Upload Nemotron optimization response
Browse files
optimization_cpu_nemotron/20260822T220051Z/nemotron_cycle_03.json
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{
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"pure": {
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"params": {
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"lookback": 18,
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"confirm_buffer": 0.0056,
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"min_sweep_fraction": 0.0162
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},
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"reason": "Validation sample small (240 opps) but shows 49.2% WR at 1.5R. Slightly increase confirm_buffer and min_sweep_fraction to filter marginal signals; keep lookback stable. Changes bounded within 2-3% of current."
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},
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"deep": {
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"params": {
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"min_sweep_depth": 0.035,
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"max_sweep_depth": 0.5469594155911383,
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"min_close_back": 0.243668643355904,
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"min_rejection_wick": 0.22,
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"min_range_quality": 0.6420840128193207,
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"max_range_quality": 3.0,
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"max_c1_body_ratio": 0.8320481699691716,
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"require_purity": true,
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"require_m5_confirmation": false
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},
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"reason": "Validation sample robust (1140 opps) with 39.6% WR at 1.5R aligning with backtest (41.9%). Increase min_sweep_depth and min_rejection_wick to demand stronger sweeps/rejections; lower max_range_quality to exclude overly wide ranges. All changes within ~10% of current."
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},
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"overall_reason": "Deep strategy preferred for deployment due to larger opportunity counts (7.9k vs 4.6k backtest, 1.1k vs 0.24k validation) and tighter backtest-validation alignment. Pure strategy kept with minor noise reduction but flagged for monitoring given thin validation sample. No fronttest data used."
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}
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