Upload Nemotron optimization response
Browse files
optimization_cpu_nemotron/20260822T220051Z/nemotron_final_1to4_review.json
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{
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"pure_param_updates": {
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"lookback": 20,
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"confirm_buffer": 0.0065,
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"min_sweep_fraction": 0.018
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},
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"rationale": "Winner quantiles show higher RSI (median 0.51 vs 0.50), higher MR z-scores (median 0.18 vs -0.04 for 20-period), and positive recent returns (return_10 median +0.0005 vs -0.00002). This indicates the strategy performs better on less extreme oversold sweeps with some positive momentum. Increasing confirm_buffer from 0.0055 to 0.0065 and min_sweep_fraction from 0.0161 to 0.018 filters the deepest sweeps that populate the loser distribution. Slightly increasing lookback to 20 stabilizes the sweep detection without reducing opportunity count."
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}
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