Upload final optimized strategy
Browse files
optimization_cpu_nemotron/20260822T220051Z/final_optimized_strategy.json
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| 1 |
+
{
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| 2 |
+
"strategy": "pure",
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| 3 |
+
"params": {
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| 4 |
+
"lookback": 18,
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| 5 |
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"confirm_buffer": 0.005471980131167663,
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| 6 |
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"min_sweep_fraction": 0.016100710944633573
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| 7 |
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},
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| 8 |
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"result": {
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| 9 |
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"strategy": "pure",
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| 10 |
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"params": {
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| 11 |
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"lookback": 18,
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| 12 |
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"confirm_buffer": 0.005471980131167663,
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| 13 |
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"min_sweep_fraction": 0.016100710944633573
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| 14 |
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},
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| 15 |
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"score": 58.934838667696596,
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| 16 |
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"splits": {
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| 17 |
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"backtest": {
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| 18 |
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| 19 |
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| 20 |
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| 21 |
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| 32 |
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"2025": {
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| 34 |
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}
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| 48 |
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},
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| 49 |
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"2.0": {
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| 50 |
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| 51 |
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| 52 |
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| 69 |
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| 70 |
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},
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| 100 |
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| 101 |
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},
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| 109 |
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| 110 |
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}
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| 111 |
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},
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"validation": {
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| 113 |
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},
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}
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| 143 |
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},
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},
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| 286 |
+
"opportunities": 0,
|
| 287 |
+
"resolved": 0,
|
| 288 |
+
"win_rate": NaN,
|
| 289 |
+
"tp": 0,
|
| 290 |
+
"sl": 0
|
| 291 |
+
},
|
| 292 |
+
"2026": {
|
| 293 |
+
"opportunities": 240,
|
| 294 |
+
"resolved": 240,
|
| 295 |
+
"win_rate": 0.24583333333333332,
|
| 296 |
+
"tp": 59,
|
| 297 |
+
"sl": 181
|
| 298 |
+
}
|
| 299 |
+
}
|
| 300 |
+
}
|
| 301 |
+
}
|
| 302 |
+
}
|
| 303 |
+
},
|
| 304 |
+
"nemotron_review": {
|
| 305 |
+
"pure_param_updates": {
|
| 306 |
+
"lookback": 20,
|
| 307 |
+
"confirm_buffer": 0.0065,
|
| 308 |
+
"min_sweep_fraction": 0.018
|
| 309 |
+
},
|
| 310 |
+
"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."
|
| 311 |
+
},
|
| 312 |
+
"not_selected_by_fronttest": true
|
| 313 |
+
}
|