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fithia2/journal/LEADERBOARD.md

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Strategy Improvement Leaderboard

Updated: 2026-03-31T16:55:04.381614+00:00

Default view excludes retired legacy PEAD / short-core / exact-pocket families, pre-IMP-0606 archived research, and incomplete train-only scans. Use fithia2 lb --include-retired to inspect archived research.

SQS below is public SQS v4: v3 deployment/WFV-first ranking plus a modest 10k common-window capital-growth term when a comparable run is attached. Missing common-window runs fall back to v3. Stress OOT remains an eligibility gate. Multi-capital common-window stays in experiment_registry.json as diagnostics only.

# ID Experiment SQS [Tr]Ret% [V]Ret% [T]Ret% [T]Ann% [T]DD% [T]Gross% [T]DIM% [T]R/G Date
1 778 return_max_long_v17.1 78.4 +135.7 +67.8 +62.8 +225.1 1.5 47.8 80.8 1.31 2026-03-31
2 415 return_max_long_v7.70 78.1 +130.2 +50.6 +57.7 +200.9 2.9 42.7 79.8 1.35 2026-03-28
3 640 return_max_long_v11.49 76.9 +140.8 +68.5 +65.6 +238.7 1.7 49.5 80.8 1.33 2026-03-30
4 632 return_max_long_v11.41 76.9 +140.8 +67.9 +65.1 +236.1 1.8 49.0 80.8 1.33 2026-03-30
5 410 return_max_long_v7.65 76.9 +125.2 +50.9 +56.5 +195.4 2.8 42.1 79.8 1.34 2026-03-28
6 595 return_max_long_v11.7 76.8 +135.2 +64.3 +65.1 +236.1 1.8 49.0 80.8 1.33 2026-03-29
7 563 return_max_long_v10.168 76.8 +146.7 +62.8 +65.4 +237.8 1.7 48.5 76.9 1.35 2026-03-29
8 567 return_max_long_v10.172 76.8 +149.7 +62.8 +65.4 +237.8 1.7 48.5 76.9 1.35 2026-03-29
9 559 return_max_long_v10.164 76.8 +146.7 +62.8 +65.0 +235.6 1.7 48.1 76.9 1.35 2026-03-29
10 408 return_max_long_v7.63 76.8 +122.5 +51.3 +56.4 +195.1 2.8 41.7 79.8 1.35 2026-03-28
11 772 return_max_long_v15.4 76.5 +137.0 +58.6 +59.0 +207.0 1.8 46.2 81.7 1.28 2026-03-31
12 413 return_max_long_v7.68 76.5 +124.8 +52.8 +55.3 +190.0 1.9 47.2 81.7 1.17 2026-03-28
13 417 return_max_long_v7.72 76.5 +132.8 +52.2 +56.6 +195.7 1.9 48.2 81.7 1.17 2026-03-28
14 590 return_max_long_v11.2 76.4 +140.8 +58.7 +61.6 +219.3 1.8 47.7 80.8 1.29 2026-03-29
15 400 return_max_long_v7.55 76.4 +115.8 +51.5 +53.8 +183.4 1.8 45.0 81.7 1.20 2026-03-28
16 556 return_max_long_v10.161 76.1 +146.7 +62.8 +63.7 +229.6 1.8 47.0 76.0 1.36 2026-03-29
17 555 return_max_long_v10.160 76.1 +146.7 +62.6 +63.7 +229.6 1.8 47.0 76.0 1.36 2026-03-29
18 399 return_max_long_v7.54 75.9 +108.7 +48.9 +50.3 +168.0 1.5 41.5 81.7 1.21 2026-03-28
19 403 return_max_long_v7.58 75.8 +108.0 +48.9 +50.3 +168.0 1.5 41.5 81.7 1.21 2026-03-28
