Upload Nemotron optimization response
Browse files
optimization_cpu_nemotron/20260822T220051Z/nemotron_cycle_01.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": 0.006,
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"min_sweep_fraction": 0.015
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},
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"reason": "Validation win rate exceeds backtest across all R:R levels, indicating robustness. Slightly increasing confirm_buffer filters marginal signals while decreasing min_sweep_fraction captures more opportunities without significantly reducing win rate."
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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": 0.5263514678099679,
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"min_close_back": 0.25,
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"min_rejection_wick": 0.3,
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"min_range_quality": 0.75,
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"max_range_quality": 3.0,
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"max_c1_body_ratio": 0.75,
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"require_purity": true,
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"require_m5_confirmation": true
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},
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"reason": "Validation win rates are consistently lower than backtest, signaling overfitting. Tightening sweep depth, close-back, rejection wick, and range quality thresholds, plus adding M5 confirmation, should improve signal quality and close the generalization gap."
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},
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"overall_reason": "Pure strategy demonstrates stronger out-of-sample performance; deep strategy requires stricter filters to align validation with backtest results."
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}
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