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4.0 KiB

Strategy Improvement Leaderboard

Updated: 2026-04-07T19:01:16.706350+00:00

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

SQS below is public SQS v9: 3-pillar additive core (RQS 35% + WFQS 40% + Regime Adaptability 25%). Regime score uses scenario-test RRS when available, falls back to OOT quality, then 50.0 neutral. OOT bias toward COVID-era performance removed. CW blend and deployment gates unchanged from v8.

# ID Experiment SQS RCW [Tr]Ret% [V]Ret% [T]Ret% [T]Ann% [T]DD% [T]Gross% [T]DIM% [T]R/G Date
1 1146 return_max_long_v7.123 66.6 - +113.6 +49.5 +53.4 +168.8 2.4 50.4 79.8 1.06 2026-04-07
2 1073 return_max_long_v18.251 64.0 38.6 +186.4 +84.3 +65.2 +219.3 1.9 51.0 81.7 1.28 2026-04-06
3 971 return_max_long_v19.1 63.4 38.1 +167.9 +79.6 +63.6 +212.1 2.2 49.9 82.6 1.27 2026-04-03
4 415 return_max_long_v7.70 62.2 43.3 +130.2 +50.6 +57.7 +200.9 2.9 42.7 79.8 1.35 2026-03-28
5 417 return_max_long_v7.72 61.0 43.2 +132.8 +52.2 +56.6 +195.7 1.9 48.2 81.7 1.17 2026-03-28
6 1138 return_max_long_v7.119 60.0 - +130.0 +46.2 +51.6 +161.5 3.0 47.8 71.6 1.08 2026-04-07
7 640 return_max_long_v11.49 58.6 28.2 +140.8 +68.5 +65.6 +238.7 1.7 49.5 80.8 1.33 2026-03-30
8 632 return_max_long_v11.41 58.5 28.1 +140.8 +67.9 +65.1 +236.1 1.8 49.0 80.8 1.33 2026-03-30
9 862 return_max_long_v17.72 55.6 - +0.4 +78.9 +63.1 +209.8 2.2 50.1 82.6 1.26 2026-04-02

Recent Entries

IMP-0933 (2026-04-07) — return_max_long_v7.123

Hypothesis: Re-add 3 engines removed in v7.110 (guidance_unknown+mixed_ome+other_material_unknown): 15 engines, OOT 252d median +1.63% (was -3.41%), oot_gate 0.85→1.0 Verdict: BETTER (SQS 66.6, Stress SQS 45.1)

IMP-0931 (2026-04-07) — return_max_long_v7.119

Hypothesis: v7.119: 12-engine composite champion. Per-engine exit/veto optimizations + parking_v3 (entropy_max 1.45). Standalone SQS 92.4. Verdict: BETTER (SQS 60.0, Stress SQS 14.5) Reasoning: Best standalone SQS in v7 lineage. 100% WFV positive fold rate. Main RM 86.4% positive. OOT weak (2020-2021 bull-bear transition).

IMP-0930 (2026-04-06) — return_max_long_v18.251

Hypothesis: Apply the generic mixed OME overheat cap from v19.1 (volume_ratio_max=1.0) on top of v18.250 to reduce overfit surface without giving up the stronger v18 donor stack. Verdict: BETTER (SQS 64.0, Stress SQS 45.1) Reasoning: Current-path split, merged, and WFV all improved slightly versus v18.250 while the change is a generic cap that narrows the mixed OME sleeve rather than another risk-up branch. Next: If official public/stress also improve after reattaching current-path summaries and common-window, use v18.251 as the new SQS-improved v18 line.

IMP-0927 (2026-04-03) — return_max_long_v19.1

Hypothesis: Tighten mixed OME orderly with a single generic volume cap to remove overheated post-market mixed reactions without widening the overfit surface. Verdict: BETTER (SQS 63.4, Stress SQS 66.1) Reasoning: Common-window and test improved while main RM and OOT RM stayed unchanged; the broader combo collapsed to the same official metrics, so the single cap is the safer expression. Next: Only test similarly generic, cross-regime filters on sleeves that are weak in both CW and OOT; avoid exact symbol cuts.

IMP-0915 (2026-04-02) — return_max_long_v17.72

Hypothesis: v17.60 위에 mixed/lowered/post-market earnings rebound sleeve를 독립 source로 추가한다. Verdict: UNKNOWN (SQS 55.6, Stress SQS 14.2) Reasoning: Auto-synced from official manifest.