld + full rebuild snapshot with filing_time_bucket fix (1667 events corrected, 22 new rows)", "changelog": "Snapshot with filing_time_bucket bug fix applied to AVGO 2026-04-06 event. No strategy config changes.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.121": { "id": 1144, "parent": "return_max_long_v7.120", "version_family": "v7", "generation": 21, "status": "retired", "created_at": "2026-04-07T07:22:34.527314+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "macro_vix_max 45→60: attempt to improve OOT 252d median from -3.41% to positive", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.122": { "id": 1145, "parent": "return_max_long_v7.120", "version_family": "v7", "generation": 21, "status": "retired", "created_at": "2026-04-07T07:43:20.127971+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.119 + macro_vix_max 30→45 on all 12 engines. Standalone public SQS 38.3 (IMP-0932). OOT gate 0.40→0.85 (3/4 criteria pass). VIX fix exposes COVID-recovery trades in OOT period. Composite: ~1200% CW expected (Oracle-variable). Parking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45. Lineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119→v7.120", "changelog": "macro_vix_max 45→999: remove VIX gate entirely to test March 2020 COVID trades impact on OOT", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.124": { "id": 1147, "parent": "return_max_long_v7.123", "version_family": "v7", "generation": 22, "status": "retired", "created_at": "2026-04-07T07:54:44.419494+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.119 + macro_vix_max 30→45 on all 12 engines. Standalone public SQS 38.3 (IMP-0932). OOT gate 0.40→0.85 (3/4 criteria pass). VIX fix exposes COVID-recovery trades in OOT period. Composite: ~1200% CW expected (Oracle-variable). Parking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45. Lineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119→v7.120", "changelog": "Add next_open_long_bullish_raised_recovery (budget 0.10) to push OOT 252d median toward 3% threshold. 16 engines.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.125": { "id": 1148, "parent": "return_max_long_v7.123", "version_family": "v7", "generation": 22, "status": "retired", "created_at": "2026-04-07T07:56:21.240506+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.119 + macro_vix_max 30→45 on all 12 engines. Standalone public SQS 38.3 (IMP-0932). OOT gate 0.40→0.85 (3/4 criteria pass). VIX fix exposes COVID-recovery trades in OOT period. Composite: ~1200% CW expected (Oracle-variable). Parking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45. Lineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119→v7.120", "changelog": "Add reaction_close_long_unknown_strong (budget 0.15) to v7.123. Test if better exit handling improves OOT 252d median from 1.63% toward 3%.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.126": { "id": 1149, "parent": "return_max_long_v7.123", "version_family": "v7", "generation": 22, "status": "retired", "created_at": "2026-04-07T07:56:59.357956+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.119 + macro_vix_max 30→45 on all 12 engines. Standalone public SQS 38.3 (IMP-0932). OOT gate 0.40→0.85 (3/4 criteria pass). VIX fix exposes COVID-recovery trades in OOT period. Composite: ~1200% CW expected (Oracle-variable). Parking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45. Lineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119→v7.120", "changelog": "Add reaction_close_long_bullish_raised_priority (budget 0.45) to v7.123. Test if priority reaction close improves OOT 252d.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.127": { "id": 1150, "parent": "return_max_long_v7.123", "version_family": "v7", "generation": 22, "status": "retired", "created_at": "2026-04-07T07:57:11.780260+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.119 + macro_vix_max 30→45 on all 12 engines. Standalone public SQS 38.3 (IMP-0932). OOT gate 0.40→0.85 (3/4 criteria pass). VIX fix exposes COVID-recovery trades in OOT period. Composite: ~1200% CW expected (Oracle-variable). Parking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45. Lineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119→v7.120", "changelog": "Add all 4 remaining v7.70 engines (bullish_raised_recovery, largecap_tight, priority_close, unknown_strong) = 19 engines total with macro_vix_max 45.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.13": { "id": 352, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:43:41.156421+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.12 + tighter other_material_unknown (score 0.1, entropy 1.9)", "changelog": "v7.12 + tighten other_material_unknown: score 0.1, entropy 1.9", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.14": { "id": 353, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:43:41.640744+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.12 + disable other_material_unknown (33% WR engine removed)", "changelog": "v7.12 + disable other_material_unknown entirely (33% WR engine)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.15": { "id": 357, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:47:54.135665+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 VIX-all + v392 entropy caps — best structural combo", "changelog": "v7.1 + v392 entropy caps: OME 2.0, material_unknown 2.05", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.16": { "id": 358, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:47:54.652998+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.15 + core threshold 0.42→0.38 — more high-WR core trades", "changelog": "v7.15 + core score threshold 0.38 (more core trades)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.17": { "id": 359, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:47:55.149514+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.15 + core threshold 0.42→0.35 — widest core net", "changelog": "v7.15 + core score threshold 0.35 (even more core trades)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.18": { "id": 363, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:56:49.468035+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + ATR stop 1.45→1.8 — wider stops, fewer stop-outs", "changelog": "v7.1 + ATR stop 1.8 (wider stop = fewer stop-outs, more room to run)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.19": { "id": 364, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:56:49.970369+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + ATR stop 1.45→1.2 — tighter stops, lower DD", "changelog": "v7.1 + ATR stop 1.2 (tighter stop = lower DD, faster loss cut)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.2": { "id": 341, "parent": "return_max_long_v6new.362", "version_family": "v7", "generation": 