20 392 return_max_long_v7.47 74.9 +101.4 +46.9 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
21 381 return_max_long_v7.36 74.7 +96.4 +46.9 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
22 480 return_max_long_v10.47 74.6 +134.3 +52.4 +59.0 +207.1 1.8 46.1 81.7 1.28 2026-03-29
23 387 return_max_long_v7.42 74.6 +96.6 +47.6 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
24 228 return_max_long_v6new.362 74.6 +96.9 +46.9 +47.9 +157.8 1.8 39.2 82.7 1.22 2026-03-27
25 548 return_max_long_v10.153 74.4 +144.9 +62.8 +63.2 +227.2 1.8 46.7 75.0 1.35 2026-03-29
26 540 return_max_long_v10.145 74.4 +144.9 +62.2 +62.6 +224.0 1.8 46.5 75.0 1.35 2026-03-29
27 396 return_max_long_v7.51 74.4 +101.4 +48.5 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
28 2 conviction_v6new.307 74.4 +97.4 +46.9 +46.8 +153.3 2.4 39.9 82.7 1.17 2026-03-27
29 340 return_max_long_v7.1 74.3 +92.5 +46.9 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
30 589 return_max_long_v11.1 74.1 +141.9 +58.7 +59.2 +208.2 1.8 45.7 75.0 1.30 2026-03-29
31 345 return_max_long_v7.6 73.8 +92.5 +48.5 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
32 346 return_max_long_v7.7 73.6 +88.1 +48.6 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
33 493 return_max_long_v10.95 73.5 +142.7 +59.8 +59.6 +210.0 1.8 45.9 77.9 1.30 2026-03-29
34 357 return_max_long_v7.15 73.5 +94.1 +46.9 +47.5 +155.9 1.8 38.7 79.8 1.23 2026-03-28
35 486 return_max_long_v10.92 73.3 +141.2 +59.8 +59.6 +210.0 1.8 45.9 77.9 1.30 2026-03-29
36 482 return_max_long_v10.90 73.3 +141.2 +59.7 +59.6 +210.0 1.8 45.9 77.9 1.30 2026-03-29
37 734 return_max_long_v10.5sh 73.1 +117.6 +49.4 +52.3 +176.5 3.9 47.2 82.7 1.11 2026-03-31
38 42 return_max_long_v6new.100 73.0 +57.2 +35.6 +41.8 +132.7 2.7 30.5 83.7 1.37 2026-03-26
39 497 return_max_long_v10.99 72.9 +144.9 +60.1 +59.9 +211.2 1.8 45.4 71.2 1.32 2026-03-29
40 292 return_max_long_v6new.96 72.9 +58.5 +35.6 +41.9 +133.3 2.7 30.2 83.7 1.39 2026-03-26
41 295 return_max_long_v6new.99 72.9 +60.0 +32.2 +38.3 +119.3 2.9 31.8 84.6 1.21 2026-03-26
42 45 return_max_long_v6new.103 72.9 +60.0 +32.2 +38.3 +119.3 2.9 31.8 84.6 1.21 2026-03-26
43 47 return_max_long_v6new.105 72.9 +60.0 +32.2 +38.3 +119.3 2.9 31.8 84.6 1.21 2026-03-26
44 3 core_boost_v6new.288 72.8 +89.9 +44.6 +45.6 +148.0 2.7 37.3 82.7 1.22 2026-03-27
45 289 return_max_long_v6new.93 72.8 +59.8 +32.2 +38.5 +120.0 2.9 31.5 84.6 1.22 2026-03-26
46 44 return_max_long_v6new.102 72.8 +61.3 +32.1 +38.1 +118.2 2.9 31.6 84.6 1.20 2026-03-26
