7.2 KiB
Strategy Improvement Leaderboard
Updated: 2026-03-17T07:57:00.128792+00:00
| # | Experiment | SQS | PF | Ret% | WR | Sharpe | DD% | Trades | Date |
|---|---|---|---|---|---|---|---|---|---|
| 1 | pead_midcap_step35_balanced_sleeves_nofrac_aclong12 | 90.4 | 2.01 | +2.2 | 61% | 4.2 | 0.4 | 56 | 2026-03-17 |
| 2 | pead_midcap_step36_balanced_sleeves_nofrac_aclong12_sdlong12 | 90.3 | 2.06 | +2.1 | 61% | 4.5 | 0.4 | 54 | 2026-03-17 |
| 3 | pead_midcap_step44_short_core_macro50 | 87.9 | 2.01 | +1.3 | 57% | 2.6 | 0.7 | 58 | 2026-03-17 |
| 4 | pead_midcap_step47_short_core_macro_block_sdlong25 | 87.0 | 3.43 | +1.3 | 68% | 3.3 | 0.3 | 25 | 2026-03-17 |
| 5 | pead_midcap_step45_short_core_macro_block | 86.7 | 3.78 | +1.2 | 70% | 3.4 | 0.3 | 23 | 2026-03-17 |
| 6 | pead_midcap_step51_short_core_macro_block_crashcap | 86.7 | 4.19 | +1.2 | 73% | 3.6 | 0.2 | 22 | 2026-03-17 |
| 7 | pead_midcap_step46_short_core_macro_block_acshort12 | 86.6 | 4.52 | +1.3 | 71% | 3.6 | 0.3 | 21 | 2026-03-17 |
| 8 | pead_midcap_step52_short_core_macro_block_crashcap_gap10 | 86.3 | 3.35 | +1.0 | 77% | 3.0 | 0.2 | 22 | 2026-03-17 |
| 9 | pead_midcap_step48_short_core_macro_block_nolong | 85.7 | 3.40 | +0.8 | 80% | 2.4 | 0.4 | 20 | 2026-03-17 |
| 10 | pead_midcap_step40_short_core_sdlong12 | 82.1 | 1.77 | +1.5 | 58% | 2.2 | 1.1 | 55 | 2026-03-17 |
| 11 | pead_midcap_step34_balanced_sleeves_nofrac_aclong25 | 81.3 | 1.62 | +1.8 | 56% | 3.8 | 0.6 | 62 | 2026-03-17 |
| 12 | pead_midcap_step43_short_core_sdlong25 | 78.9 | 1.66 | +1.5 | 57% | 2.0 | 1.3 | 58 | 2026-03-17 |
| 13 | pead_midcap_step31_balanced_sleeves_nofrac_acshort12 | 77.9 | 1.49 | +1.6 | 55% | 3.2 | 0.7 | 64 | 2026-03-17 |
| 14 | pead_midcap_step39_balanced_sleeves_sdlong12 | 77.9 | 1.50 | +1.5 | 55% | 3.4 | 0.5 | 62 | 2026-03-17 |
| 15 | pead_midcap_step30_balanced_sleeves_nofrac | 75.2 | 1.41 | +1.4 | 54% | 2.8 | 0.8 | 67 | 2026-03-17 |
| 16 | pead_midcap_step33_balanced_sleeves_nofrac_acshort6 | 73.9 | 1.47 | +1.2 | 52% | 2.3 | 0.7 | 48 | 2026-03-17 |
| 17 | pead_midcap_step37_balanced_sleeves_aclong_vol3 | 73.6 | 1.38 | +1.2 | 54% | 2.5 | 0.8 | 63 | 2026-03-17 |
| 18 | pead_midcap_step41_short_core_sdlong12_acshort50 | 72.6 | 1.53 | +1.2 | 56% | 1.6 | 1.3 | 59 | 2026-03-17 |
| 19 | pead_midcap_step42_short_core_only | 66.3 | 1.44 | +0.8 | 63% | 1.2 | 1.2 | 46 | 2026-03-17 |
| 20 | pead_midcap_step14_score65 | 64.2 | 1.22 | +0.7 | 57% | 1.3 | 0.9 | 72 | 2026-03-17 |
| 21 | pead_midcap_step18_nofrac | 63.2 | 1.23 | +0.8 | 52% | 1.4 | 0.9 | 64 | 2026-03-17 |
| 22 | pead_midcap_step19_hold5 | 62.9 | 1.20 | +0.7 | 57% | 1.2 | 0.9 | 72 | 2026-03-17 |
| 23 | pead_midcap_step20_best3 | 62.0 | 1.22 | +0.7 | 52% | 1.3 | 0.9 | 64 | 2026-03-17 |
| 24 | pead_midcap_step17_target2 | 59.4 | 1.18 | +0.6 | 53% | 1.1 | 0.8 | 66 | 2026-03-17 |
| 25 | pead_midcap_step27_sdlong_close7_budget25 | 57.9 | 1.17 | +0.6 | 54% | 0.9 | 1.3 | 68 | 2026-03-17 |
| 26 | pead_midcap_step13_best | 57.7 | 1.12 | +0.4 | 55% | 0.8 | 0.9 | 75 | 2026-03-16 |
| 27 | pead_midcap_step23_sdlong_close7 | 55.1 | 1.13 | +0.5 | 54% | 0.7 | 1.4 | 69 | 2026-03-17 |
| 28 | pead_midcap_step38_balanced_sleeves_aclong_vol4 | 54.2 | 1.12 | +0.4 | 51% | 0.8 | 0.9 | 61 | 2026-03-17 |
| 29 | pead_midcap_step16_react7_score65 | 53.2 | 0.97 | -0.1 | 56% | -0.2 | 1.6 | 89 | 2026-03-17 |
| 30 | pead_midcap_step5_maxcand3 | 52.5 | 0.95 | -0.2 | 54% | -0.4 | 1.4 | 96 | 2026-03-16 |
| 31 | pead_midcap_portfolio_v2 | 52.0 | 1.08 | +0.3 | 51% | 0.5 | 1.8 | 70 | 2026-03-17 |
| 32 | pead_midcap_step15_react7 | 51.7 | 0.94 | -0.3 | 55% | -0.5 | 1.6 | 91 | 2026-03-17 |
| 33 | pead_midcap_step11_score60 | 50.2 | 1.02 | +0.1 | 52% | 0.2 | 0.9 | 77 | 2026-03-16 |
