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534 lines
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534 lines
4.0 MiB
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{"entry_id":"IMP-0228","timestamp":"2026-03-22T09:47:23.004723+00:00","experiment_name":"return_max_long_v1.182","hypothesis":"Keep v1.180 sizing, but raise the earnings mixed/inline sleeve's one-off veto threshold further so 0.6667 one-off cases are admitted while the worst 1.0 one-off cases remain blocked.","config_delta":null,"results":{"train":{"run_id":"bt_return_max_long_v1_midlarge-liq_20260322094337650400_84559064","trade_count":32,"profit_factor":8.220578715811772,"total_return_pct":43.06413312383165,"annualized_return_pct":12.799983419020379,"win_rate":0.8125,"max_drawdown_pct":5.04817456024021,"sharpe_ratio":1.7027362820018432,"monthly_win_rate":0.7647058823529411,"equity_curve_r_squared":0.8350910809688278,"avg_gross_exposure_pct":14.974532122728693,"avg_net_exposure_pct":14.974532122728693,"days_in_market_pct":30.923694779116467},"valid":{"run_id":"bt_return_max_long_v1_midlarge-liq_20260322094341140120_84559064","trade_count":8,"profit_factor":null,"total_return_pct":37.496676663946594,"annualized_return_pct":79.9315017136784,"win_rate":1.0,"max_drawdown_pct":4.052415412979165,"sharpe_ratio":3.1380596987603817,"monthly_win_rate":1.0,"equity_curve_r_squared":0.808886222511661,"avg_gross_exposure_pct":18.234963736610514,"avg_net_exposure_pct":18.234963736610514,"days_in_market_pct":22.302158273381295},"test":{"run_id":"bt_return_max_long_v1_midlarge-liq_20260322094343671650_84559064","trade_count":17,"profit_factor":28.054546019384073,"total_return_pct":47.71090152626313,"annualized_return_pct":108.42913194950054,"win_rate":0.9411764705882353,"max_drawdown_pct":3.955196894681068,"sharpe_ratio":3.5130051135152276,"monthly_win_rate":1.0,"equity_curve_r_squared":0.862740040346038,"avg_gross_exposure_pct":40.88273851811211,"avg_net_exposure_pct":40.88273851811211,"days_in_market_pct":66.66666666666666}},"walk_forward_summary":null,"robustness_matrix_summary":null,"out_of_time_robustness_summary":null,"sqs_score":44.5,"sqs_breakdown":{"profitability":100.0,"risk":83.6,"consistency":100.0,"robustness":53.9},"sqs_v2_score":45.6,"sqs_v2_breakdown":{"profitability":100.0,"risk":83.6,"consistency":100.0,"robustness":53.9,"capital_efficiency":100.0},"promotion_score":35.7,"promotion_breakdown":{"valid_quality":34.0,"test_quality":45.6,"floor_quality":34.0},"unified_score":29.3,"unified_breakdown":{"valid_quality":46.5,"test_quality":61.4,"floor_quality":46.5,"gap_quality":67.0},"rqs_score":82.8,"rqs_breakdown":{"train_quality":84.1,"valid_quality":75.8,"test_quality":84.8,"floor_quality":75.8,"gap_quality":100.0},"wfqs_score":null,"wfqs_breakdown":{},"wfqs_v2_score":null,"wfqs_v2_breakdown":{},"deployment_score":null,"deployment_breakdown":{},"verdict":"unknown","verdict_reasoning":"Auto-synced from official manifest.","next_direction":"","tags":["return-max","clean-lineage","targeted-diagnostics","guidance-sleeve","parse-veto-override","patient-sleeve","v1.168"]}
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now active: train 125 trades (+14) but return dropped 61.87%→36.32%, WFV mean 9.88%→6.80% with worst fold -2.93% (was -0.18%), RM positive 84.9%→81.4%. 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