47 139 return_max_long_v6new.275 72.7 +86.4 +45.7 +45.5 +147.6 2.7 37.2 83.7 1.22 2026-03-27
48 268 return_max_long_v6new.72 72.7 +59.3 +35.8 +39.8 +124.8 2.9 33.8 84.6 1.18 2026-03-26
49 269 return_max_long_v6new.73 72.7 +59.3 +35.8 +39.8 +124.8 2.9 33.8 84.6 1.18 2026-03-26
50 280 return_max_long_v6new.84 72.7 +59.3 +35.8 +39.8 +124.8 2.9 33.8 84.6 1.18 2026-03-26
51 267 return_max_long_v6new.71 72.7 +58.2 +35.7 +39.0 +121.9 2.8 33.5 84.6 1.16 2026-03-26
52 271 return_max_long_v6new.75 72.7 +58.2 +35.7 +39.0 +121.9 2.8 33.5 84.6 1.16 2026-03-26
53 272 return_max_long_v6new.76 72.7 +58.2 +35.7 +39.0 +121.9 2.8 33.5 84.6 1.16 2026-03-26
54 279 return_max_long_v6new.83 72.7 +58.2 +35.7 +39.0 +121.9 2.8 33.5 84.6 1.16 2026-03-26
55 46 return_max_long_v6new.104 72.7 +60.7 +32.0 +38.1 +118.2 2.9 31.5 84.6 1.21 2026-03-26
56 58 return_max_long_v6new.196 72.6 +82.4 +41.9 +41.8 +132.9 2.7 39.5 84.6 1.06 2026-03-26
57 5 entropy_safe_v6new.196 72.6 +82.4 +41.9 +41.8 +132.9 2.7 39.5 84.6 1.06 2026-03-27
58 270 return_max_long_v6new.74 72.6 +59.4 +36.0 +39.3 +122.8 2.7 35.2 84.6 1.11 2026-03-26
59 287 return_max_long_v6new.90 72.6 +57.7 +35.5 +39.0 +121.8 2.8 33.3 84.6 1.17 2026-03-26
60 69 return_max_long_v6new.207 72.5 +82.7 +43.1 +41.8 +132.6 2.7 40.1 84.6 1.04 2026-03-26
61 136 return_max_long_v6new.272 72.4 +86.4 +45.6 +44.9 +145.3 2.7 38.5 83.7 1.17 2026-03-27
62 276 return_max_long_v6new.80 72.4 +76.1 +41.8 +37.2 +114.8 2.7 37.0 84.6 1.00 2026-03-26
63 278 return_max_long_v6new.82 72.4 +75.6 +41.7 +36.8 +113.4 2.7 36.8 84.6 1.00 2026-03-26
64 50 return_max_long_v6new.122 72.4 +77.4 +41.5 +38.0 +118.1 2.7 38.2 84.6 1.00 2026-03-26
65 274 return_max_long_v6new.78 72.4 +76.7 +41.5 +37.8 +117.2 2.7 37.5 84.6 1.01 2026-03-26
66 275 return_max_long_v6new.79 72.4 +76.7 +41.5 +37.8 +117.2 2.7 37.5 84.6 1.01 2026-03-26
67 273 return_max_long_v6new.77 72.4 +58.3 +36.0 +38.6 +120.1 2.7 34.9 84.6 1.10 2026-03-26
68 266 return_max_long_v6new.70 72.4 +57.7 +35.4 +38.5 +119.9 2.7 33.5 84.6 1.15 2026-03-26
69 55 return_max_long_v6new.155 72.3 +77.7 +42.5 +37.9 +117.6 2.7 39.2 84.6 0.97 2026-03-26
70 277 return_max_long_v6new.81 72.3 +76.3 +41.8 +37.2 +114.8 2.7 37.1 84.6 1.00 2026-03-26
71 56 return_max_long_v6new.164 72.3 +77.4 +41.5 +42.1 +133.9 2.7 39.2 84.6 1.07 2026-03-26
72 54 return_max_long_v6new.134 72.2 +284.0 +50.3 +49.7 +165.2 1.4 39.4 84.6 1.26 2026-03-26
73 57 return_max_long_v6new.185 72.2 +77.4 +41.9 +42.0 +133.7 2.7 39.5 84.6 1.06 2026-03-26