4, "status": "retired", "created_at": "2026-03-28T00:21:30.874077+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v362 + VIX all + entropy 1.9 on orderly — max structural, WFV gap minimized", "changelog": "VIX all + entropy 1.9 all orderly — max structural filters", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.20": { "id": 365, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:56:50.487433+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + global early_fail day 2 R=0.2 — faster capital recycle", "changelog": "v7.1 + global early_failure day 2 R=0.2 (faster capital recycle)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.21": { "id": 366, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:56:50.984455+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + ATR 1.8 + target 1.5R/30% — wider stops with partial profit lock", "changelog": "v7.1 + ATR 1.8 + target_1_r 1.5/frac 0.3 (partial profit taking)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.22": { "id": 367, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T01:02:20.502713+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + ATR stop 1.3 — intermediate stop tightening", "changelog": "v7.1 + ATR 1.3 — intermediate between 1.2 and 1.45", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.23": { "id": 368, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T01:02:20.963611+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + ATR stop 1.35 — intermediate stop tightening", "changelog": "v7.1 + ATR 1.35 — mild tightening", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.24": { "id": 369, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T01:05:21.552524+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + risk-off regime scaler 0.5 — protect weak periods", "changelog": "v7.1 + risk_off_scaler 0.5 — halve positions in risk-off regimes", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.25": { "id": 370, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T01:05:22.031237+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + max_daily_risk 0.76→0.50 — less concentrated entries, lower DD", "changelog": "v7.1 + max_daily_new_risk 0.50 — reduce concentrated daily entries", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.26": { "id": 371, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T01:05:22.518915+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + daily_risk 0.50 + risk_off 0.7 — dual protection for DD/weakness", "changelog": "v7.1 + daily_risk 0.50 + risk_off_scaler 0.7 — dual protection", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.267_composed_gld_cp_guarded": { "id": null, "parent": "return_max_long_v7.266_composed_gld_cp", "version_family": "v7", "generation": 39, "status": "active", "created_at": "2026-04-10T06:30:05.792113+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.266 composed gld cp follow-up. Guard idle-alpha mixed guidance to true micro-cap names, block oversized form4 dollar clusters, and cap max position value at 90% to reduce compounded DD without giving up headline return.", "changelog": "Guard idle-alpha mixed_micro_postmarket with 8B cap, add form4 max_total_value=500M, set max_position_value_pct=0.9", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.268_composed_gld_cp_guarded_temp100": { "id": 1303, "parent": "return_max_long_v7.267_composed_gld_cp_guarded", "version_family": "v7", "generation": 40, "status": "active", "created_at": "2026-04-10T07:25:00+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.267 follow-up. Keep the guarded idle-alpha and form4 filters, but tighten the parking TQQQ overlay temperature gate via the existing temp100 preset to lower compounded DD with minimal strategy drift.", "changelog": "From v7.267, switch cash_parking_preset to qqqm_low_dd_tqqq_active_v2_gld_brake_v2_temp100 only; keep guarded idle-alpha/form4 filters unchanged.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.27": { "id": 372, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T01:09:07.134132+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + max_candidates 18→8 — top candidates only", "changelog": "v7.1 + max_candidates 18→8 — take only top scored candidates", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.28": { "id": 373, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T01:09:07.643923+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + max_candidates 18→5 — ultra selective", "changelog": "v7.1 + max_candidates 18→5 — ultra selective", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.29": { "id": 374, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T01:09:08.146067+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + score_threshold 0.45→0.50 — higher quality bar", "changelog": "v7.1 + global score_threshold 0.45→0.50 — raise quality bar", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.3": { "id": 342, "parent": "return_max_long_v6new.354", "version_family": "v7", "generation": 9, "status": "retired", "created_at": "2026-03-28T00:21:31.362958+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v354 VIX-all with halved engine risk — balance CW return vs train-test gap", "changelog": "v354 halved risk: broad 0.015 OME 0.015 core 0.050 mixed 0.020", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.30": { "id": 375, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T04:47:31.951796+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + weak engine mcap filter: OME>=20B, mat_unknown>=20B", "changelog": "v7.1 + OME min_mcap 4B→20B, material_unknown 8B→20B — filter small-cap losers", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.31": { "id": 376, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T04:47:32.463443+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + weak engine mcap filter: OME>=50B, mat_unknown>=50B", "changelog": "v7.1 + OME min_mcap 50B, material_unknown 50B — mega-cap only for weak engines", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.32": { "id": 377, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T04:47:32.973010+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + weak engine mcap filter: OME>=10B, mat_unknown>=15B", "changelog": "v7.1 + OME min_mcap 10B, material_unknown 15B — mild tightening", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.33": { "id": 378, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T04:53:31.121767+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + material_unknown min_mcap 50B (surgical: worst engine only)", "changelog": "v7.1 + material_unknown min_mcap 8B→50B only (worst WR engine)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.34": { "id": 379, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T04:57:35.629892+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + v16 scoring: entropy + market cap bonus (large caps get higher priority)", "changelog": "v7.1 + v16 scoring (v13e + market cap bonus)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.35": { "id": 380, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T04:57:36.124563+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + v16e scoring: market cap bonus only (no entropy)", "changelog": "v7.1 + v16e scoring (market cap bonus only, no entropy)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.356-mod11_composed_gld": { "id": 1368, "parent": "return_max_long_v7.356-mod5_composed_gld", "version_family": "v7", "generation": 51, "status": "draft", "created_at": "2026-04-13T03:24:45.926639+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "From v7.356-mod5_composed_gld, fully restore broad_oneoff per-trade risk from 0.50 to 0.55 to test whether the lower-DD 10% reserve version can keep its parking-led max drawdown while recovering return.