Upload Nemotron optimization response
Browse files
optimization_cpu_nemotron/20260822T220051Z/nemotron_cycle_02.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": 0.0055,
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"min_sweep_fraction": 0.016
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},
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"reason": "Validation sample only 240 trades (all 2026) — too small for confident optimization. Backtest shows 4,620 trades with stable ~41% win rate at 1.5R. Top-pure params marginally improve backtest score; adopt small bounded moves toward them (confirm_buffer -0.0005, min_sweep_fraction +0.001) while keeping lookback unchanged."
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},
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"deep": {
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"params": {
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"min_sweep_depth": 0.031,
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"max_sweep_depth": 0.526,
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"min_close_back": 0.23,
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"min_rejection_wick": 0.28,
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"min_range_quality": 0.70,
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"max_range_quality": 3.07,
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"max_c1_body_ratio": 0.78,
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"require_purity": true,
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"require_m5_confirmation": false
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},
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"reason": "Deep strategy has robust samples: 6,000 backtest and 840 validation trades. Validation win rates (39% at 1.5R) closely track backtest (42%), indicating parameter stability. Top-deep params improve backtest score; move current params toward top-deep values with bounded steps (e.g., min_sweep_depth -0.004, min_close_back -0.02, min_rejection_wick -0.02, min_range_quality -0.05, max_c1_body_ratio +0.03, require_m5_confirmation=false)."
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},
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"overall_reason": "Deep strategy preferred for parameter updates due to larger validation sample (840 vs 240) and consistent backtest/validation performance. Pure strategy changes kept minimal due to tiny validation sample; monitor for regime shift in 2026 before larger adjustments."
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}
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