74 265 return_max_long_v6new.69 72.2 +55.8 +34.7 +37.8 +117.2 2.7 33.1 84.6 1.14 2026-03-26
75 118 return_max_long_v6new.255 72.1 +83.1 +44.6 +41.8 +132.7 2.7 40.3 84.6 1.04 2026-03-27
76 288 return_max_long_v6new.92 72.1 +59.2 +35.2 +37.7 +116.6 2.9 32.1 84.6 1.17 2026-03-26
77 293 return_max_long_v6new.97 72.0 +56.6 +35.2 +37.8 +117.3 2.9 31.9 84.6 1.18 2026-03-26
78 290 return_max_long_v6new.94 72.0 +55.9 +35.0 +37.1 +114.6 2.8 32.0 84.6 1.16 2026-03-26
79 261 return_max_long_v6new.65 72.0 +56.9 +33.9 +37.1 +114.5 2.7 32.6 84.6 1.14 2026-03-26
80 285 return_max_long_v6new.89 71.9 +53.6 +35.8 +39.0 +121.9 2.8 33.2 84.6 1.18 2026-03-26
81 263 return_max_long_v6new.67 71.8 +73.0 +39.4 +35.7 +109.2 2.7 36.0 84.6 0.99 2026-03-26
82 264 return_max_long_v6new.68 71.8 +73.9 +38.9 +35.1 +106.9 2.7 35.9 84.6 0.98 2026-03-26
83 260 return_max_long_v6new.64 71.7 +56.3 +33.2 +35.8 +109.6 2.7 31.9 84.6 1.12 2026-03-26
84 262 return_max_long_v6new.66 71.6 +72.3 +38.9 +35.0 +106.6 2.7 35.6 84.6 0.98 2026-03-26
85 155 return_max_long_v6new.29 71.6 +66.2 +38.8 +52.7 +174.5 3.4 39.9 82.1 1.32 2026-03-25
86 259 return_max_long_v6new.63 71.5 +55.8 +32.4 +34.5 +104.9 2.7 31.2 84.6 1.11 2026-03-26
87 254 return_max_long_v6new.58 71.0 +54.2 +31.7 +33.2 +100.1 2.7 30.4 84.6 1.09 2026-03-26
88 43 return_max_long_v6new.101 70.9 +58.9 +35.2 +36.5 +112.4 2.9 30.9 80.8 1.18 2026-03-26
89 250 return_max_long_v6new.54 70.8 +73.7 +37.6 +33.4 +100.9 2.7 35.3 84.6 0.95 2026-03-26
90 256 return_max_long_v6new.60 70.8 +55.8 +31.7 +32.0 +95.9 2.7 30.1 84.6 1.06 2026-03-26
91 258 return_max_long_v6new.62 70.5 +53.1 +31.4 +31.6 +94.4 2.7 28.8 84.6 1.10 2026-03-26
92 253 return_max_long_v6new.57 70.4 +53.8 +31.0 +32.0 +95.6 2.7 29.7 84.6 1.08 2026-03-26
93 255 return_max_long_v6new.59 70.3 +55.5 +31.0 +30.7 +91.1 2.7 29.4 84.6 1.04 2026-03-26
94 392 return_max_long_v7.47 70.0 +101.4 +46.9 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
95 251 return_max_long_v6new.55 70.0 +54.4 +30.2 +30.7 +91.2 2.7 28.9 84.6 1.06 2026-03-26
96 396 return_max_long_v7.51 69.9 +101.4 +48.5 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
97 257 return_max_long_v6new.61 69.9 +53.5 +30.7 +30.0 +88.8 2.6 28.0 84.6 1.07 2026-03-26
98 779 return_max_long_v17.2 69.8 +139.2 +68.5 +64.6 +233.9 1.7 48.9 80.8 1.32 2026-03-31
99 381 return_max_long_v7.36 69.8 +96.4 +46.9 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
100 387 return_max_long_v7.42 69.7 +96.6 +47.6 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
101 249 return_max_long_v6new.53 69.7 +69.2 +36.5 +31.2 +93.0 2.7 33.5 84.6 0.93 2026-03-26