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.356-mod12_composed_gld": { "id": 1369, "parent": "return_max_long_v7.356-mod11_composed_gld", "version_family": "v7", "generation": 52, "status": "draft", "created_at": "2026-04-13T04:18:44.222938+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "From v7.356-mod11_composed_gld, raise explicit parking reserve from 10% to 11% while keeping the recovered broad_oneoff risk so parking-led max drawdown can compress further with minimal rule complexity.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.356-mod17_composed_gld": { "id": 1371, "parent": "return_max_long_v7.356-mod12_composed_gld", "version_family": "v7", "generation": 53, "status": "draft", "created_at": "2026-04-13T05:00:51.542578+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "From v7.356-mod12_composed_gld, raise broad_oneoff per-trade risk from 0.55 to 0.64, roughly matching the original 3.0 ATR-era share sizing after the stop widened to 3.5 ATR.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.356-mod18_composed_gld": { "id": 1372, "parent": "return_max_long_v7.356-mod17_composed_gld", "version_family": "v7", "generation": 54, "status": "draft", "created_at": "2026-04-13T05:02:27.042824+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "From v7.356-mod17_composed_gld, raise broad_oneoff per-trade risk from 0.64 to 0.70 as a single round-number upper test beyond the 3.5 ATR sizing-equivalence point.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.356-mod1_composed_gld": { "id": 1358, "parent": "return_max_long_v7.356_composed_gld", "version_family": "v7", "generation": 46, "status": "promoted", "created_at": "2026-04-13T01:59:37.008870+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "From v7.356_composed_gld, reduce reaction_close_long_extreme_orderly per-trade risk override from 1.5 to 1.0 and switch parking preset to qqqm_low_dd_tqqq_active_v2_gld_brake_v2_r07 to lower fixed-capital drawdown with limited strategy drift.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.356-mod2_composed_gld": { "id": 1359, "parent": "return_max_long_v7.356-mod1_composed_gld", "version_family": "v7", "generation": 47, "status": "draft", "created_at": "2026-04-13T02:12:24.929761+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "From v7.356-mod1_composed_gld, reduce next_open_long_bullish_raised_recovery_broad_oneoff per-trade risk override from 0.55 to 0.50 to trim the remaining fixed-capital tail loss after STX-driven drawdown became the dominant path.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.356-mod3_composed_gld": { "id": 1360, "parent": "return_max_long_v7.356-mod2_composed_gld", "version_family": "v7", "generation": 48, "status": "draft", "created_at": "2026-04-13T02:36:38.425007+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "From v7.356-mod2_composed_gld, widen next_open_long_bullish_raised_recovery_broad_oneoff stop ATR from 3.0 to 3.5 to shrink fixed-capital gap-through tail risk without materially cutting the engine's participation.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.356-mod4_composed_gld": { "id": 1361, "parent": "return_max_long_v7.356-mod3_composed_gld", "version_family": "v7", "generation": 49, "status": "draft", "created_at": "2026-04-13T02:45:19.813314+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "From v7.356-mod3_composed_gld, replace the parking preset with the same brake-v2 active parking parameters but raise the idle cash reserve from 7% to 9% to trim the remaining parking-led fixed-capital drawdown with minimal strategy drift.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.356-mod5_composed_gld": { "id": 1362, "parent": "return_max_long_v7.356-mod4_composed_gld", "version_family": "v7", "generation": 50, "status": "draft", "created_at": "2026-04-13T03:11:11.730514+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "From v7.356-mod4_composed_gld, raise the explicit parking cash reserve from 9% to 10% to keep the same broad_oneoff stop and brake-v2 parking logic while shaving a little more portfolio-level fixed-capital drawdown.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.356-mod9_composed_gld": { "id": 1366, "parent": "return_max_long_v7.356-mod4_composed_gld", "version_family": "v7", "generation": 50, "status": "draft", "created_at": "2026-04-13T03:23:51.855709+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "From v7.356-mod4_composed_gld, fully restore broad_oneoff per-trade risk from 0.50 to 0.55 to test whether the 3.5 ATR stop already absorbed the main STX tail risk.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.356_composed_gld": { "id": 1348, "parent": "return_max_long_v7.349_composed_gld", "version_family": "v7", "generation": 45, "status": "promoted", "created_at": "2026-04-10T09:21:41.353437+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "Bullish recovery: mhd 10 only (isolate mhd effect from target_1_r)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.356_composed_gld_compound": { "id": 1351, "parent": "return_max_long_v7.356_composed_gld", "version_family": "v7", "generation": 46, "status": "promoted", "created_at": "2026-04-11T06:39:59.231482+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "Cloned from return_max_long_v7.356_composed_gld", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.359_composed_gld": { "id": 1352, "parent": "return_max_long_v7.356_composed_gld", "version_family": "v7", "generation": 46, "status": "draft", "created_at": "2026-04-11T08:10:22.311291+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "Reduce max_positions_per_sector 5→3: sector concentration fix (sector_rotation DD 43%→<25% target)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.36": { "id": 381, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T05:27:14.551651+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1에 'unknown' event type 엔진을 추가한 전략. 