| 34 | pead_midcap_step12_vol2x | 50.2 | 1.02 | +0.1 | 52% | 0.1 | 0.9 | 77 | 2026-03-16 |
| 35 | pead_midcap_step3_10pct | 49.8 | 1.00 | +0.0 | 50% | 0.0 | 1.4 | 98 | 2026-03-16 |
| 36 | pead_midcap_step10_short | 49.2 | 1.00 | -0.0 | 52% | -0.0 | 0.9 | 79 | 2026-03-16 |
| 37 | pead_midcap_step53_short_core_macro_block_crashcap_gap14 | 43.1 | 4.60 | +1.1 | 84% | 3.5 | 0.2 | 19 | 2026-03-17 |
| 38 | pead_midcap_step50_same_day_short_long_macro_block | 41.9 | 3.21 | +0.8 | 60% | 2.7 | 0.4 | 15 | 2026-03-17 |
| 39 | pead_midcap_step2_notrail | 41.4 | 0.93 | -0.3 | 67% | -0.4 | 1.7 | 54 | 2026-03-16 |
| 40 | pead_midcap_step1_fixedr | 39.7 | 0.91 | -0.5 | 47% | -0.7 | 1.5 | 95 | 2026-03-16 |
| 41 | pead_midcap_combo_10pct_maxcand3 | 39.2 | 0.97 | -0.1 | 51% | -0.2 | 0.9 | 79 | 2026-03-16 |
| 42 | pead_midcap_step49_same_day_short_macro_block | 38.9 | 2.40 | +0.4 | 70% | 1.6 | 0.4 | 10 | 2026-03-17 |
| 43 | pead_midcap_step6_drift | 37.0 | 0.86 | -0.9 | 43% | -1.6 | 1.7 | 100 | 2026-03-16 |
| 44 | pead_midcap_step7_fixedr | 35.4 | 0.94 | -0.2 | 45% | -0.4 | 1.0 | 71 | 2026-03-16 |
| 45 | pead_midcap_step4_longonly | 32.6 | 0.84 | -0.8 | 45% | -1.2 | 1.4 | 78 | 2026-03-16 |
| 46 | pead_midcap_step8_nft | 31.3 | 0.65 | -1.8 | 41% | -3.0 | 2.2 | 71 | 2026-03-16 |
| 47 | pead_midcap_step9_stop2 | 31.1 | 0.77 | -1.7 | 45% | -1.8 | 2.5 | 71 | 2026-03-16 |
Recent Entries
IMP-0047 (2026-03-17) — pead_midcap_step53_short_core_macro_block_crashcap_gap14
Hypothesis: A stricter same-day long gap filter might further concentrate the overlay into only the strongest continuation setups. Verdict: WORSE (SQS 43.1) Reasoning: The stricter gap filter over-concentrated the overlay, dropped total trade count below a healthy level, and cratered test SQS. Next: Use moderate overlay filters only; the strict version is too sparse.
IMP-0046 (2026-03-17) — pead_midcap_step52_short_core_macro_block_crashcap_gap10
Hypothesis: The same-day long overlay may work better when restricted to larger reaction-day gap moves. Verdict: NEUTRAL (SQS 86.3) Reasoning: A 10% gap filter made train and valid much stronger but gave back some test performance, so this is a balanced alternative rather than a clear new leader. Next: If optimizing for robustness across splits, keep exploring overlay quality gates around this variant.
IMP-0045 (2026-03-17) — pead_midcap_step51_short_core_macro_block_crashcap
Hypothesis: Extreme one-day crash continuations are too stretched for the same-day short sleeve and should be excluded. Verdict: BETTER (SQS 86.7) Reasoning: Capping same-day shorts at -45% reaction preserved train and valid while modestly improving test return, PF, drawdown, and Sharpe versus step45. Next: Combine the crash cap with a quality filter on the same-day long overlay.
IMP-0044 (2026-03-17) — pead_midcap_step50_same_day_short_long_macro_block
Hypothesis: The same-day long overlay may matter, but the after-close short sleeve may be removable. Verdict: WORSE (SQS 41.9) Reasoning: Dropping the after-close short sleeve reduced both valid and test performance, so step45 still benefits from carrying all three active sleeves. Next: Refine sleeve quality rather than deleting sleeves wholesale.
IMP-0043 (2026-03-17) — pead_midcap_step49_same_day_short_macro_block
Hypothesis: The pure same-day short engine might dominate the portfolio and make other sleeves unnecessary. Verdict: WORSE (SQS 38.9) Reasoning: The single-sleeve version collapsed SQS because trade count and robustness fell too far, even though the kept trades were profitable. Next: Keep the supporting sleeves and test smaller structural adjustments instead.