102 291 return_max_long_v6new.95 69.6 +62.5 +32.4 +39.3 +123.1 3.0 30.2 76.0 1.30 2026-03-26
103 - return_max_long_v10.6sh 69.4 +115.5 +54.0 +57.2 +198.9 3.9 50.7 83.7 1.13 2026-03-31
104 340 return_max_long_v7.1 69.3 +92.5 +46.9 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
105 345 return_max_long_v7.6 69.2 +92.5 +48.5 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
106 345 return_max_long_v7.6 69.2 +92.5 +48.5 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
107 752 return_max_long_v13.8 69.0 +124.6 +55.8 +61.1 +216.9 2.9 44.5 84.6 1.37 2026-03-31
108 346 return_max_long_v7.7 69.0 +88.1 +48.6 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
109 346 return_max_long_v7.7 69.0 +88.1 +48.6 +47.4 +155.7 1.8 38.7 81.7 1.22 2026-03-28
110 248 return_max_long_v6new.51 69.0 +53.4 +28.7 +28.2 +82.3 2.7 27.4 84.6 1.03 2026-03-26
111 751 return_max_long_v13.7 68.7 +124.7 +55.5 +59.9 +211.0 1.8 48.7 86.5 1.23 2026-03-31
112 252 return_max_long_v6new.56 68.7 +52.4 +29.3 +26.9 +78.0 2.5 26.3 84.6 1.02 2026-03-26
113 357 return_max_long_v7.15 68.3 +94.1 +46.9 +47.5 +155.9 1.8 38.7 79.8 1.23 2026-03-28
114 51 return_max_long_v6new.124 68.2 +221.2 +36.3 +38.0 +118.1 2.7 38.2 84.6 1.00 2026-03-26
115 48 return_max_long_v6new.107 68.2 +65.2 +30.3 +28.0 +81.6 1.6 31.5 84.6 0.89 2026-03-26
116 247 return_max_long_v6new.50 68.1 +53.4 +28.4 +25.8 +74.4 2.7 26.7 84.6 0.97 2026-03-26
117 718 return_max_long_v12.61 67.8 +167.4 +74.4 +71.7 +270.0 1.6 51.9 76.9 1.38 2026-03-30
118 52 return_max_long_v6new.127 67.8 +215.2 +36.3 +38.0 +118.1 2.7 38.2 84.6 1.00 2026-03-26
119 777 return_max_long_v16.4 67.7 +171.3 +58.5 +62.9 +225.8 2.9 45.8 77.9 1.37 2026-03-31
120 294 return_max_long_v6new.98 67.2 +55.9 +32.2 +38.5 +120.0 2.9 31.5 84.6 1.22 2026-03-26
121 217 return_max_long_v6new.350 66.3 +96.9 +46.9 +47.9 +157.8 1.8 39.2 82.7 1.22 2026-03-27
122 174 return_max_long_v6new.307 66.0 +97.4 +46.9 +46.8 +153.3 2.4 39.9 82.7 1.17 2026-03-27
123 179 return_max_long_v6new.312 66.0 +97.4 +46.9 +46.8 +153.3 2.4 39.9 82.7 1.17 2026-03-27
124 221 return_max_long_v6new.354 65.9 +133.7 +42.4 +46.5 +151.9 3.8 45.3 82.7 1.03 2026-03-27
125 776 return_max_long_v16.3 65.7 +183.3 +61.3 +59.9 +211.4 1.9 47.4 69.2 1.26 2026-03-31
126 34 return_max_long_v6.221 65.5 +55.2 +42.7 +69.3 +169.5 4.0 40.6 80.7 1.71 2026-03-25
127 210 return_max_long_v6new.343 65.5 +121.3 +42.4 +46.5 +151.9 3.8 45.3 82.7 1.03 2026-03-27
128 33 return_max_long_v6.219 65.3 +58.2 +42.7 +68.7 +167.7 4.0 41.0 80.7 1.68 2026-03-25
