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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> |
7 months ago | |
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| .. | ||
| backtest | 7 months ago | |
| experiments | 7 months ago | |
| app.yaml | 7 months ago | |
| fred_series.yaml | 7 months ago | |
| symbols.yaml | 7 months ago | |
| symbols_backup_largecap.yaml | 7 months ago | |
| symbols_largecap.yaml | 7 months ago | |
| symbols_midcap.yaml | 7 months ago | |
| symbols_smallmid.yaml | 7 months ago | |