이번 세션의 가장 중요한 구조적 발견.\n\n배경: snapshot 데이터에 1,766개의 'unknown' 이벤트가 있었으나, scoring model이 unknown에 score 0을 부여하여 완전히 무시되고 있었음. 데이터 분석 결과 unknown 이벤트 중 reaction 5%+, close_loc 0.5+, mcap 4B+ 조건의 서브셋이 61% WR, MFE 10d 8.39%로 core engine 수준의 quality를 보임.\n\n변경: (1) scoring.py에서 unknown을 generic_material_event로 처리하도록 수정 (2) reaction_close_long_unknown_strong 엔진 추가 (reaction 5%+, close 0.5+, mcap 4B+, VIX 30, early_fail day 2)\n\n결과: CW에 단 2 trade만 추가되었지만 WFV median이 10.0→10.9%로 +0.9pp 개선. 이 +0.9pp가 WFQS의 median_return 컴포넌트를 올려 SQS +0.4pp 달성. 양보다 질의 승리.\n\n[10k 기준] SQS 74.7 | Sharpe 2.85 | Calmar 8.1 | PF 11.6 | WR 64%\nTrain +96.4% (134t) | Valid +46.9% (29t) | Test +47.4% (24t, DD 1.8%)\nCW +354.5% (186t, DD 5.6%) | WFV: median 10.9%, mean 13.2%, worst 2.95%, gap 24.3%\n\n코드 변경이 필요한 전략이지만 (scoring.py에 unknown 허용), 변경 자체는 단 1줄이며 논리적으로 타당함. v7.1과 함께 실전 배포 후보.", "changelog": "v7.1 + unknown event engine: reaction 5%+, close 0.5+, mcap 4B+ (61% WR in data)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.360_composed_gld": { "id": 1353, "parent": "return_max_long_v7.356_composed_gld", "version_family": "v7", "generation": 46, "status": "draft", "created_at": "2026-04-11T08:10:32.421024+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "macro_regime_risk_off_size_scaler 1.0→0.7: reduce sizing 30% during risk-off (regime_switch -0.31→0 target)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.361_composed_gld": { "id": 1354, "parent": "return_max_long_v7.356_composed_gld", "version_family": "v7", "generation": 46, "status": "draft", "created_at": "2026-04-11T08:10:47.697432+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "reaction_close_long_extreme_orderly macro_vix_max 30→22: block highest-risk engine in stressed VIX (high_vol_chop target)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.362_composed_gld": { "id": 1355, "parent": "return_max_long_v7.356_composed_gld", "version_family": "v7", "generation": 46, "status": "draft", "created_at": "2026-04-11T08:17:47.652808+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "Switch parking to qqqm_low_dd_gld (no TQQQ): reduce sector_rotation DD 43%→<25% for better scenario RRS (33→55+ target)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.363_composed_gld": { "id": 1356, "parent": "return_max_long_v7.356_composed_gld", "version_family": "v7", "generation": 46, "status": "draft", "created_at": "2026-04-11T08:41:16.592864+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "Reduce per_trade_risk_pct 0.65→0.325 (half): improves scenario DD resilience while maintaining capped RQS quality scores. Hypothesis: RRS improves from 33 to ~50+.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.364_composed_gld": { "id": 1357, "parent": "return_max_long_v7.356_composed_gld_compound", "version_family": "v7", "generation": 47, "status": "promoted", "created_at": "2026-04-11T09:00:57.282492+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction", "v7.119 — 12-engine composite champion (SQS 92.4, 493% standalone)" ], "description": "v7.118 + 6 per-engine exit/veto optimizations. 12개 엔진. Standalone SQS 92.4 (493% return).\nBEST conservative: tqqq_calm_v2 + sleeves = 3029.38% CW, SQS 89.2\nBEST aggressive: tqqq_active_v2 + sleeves = 3245.24% CW, SQS 89.2\nParking v3: gate_vol 0.35, TQQQ vol 0.22, temp 1.0, entropy 1.45 (1.15→1.45)\nLineage: v7.70→v7.110→v7.113→v7.114→v7.115→v7.116→v7.117→v7.118→v7.119", "changelog": "Scale ALL per_trade_risk_pct values by 0.615x (0.65→0.40) to reduce DD while maintaining compound growth. Engine overrides also scaled proportionally. Expected: train DD 9.46%→5.8%, test gross_exp 69%→42%, SQS 80→83.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.37": { "id": 382, "parent": "return_max_long_v7.36", "version_family": "v7", "generation": 6, "status": "retired", "created_at": "2026-03-28T05:43:14.839476+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.36 + next_open unknown engine + widen same_day to 3%+", "changelog": "v7.36 + next_open unknown engine (post_market) + reaction 3%+", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.38": { "id": 383, "parent": "return_max_long_v7.36", "version_family": "v7", "generation": 6, "status": "retired", "created_at": "2026-03-28T05:43:15.303286+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.37 + management_change engine (65% WR positive-reaction MC events)", "changelog": "v7.37 + management_change engine (65% WR in data)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.39": { "id": 384, "parent": "return_max_long_v7.36", "version_family": "v7", "generation": 6, "status": "retired", "created_at": "2026-03-28T05:43:15.760383+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.36 + widen unknown engine: reaction 3%+, close 0.45+", "changelog": "v7.36 + widen unknown: reaction 3%+, close 0.45+", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.4": { "id": 343, "parent": "return_max_long_v6new.354", "version_family": "v7", "generation": 9, "status": "retired", "created_at": "2026-03-28T00:21:31.854331+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v354 VIX-all + aggressive risk + entropy filter — high CW with reduced overfitting", "changelog": "v354 + entropy 1.9 all orderly — reduce train overfit, keep VIX-all", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.40": { "id": 385, "parent": "return_max_long_v7.36", "version_family": "v7", "generation": 6, "status": "retired", "created_at": "2026-03-28T05:46:08.183314+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.36 + tighten unknown: reaction 8%+, mcap 10B+ (64% WR data subset)", "changelog": "v7.36 + tighten unknown: reaction 8%+, mcap 10B+ (64% WR subset)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.41": { "id": 386, "parent": "return_max_long_v7.36", "version_family": "v7", "generation": 6, "status": "retired", "created_at": "2026-03-28T05:46:08.647794+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.36 + tight next_open unknown (react 5%+, mcap 20B+, close 0.6+, vol 1.5+)", "changelog": "v7.36 + next_open unknown: tight (react 5%+, mcap 20B+, close 0.6+)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.42": { "id": 387, "parent": "return_max_long_v7.36", "version_family": "v7", "generation": 6, "status": "retired", "created_at": "2026-03-28T05:47:59.650997+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.36 + add unknown event_type to OME/material orderly engines", "changelog": "v7.36 + add unknown to OME/material orderly engines event_types", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.43": { "id": 388, "parent": "return_max_long_v7.36", "version_family": "v7", "generation": 