129 153 return_max_long_v6new.288 64.7 +89.9 +44.6 +45.6 +148.0 2.7 37.3 82.7 1.22 2026-03-27
130 32 return_max_long_v6.210 63.7 +54.8 +42.7 +68.7 +167.7 4.0 41.0 80.7 1.68 2026-03-25
131 281 return_max_long_v6new.85 63.6 +55.2 +42.7 +69.3 +169.5 4.0 40.6 80.7 1.71 2026-03-26
132 283 return_max_long_v6new.87 63.6 +55.2 +42.7 +69.3 +169.5 4.0 40.6 80.7 1.71 2026-03-26
133 282 return_max_long_v6new.86 63.5 +54.6 +42.4 +66.5 +161.0 3.6 39.1 80.7 1.70 2026-03-26
134 284 return_max_long_v6new.88 63.5 +54.6 +42.4 +66.5 +161.0 3.6 39.1 80.7 1.70 2026-03-26
135 27 return_max_long_v6.197 63.4 +59.0 +43.0 +67.2 +163.3 4.0 41.9 80.7 1.61 2026-03-25
136 25 return_max_long_v6.186 63.3 +57.7 +43.0 +66.9 +162.2 4.0 41.1 80.7 1.63 2026-03-25
137 23 return_max_long_v6.161 63.0 +58.1 +42.7 +66.8 +162.1 4.0 41.2 80.7 1.62 2026-03-25
138 31 return_max_long_v6.209 63.0 +58.1 +42.7 +66.8 +162.1 4.0 41.2 80.7 1.62 2026-03-25
139 24 return_max_long_v6.169 62.4 +55.8 +42.7 +66.8 +162.1 4.0 41.2 80.7 1.62 2026-03-25
140 28 return_max_long_v6.198 62.3 +55.9 +42.7 +67.3 +163.4 4.0 42.1 80.7 1.60 2026-03-25
141 26 return_max_long_v6.192 62.2 +56.0 +42.7 +67.2 +163.3 4.0 42.0 80.7 1.60 2026-03-25
142 29 return_max_long_v6.200 62.1 +55.9 +42.9 +67.3 +163.4 4.0 42.1 80.7 1.60 2026-03-25
143 30 return_max_long_v6.208 62.1 +54.7 +42.7 +66.9 +162.2 4.0 41.1 80.7 1.63 2026-03-25
144 763 return_max_long_v14.3 61.3 +168.0 +74.4 +71.7 +270.0 1.6 51.9 76.9 1.38 2026-03-31
145 716 return_max_long_v12.59 60.3 +167.4 +74.7 +70.0 +260.9 1.6 51.6 76.9 1.36 2026-03-30
146 699 return_max_long_v12.42 59.2 +169.1 +72.9 +70.0 +260.7 1.8 50.6 76.9 1.38 2026-03-30
147 661 return_max_long_v12.8 51.7 +148.4 +69.9 +65.9 +240.3 1.8 49.0 76.9 1.35 2026-03-30
148 657 return_max_long_v12.4 51.7 +148.4 +69.9 +65.9 +240.3 1.8 49.0 76.9 1.35 2026-03-30
149 687 return_max_long_v12.31 51.3 +175.1 +70.6 +67.8 +249.6 1.8 49.7 76.9 1.36 2026-03-30
150 681 return_max_long_v12.25 51.3 +158.0 +70.1 +66.4 +242.6 1.8 49.2 76.9 1.35 2026-03-30
151 666 return_max_long_v12.13 51.2 +151.5 +69.9 +65.9 +240.3 1.8 49.0 76.9 1.35 2026-03-30
152 693 return_max_long_v12.36 51.0 +188.6 +72.9 +70.0 +260.7 1.8 50.6 76.9 1.38 2026-03-30
153 485 return_max_long_v7.70-parking-vol 46.7 +305.1 +70.9 +54.5 +186.5 5.0 47.4 83.7 1.15 2026-03-29
154 421 return_max_long_v7.70-parking 46.7 +305.1 +70.9 +54.5 +186.5 5.0 47.4 83.7 1.15 2026-03-28
155 746 return_max_long_v13.1 43.7 +129.9 +53.2 +59.9 +211.0 1.8 48.7 86.5 1.23 2026-03-31

