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7a2001a4fa
Based on paper backtest loss analysis (not backtester SQS optimization): - OME engines contribute only +$1,405 on 8 trades but generate most losses - Halving OME per_trade_risk reduces loss magnitude without removing trades - Paper BT: +94.38% vs v6.29 +93.60%, MaxDD 4.07% vs 4.60% - WFV: 100% positive fold rate (worst +0.02%) - RM worst: -0.88%, OOT worst: -0.33% - SQS: 62.9 (vs v6.29 62.8) This is the first strategy improvement validated by BOTH backtester SQS AND paper backtest return, using the now-unified engine systems. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com> |
5 months ago | |
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| .. | ||
| backtest | 5 months ago | |
| experiments | 5 months ago | |
| app.yaml | 5 months ago | |
| fred_series.yaml | 5 months ago | |
| symbols.yaml | 5 months ago | |
| symbols_backup_largecap.yaml | 5 months ago | |
| symbols_largecap.yaml | 5 months ago | |
| symbols_midcap.yaml | 5 months ago | |
| symbols_smallmid.yaml | 5 months ago | |