6, "status": "retired", "created_at": "2026-03-28T06:02:28.689240+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.36 + unknown in core engine — 89% WR filters select best unknowns", "changelog": "v7.36 + add unknown to core engine (89% WR filters select best unknowns)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.44": { "id": 389, "parent": "return_max_long_v7.36", "version_family": "v7", "generation": 6, "status": "retired", "created_at": "2026-03-28T06:02:29.147601+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.36 + unknown in high-WR engines (core, broad, guidance, extreme)", "changelog": "v7.36 + unknown in core + broad_oneoff engines only (high WR engines)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.45": { "id": 390, "parent": "return_max_long_v7.36", "version_family": "v7", "generation": 6, "status": "retired", "created_at": "2026-03-28T06:02:29.617906+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.36 + unknown in ALL engines — maximum unknown event capture", "changelog": "v7.36 + unknown in ALL engines (maximum unknown capture)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.46": { "id": 391, "parent": "return_max_long_v7.36", "version_family": "v7", "generation": 6, "status": "retired", "created_at": "2026-03-28T06:04:55.603251+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.36 + unknown engine risk 0.015 — bigger bet on quality unknowns", "changelog": "v7.36 + unknown engine risk 0.008→0.015 (bigger position on quality unknowns)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.48": { "id": 393, "parent": "return_max_long_v7.47", "version_family": "v7", "generation": 7, "status": "retired", "created_at": "2026-03-28T06:12:06.624417+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.47 + unknown risk 0.030 — max conviction on quality unknowns", "changelog": "v7.47 + unknown risk 0.030 (push conviction higher)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.49": { "id": 394, "parent": "return_max_long_v7.47", "version_family": "v7", "generation": 7, "status": "retired", "created_at": "2026-03-28T06:12:07.103798+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.47 + tight next_open unknown engine (react 5%+, mcap 20B+, risk 0.015)", "changelog": "v7.47 + 2nd unknown engine: next_open react 5%+ mcap 20B+ risk 0.015", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.5": { "id": 344, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:31:15.286139+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + entropy 1.9 on OME — reduce high-entropy noise trades", "changelog": "v7.1 + entropy 1.9 on unknown_ome — tighter WFV gap", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.50": { "id": 395, "parent": "return_max_long_v7.47", "version_family": "v7", "generation": 7, "status": "retired", "created_at": "2026-03-28T06:12:07.562788+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.47 + unknown in core engine — double unknown capture", "changelog": "v7.47 + unknown in core engine (catch unknowns through 89% WR filter)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.51": { "id": 396, "parent": "return_max_long_v7.47", "version_family": "v7", "generation": 7, "status": "retired", "created_at": "2026-03-28T06:12:08.023282+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.47 + global risk 0.085 — better 10k position sizing", "changelog": "v7.47 + risk 0.085 global (10k position sizing boost)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.52": { "id": 397, "parent": "return_max_long_v7.47", "version_family": "v7", "generation": 7, "status": "retired", "created_at": "2026-03-28T06:17:21.576327+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.47 + a_tier 0.55 — more events get A-tier sizing", "changelog": "v7.47 + a_tier_threshold 0.58→0.55 (more A-tier = bigger positions on good events)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.53": { "id": 398, "parent": "return_max_long_v7.47", "version_family": "v7", "generation": 7, "status": "retired", "created_at": "2026-03-28T06:17:22.033165+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.47 + unknown budget 0.25 — more capital for quality unknowns", "changelog": "v7.47 + unknown engine_risk_budget 0.15→0.25 (more budget for unknowns)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.56": { "id": 401, "parent": "return_max_long_v7.54", "version_family": "v7", "generation": 8, "status": "retired", "created_at": "2026-03-28T06:28:20.239787+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.54 + unknown in OME engines — wider unknown capture", "changelog": "v7.54 + unknown in OME orderly engines (more unknown capture)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.57": { "id": 402, "parent": "return_max_long_v7.54", "version_family": "v7", "generation": 8, "status": "retired", "created_at": "2026-03-28T06:28:20.705062+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.54 + global risk 0.075 — mild sizing bump", "changelog": "v7.54 + risk 0.075 (slight global risk bump)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.59": { "id": 404, "parent": "return_max_long_v7.54", "version_family": "v7", "generation": 8, "status": "retired", "created_at": "2026-03-28T06:28:21.679319+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.54 + max_positions 24→20 — tighter capital concentration", "changelog": "v7.54 + max_positions 20 (more concurrent at 10k)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.6": { "id": 345, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:31:15.779469+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + global risk 0.085 — meaningful positions at 10k", "changelog": "v7.1 + global risk 0.085 — better position sizing at 10k", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.60": { "id": 405, "parent": "return_max_long_v7.55", "version_family": "v7", "generation": 9, "status": "retired", "created_at": "2026-03-28T06:36:16.229603+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.55 + daily_risk 2.0 — push daily deployment limit", "changelog": "v7.55 + daily_risk 2.0 (push limit)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.61": { "id": 406, "parent": "return_max_long_v7.55", "version_family": "v7", "generation": 9, "status": "retired", "created_at": "2026-03-28T06:36:16.694397+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.55 + entropy 2.0 on OME — gap reduction at max deploy", "changelog": "v7.55 + entropy 2.0 OME + daily_risk 1.5 (gap control)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.62": { "id": 407, "parent": "return_max_long_v7.55", "version_family": "v7", "generation": 9, "status": "retired", "created_at": "2026-03-28T06:36:17.155376+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.55 + unknown in core — max deploy + double unknown capture", "changelog": "v7.55 + unknown in core engine (double capture at max deploy)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.64": { "id": 409, "parent": "return_max_long_v7.55", "version_family": "v7", "generation": 9, "status": "retired", "created_at": "2026-03-28T06:36:18.085170+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.55 + daily 2.0 + broad 0.015 + unknown core — full push combo", "changelog": "v7.55 + daily_risk 2.0 + broad 0.015 + unknown in core", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.66": { "id": 411, "parent": "return_max_long_v7.63", "version_family": "v7", "generation": 10, "status": "retired", "created_at": "2026-03-28T06:49:21.353997+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.55 + broad_oneoff risk 0.015 — boost top PnL engine", "changelog": "v7.63 + OME risk 0.025 (boost 2nd engine)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.67": { "id": 412, "parent": "return_max_long_v7.63", "version_family": "v7", "generation": 10, "status": "retired", "created_at": "2026-03-28T06:49:21.810430+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.55 + broad_oneoff risk 0.015 — boost top PnL engine", "changelog": "v7.63 + broad 0.020 + OME 0.025 (double engine boost)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.69": { "id": 414, "parent": "return_max_long_v7.63", "version_family": "v7", "generation": 10, "status": "retired", "created_at": "2026-03-28T06:49:22.732407+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.55 + broad_oneoff risk 0.015 — boost top PnL engine", "changelog": "v7.63 + core risk 0.050 (89% WR engine boost)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.7": { "id": 346, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:31:16.266926+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + risk 0.085 + entropy OME — balanced CW/SQS", "changelog": "v7.1 + risk 0.085 + entropy 1.9 OME — combine best of both", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.70": { "id": 415, "parent": "return_max_long_v7.65", "version_family": "v7", "generation": 11, "status": "active", "created_at": "2026-03-28T06:56:04.654440+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.65 + broad_oneoff risk 0.025. ★ Sharpe 최적점 (3.13).\n\n이 전략이 v7 시리즈에서 risk-adjusted return의 정점. broad risk를 0.025 이상으로 올리면 (v7.73에서 0.035 테스트) Sharpe가 하락하기 시작함. CW는 계속 올라가지만 리스크 효율이 떨어지는 지점.\n\n전체 경로 요약: v362(Sharpe 2.83) → VIX-all(2.83) → unknown(2.85) → conviction(2.88) → daily 1.0(2.98) → daily 1.5(3.04) → broad .015(3.09) → broad .020(3.11) → broad .025(3.13) → broad .035(3.11↓). 매 단계에서 DD가 5.6%로 동일한 채 Sharpe만 상승하다가, 이 지점에서 꺾임.\n\n[10k 기준] SQS 76.9 | Sharpe 3.13 (peak) | Calmar 9.6 | PF 12.4 | WR 65%\nTrain +130.2% (134t) | Valid +50.6% (28t) | Test +57.7% (24t, DD 2.9%)\nCW +468.5% (185t, DD 5.6%) | WFV: median 11.7%, mean 15.4%, worst 5.03%, gap 30.8%\n\nv362 대비: SQS +2.3pp, Test +10.3pp, CW +152pp, Sharpe +0.30, DD 동일.\n$10k Sharpe-optimal configuration. 공격적이지만 risk-efficient한 최고 수준.", "changelog": "v7.65 + broad 0.025", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.70_midwide": { "id": 688, "parent": "return_max_long_v7.70", "version_family": "v7", "generation": 12, "status": "retired", "created_at": "2026-03-30T20:11:54.199458+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.65 + broad_oneoff risk 0.025. ★ Sharpe 최적점 (3.13).\n\n이 전략이 v7 시리즈에서 risk-adjusted return의 정점. broad risk를 0.025 이상으로 올리면 (v7.73에서 0.035 테스트) Sharpe가 하락하기 시작함. CW는 계속 올라가지만 리스크 효율이 떨어지는 지점.\n\n전체 경로 요약: v362(Sharpe 2.83) → VIX-all(2.83) → unknown(2.85) → conviction(2.88) → daily 1.0(2.98) → daily 1.5(3.04) → broad .015(3.09) → broad .020(3.11) → broad .025(3.13) → broad .035(3.11↓). 매 단계에서 DD가 5.6%로 동일한 채 Sharpe만 상승하다가, 이 지점에서 꺾임.\n\n[10k 기준] SQS 76.9 | Sharpe 3.13 (peak) | Calmar 9.6 | PF 12.4 | WR 65%\nTrain +130.2% (134t) | Valid +50.6% (28t) | Test +57.7% (24t, DD 2.9%)\nCW +468.5% (185t, DD 5.6%) | WFV: median 11.7%, mean 15.4%, worst 5.03%, gap 30.8%\n\nv362 대비: SQS +2.3pp, Test +10.3pp, CW +152pp, Sharpe +0.30, DD 동일.\n$10k Sharpe-optimal configuration. 공격적이지만 risk-efficient한 최고 수준.", "changelog": "v7.70 on midwide universe (.2B-B, 8360 events). Tests if extending to smaller caps improves alpha. Missing tier2/tier3/macro features (null fallback).", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.71": { "id": 416, "parent": "return_max_long_v7.65", "version_family": "v7", "generation": 11, "status": "retired", "created_at": "2026-03-28T06:56:05.128084+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.55 + broad_oneoff risk 0.015 — boost top PnL engine", "changelog": "v7.65 + guidance 0.05 (combo best engines)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.73": { "id": 418, "parent": "return_max_long_v7.70", "version_family": "v7", "generation": 12, "status": "retired", "created_at": "2026-03-28T07:13:16.179944+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + broad 0.035 + daily 2.0. ⚠ Sharpe 하락 시작점.\n\nv7.70(Sharpe 3.13)에서 broad를 0.035로 올리자 Sharpe 3.11로 하락. CW는 485.6%로 올라가지만 PF가 12.4→11.9로 떨어짐 — broad 엔진의 marginal trade에서 수익성이 낮아지는 신호.\n\n[10k 기준] Sharpe 3.11 (↓0.02) | Calmar 9.8 | CW +485.6% | DD 5.6%\n\n이 지점부터 sizing이 과도해짐. 수익은 올라가지만 리스크 대비 효율이 악화. 실전 사용 비추천.", "changelog": "v7.70 + broad 0.035 + daily 2.0", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.74": { "id": 419, "parent": "return_max_long_v7.70", "version_family": "v7", "generation": 12, "status": "retired", "created_at": "2026-03-28T07:13:16.649445+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + broad 0.045 + daily 3.0. ⚠ Sizing 과도 구간.\n\nSharpe 3.04로 v7.55 수준으로 후퇴. CW 502.8%($10k→$50k+)로 처음 500% 돌파했지만, 같은 Sharpe를 v7.55가 더 적은 리스크로 달성. 즉 불필요한 리스크를 지고 있는 상태.\n\n[10k 기준] Sharpe 3.04 (↓0.09 from peak) | Calmar 10.0 | CW +502.8% | DD 5.6%\n\nCW 수치에 현혹되기 쉽지만 risk-efficiency가 악화된 명확한 과적합 구간.", "changelog": "v7.70 + broad 0.045 + daily 3.0 (extreme)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.75": { "id": 420, "parent": "return_max_long_v7.70", "version_family": "v7", "generation": 12, "status": "retired", "created_at": "2026-03-28T07:13:17.118672+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + global risk 0.10 + broad 0.045 + daily 3.0. ⛔ 명확한 과적합.\n\nMaxDD가 처음으로 5.6%에서 7.5%로 점프. 지금까지 모든 v7 전략이 DD 5.6%를 유지했는데, 이 전략에서 처음 깨짐. Calmar 7.5(v7.70의 9.6에서 급락), Sharpe 2.98(v7.1 수준으로 후퇴).\n\n[10k 기준] Sharpe 2.98 (↓0.15 from peak) | Calmar 7.5 (↓2.1) | CW +512.3% | DD 7.5% (↑)\n\nCW 512%는 인상적이지만 DD 증가 + Calmar/Sharpe 급락은 sizing이 전략의 edge를 넘어섰다는 명확한 신호. 절대 사용하지 말 것.", "changelog": "v7.70 + global risk 0.10 + daily 3.0 (max push)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.76": { "id": 422, "parent": "return_max_long_v7.70", "version_family": "v7", "generation": 12, "status": "retired", "created_at": "2026-03-28T10:30:03.143333+00:00", "created_by": "claude", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + contrarian OBV scoring (v17). 