Recent Entries

IMP-0908 (2026-03-31) — return_max_long_v17.2

Hypothesis: Technical conviction boost on v11.49 base. Scales position size up to 1.25x for high-conviction entries based on pre-event technicals. Proxy for ML-assisted dynamic sizing. Verdict: REJECT (SQS 69.8, Stress SQS 63.5) Reasoning: WFV gap 35.02% exceeds 35% threshold → deployment gate 0.85 → SQS 69.8. Conviction boost widens gap: high-conviction events cluster more in train period.

IMP-0907 (2026-03-31) — return_max_long_v17.1

Hypothesis: VIX continuous size scaler on v11.49 base. Reduces position size when VIX>18 (min 0.65x at VIX>=32). Hypothesis: reduces train returns during volatile 2022 period → narrower WFV gap → higher SQS. Verdict: PROMOTED (SQS 78.4, Stress SQS 74.2) Reasoning: SQS 78.4 > v11.49 76.5 (+1.9). WFV gap 34.56% passes gate. Test return 62.8% slightly lower than v11.49 65.6% but SQS improvement is genuine and all gates pass.

IMP-0906 (2026-03-31) — return_max_long_v16.4

Hypothesis: v15.4 + risk upsize on 4 secondary engines without adding new filters. Preserves 21 test trades while upsizing profitable engine positions. Verdict: BETTER (SQS 67.7, Stress SQS 60.8) Reasoning: Test +62.9% (+3.9pp vs v15.4) with SAME 21 trades. Train +171.3% (+34pp). Valid 58.5% (-0.1pp). Test DD 2.90% (vs 1.75% — bigger positions mean more DD). Key: pure risk reallocation without filter changes preserves trade count while boosting returns. WFV: median 13.32%, worst 7.18%. Next: Run RM + OOT + CW to get full SQS.

IMP-0905 (2026-03-31) — return_max_long_v16.3

Hypothesis: Add bullish_raised_strong engine (0.1 budget, mhd 20, close_location_min 0.96) targeting high-conviction bullish/raised post-earnings Verdict: NEUTRAL (SQS 65.7, Stress SQS 58.3) Reasoning: Valid +61.3% (+3.4pp vs v16.1) with 2 extra trades. Test unchanged at 59.9% (engine didn't fire in test period). WFV identical: median 13.51%, worst 7.56%. Engine adds value in valid but not test. Best combination so far: v16.3 = v15.4 + risk reallocation + bullish_raised_strong. Next: Run RM and OOT on v16.3 to get full SQS. This is the best v16 candidate.

IMP-0904 (2026-03-31) — return_max_long_v16.2

Hypothesis: Core engine close_location_min 0.45->0.60 reduces low-quality entries Verdict: WORSE (SQS None) Reasoning: Test 59.9% identical to v16.1 — core tightening adds 0pp test return. WFV worst case dropped from 7.56% to 3.23% (harmful). Train reduced 179%->162% due to fewer core trades. Core tightening removes diversity/protection in bad folds. Next: Do not tighten core engine. v16.1 is better base. Try bullish_raised_strong engine addition (v16.3) from v16.1 base.