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- V23 pure compound (live-equivalent): 200d +148.13% DD-14.23%, 400d +209.41% DD-17.35% - Hybrid V2 compound tested: 200d +175.41% looks promising but 400d +181.71% DD-23.72% loses to V23 by -27.7pp return AND -6.4pp worse DD → rejected - Safe v9 compound 400d: +128.49% DD-14.43% — better DD but -81pp return vs V23 → rejected - V23 tight governor compound 400d: +192.54% DD-17.32% — marginal gain, not worth config - Live paper trader uses compound mode (engine.py:1816 session_equity = initial_equity + P&L) - All improvement axes exhausted; V23 daily_reset declared TERMINAL Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
4 months ago | |
|---|---|---|
| .. | ||
| cash_parking.md | 4 months ago | |
| current_best_non_core_stack.md | 4 months ago | |
| experiment_management.md | 4 months ago | |
| orb_gainers_strategy_workflow.md | 4 months ago | |
| orb_gainers_v23_strategy.md | 4 months ago | |
| overfit_check.md | 5 months ago | |
| public_sqs_calculation.md | 4 months ago | |
| research_workflow_and_handoff.md | 4 months ago | |
| return_max_long_v7.119_composed_gld_explained.md | 4 months ago | |
| scenario_test.md | 5 months ago | |
| v7.70 전략 완전 해설.md | 5 months ago | |
| v12.61 전략 완전 해설.md | 5 months ago | |