데이터 분석에서 OBV slope 방향이 반대로 적용되었음을 발견. OBV Q1 (distribution, 기관 매도) = 56.4% WR vs Q5 (accumulation) = 51.2%. PEAD는 contrarian 신호에 유리: 이벤트 전 기관이 매도하던 주식이 긍정 이벤트 후 더 좋은 drift를 보임. v17 scoring = v13e + contrarian OBV bonus (+0.04 for distribution pattern).", "changelog": "v7.70 + contrarian OBV scoring (v17). OBV Q1 (distribution pattern) = 56.4% WR vs Q5 (accumulation) = 51.2%. Reversing OBV direction to correctly reward contrarian signal.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.77": { "id": 423, "parent": "return_max_long_v7.70", "version_family": "v7", "generation": 12, "status": "retired", "created_at": "2026-03-28T10:30:10.224586+00:00", "created_by": "claude", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + contrarian OBV + BB scoring (v17b). OBV Q1 + BB Q1 조합이 58.1% WR로 가장 높은 승률의 dual signal. OBV distribution + BB below midline = 이벤트 전 underpriced → 이벤트 후 더 큰 drift. v17b = v13e + contrarian OBV (+0.04) + contrarian BB (+0.03).", "changelog": "v7.70 + contrarian OBV + BB scoring (v17b). OBV Q1 + BB Q1 combo = 58.1% WR (best dual signal). Both features were applied in wrong direction previously.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.78": { "id": 424, "parent": "return_max_long_v7.70", "version_family": "v7", "generation": 12, "status": "retired", "created_at": "2026-03-28T10:30:10.699410+00:00", "created_by": "claude", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + full contrarian reversal (v17c). OBV + BB + RSI 모두 방향 반전 + OU theta bonus. 이전 실험에서 절반의 feature 방향이 반대였음을 발견하고 전부 교정. v17c = v13e + contrarian OBV/BB/RSI + OU theta. 최대 coverage 버전.", "changelog": "v7.70 + full contrarian signals (v17c). OBV + BB + RSI reversed + OU theta. All previously backward features corrected.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.79": { "id": 425, "parent": "return_max_long_v7.70", "version_family": "v7", "generation": 12, "status": "retired", "created_at": "2026-03-28T10:30:49.325843+00:00", "created_by": "claude", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + engine-specific risk sizing. 엔진별 WR에 기반한 차등 리스크: earnings bullish raised (65%+ WR) → per_trade_risk 0.08, core engines (60% WR) → 0.069 (유지), unknown/material (50-55% WR) → 0.04. 현재 일률적 6.9%보다 자본 효율이 높을 수 있음.", "changelog": "v7.70 + engine-specific risk sizing. Earnings bullish raised: 0.08 (high WR), core: 0.069 (base), unknown/material: 0.04 (lower WR). Risk weighted by empirical win rate per engine type.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.8": { "id": 347, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:31:16.775521+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + risk 0.085 + entropy 2.0 all orderly — WFV gap minimized", "changelog": "v7.1 + entropy 2.0 on all orderly + risk 0.085", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.80": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7", "generation": 12, "status": "retired", "created_at": "2026-03-28T07:00:00.000000+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v7", "earnings-surprise" ], "aliases": [], "description": "v7.70 + earnings surprise bonus (v13e_surp). Tests whether actual EPS vs estimate data improves scoring.\n\nEarnings surprise data exists in tier3 snapshot but unused by v13e. This adds use_earnings_surprise_bonus=True:\n- 0-3% beat → +0.10 bonus (sweet spot: gradual repricing)\n- 3-8% beat → +0.05 bonus\n- >8% beat → no change (already priced in)\n- miss → -0.05 penalty\n\nCoverage: ~22% of earnings_release events (596/2703 in train). Non-earnings events unaffected.", "changelog": "v7.70 + earnings surprise bonus (v13e_surp)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.81": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7", "generation": 12, "status": "retired", "created_at": "2026-03-28T07:00:01.000000+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v7", "midwide" ], "aliases": [], "description": "v7.70 on midwide universe ($1B+ mcap, $10 price, $50M vol). Tests if expanding universe from 6,560 to 8,360 train events improves performance.\n\nNote: midwide snapshot has base features only (no tier3: no entropy/hurst/OU). Entropy bonus in v13e will not fire (entropy=None → skip). Tests net effect of +27% more events.\n\nUniverse filters lowered to match midwide profile: min_market_cap_proxy=1B, min_price=10, min_avg_dollar_volume=50M.\n\nNote: macro_vix_max removed from all engines (midwide/midplus snapshot lacks macro_vix data).", "changelog": "v7.70 on midwide universe (1B+ mcap)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.82": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7", "generation": 12, "status": "retired", "created_at": "2026-03-28T07:00:02.000000+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v7", "midplus" ], "aliases": [], "description": "v7.70 on midplus universe ($1.5B+ mcap, $12 price, $65M vol). Tests if expanding universe from 6,560 to 7,027 train events improves performance.\n\nNote: midplus snapshot has base features only (no tier3: no entropy/hurst/OU). Entropy bonus in v13e will not fire. Tests +7% more events, conservative expansion vs midwide.\n\nNote: macro_vix_max removed from all engines (midwide/midplus snapshot lacks macro_vix data).", "changelog": "v7.70 on midplus universe (1.5B+ mcap)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.83": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7", "generation": 12, "status": "retired", "created_at": "2026-03-28T07:00:03.000000+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v7", "midwide", "v5-scoring" ], "aliases": [], "description": "v5 scoring on midwide universe. Control experiment: v5 has no entropy bonus so this tests pure universe expansion effect without any tier3 feature dependency.\n\nComparison chain:\n- v7.70 (tier3, v13e): baseline\n- v7.81 (midwide, v13e): entropy bonus dormant\n- v7.83 (midwide, v5): pure universe effect with v5\nIf v7.83 > v7.70 then universe expansion is net positive. If v7.81 ≈ v7.83, entropy bonus was adding real value on tier3.\n\nNote: macro_vix_max removed from all engines (midwide/midplus snapshot lacks macro_vix data).", "changelog": "v5 scoring on midwide universe (control)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.84": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7.84", "generation": 12, "status": "retired", "created_at": "2026-03-28T18:04:33Z", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + Hurst trending bonus (v13e_h). Tests if Hurst>0.55 trending regime predicts stronger PEAD drift.", "changelog": "Hurst trending bonus on v7.70 base", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.85": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7.85", "generation": 12, "status": "retired", "created_at": "2026-03-28T18:04:33Z", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + OU theta bonus (v13e_ou). OU theta<0.02 = slow mean-reversion → price stays at new level longer.", "changelog": "OU theta bonus on v7.70 base", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.86": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7.86", "generation": 12, "status": "retired", "created_at": "2026-03-28T18:04:33Z", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + tier3 bonuses (v13e_t3): OU + gravitational pull + market temperature. All three tier3 signals combined.", "changelog": "Full tier3 bonuses on v7.70 base", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.87": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7.87", "generation": 12, "status": "retired", "created_at": "2026-03-28T18:04:33Z", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + all tier2+tier3 bonuses (v13e_t23): hurst+entropy+sector+OU+grav+temp. Maximum scoring signal stack.", "changelog": "Full tier2+tier3 bonus stack on v7.70 base", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.88": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7.88", "generation": 12, "status": "retired", "created_at": "2026-03-28T18:04:33Z", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + dynamic hold: checkpoints [(D5,R=0),(D8,R=0.1)] cut losers, extend winners to D20 if R≥0.3 at D8.", "changelog": "Dynamic hold: early loser cut at D5/D8 + winner extension to mhd=20 on v7.70 base", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.89": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7.89", "generation": 12, "status": "retired", "created_at": "2026-03-28T18:04:33Z", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + adaptive exit: close_location-based trailing warmup. Exhaustion (≥0.90)→warmup 1d; orderly (0.70-0.88)→warmup 12d.", "changelog": "Adaptive exit on v7.70 base: close_location zones adjust trailing warmup", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.9": { "id": 348, "parent": "return_max_long_v7.1", "version_family": "v7", "generation": 5, "status": "retired", "created_at": "2026-03-28T00:31:17.436576+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.1 + broad 0.015 + OME 0.015 — mild targeted risk-up", "changelog": "v7.1 + broad 0.015 + OME 0.015 (mild engine risk-up)", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.90": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7.90", "generation": 12, "status": "retired", "created_at": "2026-03-28T18:04:33Z", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + dynamic hold + adaptive exit combined. Loser cut at D5/D8, winner extend to D20, plus close_location-based warmup.", "changelog": "Dynamic hold + adaptive exit combined on v7.70 base", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.91": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7.91", "generation": 12, "status": "retired", "created_at": "2026-03-28T18:43:15Z", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + prior drift positive-only bonus (v13e_pd). Prior same-ticker 5d drift >+2% → +5% bonus. 76% coverage, 8.1pp WR spread.", "changelog": "scoring_model → return_max_long_v13e_pd", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.92": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7.92", "generation": 12, "status": "retired", "created_at": "2026-03-28T18:43:15Z", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + macro regime positive-only bonus (v13e_mr). VIX>18 + HY>3.25 fear regime → +5%. 100% coverage, 11.5pp WR spread.", "changelog": "scoring_model → return_max_long_v13e_mr", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.93": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7.93", "generation": 12, "status": "retired", "created_at": "2026-03-28T18:43:15Z", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + prior drift + macro regime combined positive-only (v13e_pdmr). V11 style on v13e base.", "changelog": "scoring_model → return_max_long_v13e_pdmr", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.94": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7.94", "generation": 12, "status": "retired", "created_at": "2026-03-28T18:43:15Z", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + prior drift bidirectional (v13e_pd2). Positive drift → +10% bonus, negative → -10% penalty.", "changelog": "scoring_model → return_max_long_v13e_pd2", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.95": { "id": 415, "parent": "return_max_long_v7.70", "version_family": "v7", "generation": 11, "status": "retired", "created_at": "2026-03-28T06:56:04.654440+00:00", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 on enriched midwide universe (mid+smallcap, 11943 events vs 9372): test universe expansion with VIX filter + entropy scoring", "changelog": "Universe expansion: midwide (mid+small cap) vs midlarge (mid+large cap). Same scoring/engines/params.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.96": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7.91", "generation": 12, "status": "retired", "created_at": "2026-03-28T18:43:15Z", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + Quantum Signal Coherence (multiplicative). 7-signal coherence fraction → ×0.85~×1.15 scaler. Constructive interference when signals align.", "changelog": "Physics: Quantum Signal Coherence. 7-signal coherence fraction → multiplicative ×0.85~×1.15 scaler. Addresses core failure of all prior additive bonuses.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.97": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7.91", "generation": 12, "status": "retired", "created_at": "2026-03-28T18:43:15Z", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + Boltzmann Temperature Gate (multiplicative). Cold market (<0.8) ×1.10, hot (>1.3) ×0.85. Affects 58% of trades.", "changelog": "Physics: Boltzmann Temperature Gate. Cold market (<0.8) ×1.10, hot (>1.3) ×0.85. Affects 58% of trades. 2-3x stronger than prior ±0.03 additive bonus.", "has_journal_entry": false, "sqs_score": null }, "return_max_long_v7.98": { "id": null, "parent": "return_max_long_v7.70", "version_family": "v7.91", "generation": 12, "status": "retired", "created_at": "2026-03-28T18:43:15Z", "created_by": "ai_agent", "tags": [ "return-max", "v6new", "de-risk" ], "aliases": [ "conviction" ], "description": "v7.70 + Heisenberg Uncertainty Gate (multiplicative). Entropy×temperature product: high(>2.5)×0.85, low(<1.0)×1.10. Dual uncertainty penalty.", "changelog": "Physics: Heisenberg Uncertainty Gate. Entropy×temperature product: high(>2.5)×0.85, low(<1.0)×1.10. Interaction term captures dual uncertainty.", "has_journal_entry": false, "sqs_score": null } } }