{ "strategy": "pure", "params": { "lookback": 18, "confirm_buffer": 0.005471980131167663, "min_sweep_fraction": 0.016100710944633573 }, "result": { "strategy": "pure", "params": { "lookback": 18, "confirm_buffer": 0.005471980131167663, "min_sweep_fraction": 0.016100710944633573 }, "score": 58.934838667696596, "splits": { "backtest": { "1.5": { "opportunities": 4620, "resolved": 4620, "wins": 1901, "losses": 2719, "unresolved": 0, "win_rate": 0.4114718614718615, "yearly": { "2024": { "opportunities": 2220, "resolved": 2220, "win_rate": 0.42567567567567566, "tp": 945, "sl": 1275 }, "2025": { "opportunities": 2400, "resolved": 2400, "win_rate": 0.3983333333333333, "tp": 956, "sl": 1444 }, "2026": { "opportunities": 0, "resolved": 0, "win_rate": NaN, "tp": 0, "sl": 0 } } }, "2.0": { "opportunities": 4620, "resolved": 4620, "wins": 1582, "losses": 3038, "unresolved": 0, "win_rate": 0.3424242424242424, "yearly": { "2024": { "opportunities": 2220, "resolved": 2220, "win_rate": 0.35765765765765767, "tp": 794, "sl": 1426 }, "2025": { "opportunities": 2400, "resolved": 2400, "win_rate": 0.3283333333333333, "tp": 788, "sl": 1612 }, "2026": { "opportunities": 0, "resolved": 0, "win_rate": NaN, "tp": 0, "sl": 0 } } }, "4.0": { "opportunities": 4620, "resolved": 4603, "wins": 993, "losses": 3610, "unresolved": 17, "win_rate": 0.21572887247447317, "yearly": { "2024": { "opportunities": 2220, "resolved": 2215, "win_rate": 0.23702031602708803, "tp": 525, "sl": 1690 }, "2025": { "opportunities": 2400, "resolved": 2388, "win_rate": 0.19597989949748743, "tp": 468, "sl": 1920 }, "2026": { "opportunities": 0, "resolved": 0, "win_rate": NaN, "tp": 0, "sl": 0 } } } }, "validation": { "1.5": { "opportunities": 240, "resolved": 240, "wins": 118, "losses": 122, "unresolved": 0, "win_rate": 0.49166666666666664, "yearly": { "2024": { "opportunities": 0, "resolved": 0, "win_rate": NaN, "tp": 0, "sl": 0 }, "2025": { "opportunities": 0, "resolved": 0, "win_rate": NaN, "tp": 0, "sl": 0 }, "2026": { "opportunities": 240, "resolved": 240, "win_rate": 0.49166666666666664, "tp": 118, "sl": 122 } } }, "2.0": { "opportunities": 240, "resolved": 240, "wins": 102, "losses": 138, "unresolved": 0, "win_rate": 0.425, "yearly": { "2024": { "opportunities": 0, "resolved": 0, "win_rate": NaN, "tp": 0, "sl": 0 }, "2025": { "opportunities": 0, "resolved": 0, "win_rate": NaN, "tp": 0, "sl": 0 }, "2026": { "opportunities": 240, "resolved": 240, "win_rate": 0.425, "tp": 102, "sl": 138 } } }, "4.0": { "opportunities": 240, "resolved": 240, "wins": 74, "losses": 166, "unresolved": 0, "win_rate": 0.30833333333333335, "yearly": { "2024": { "opportunities": 0, "resolved": 0, "win_rate": NaN, "tp": 0, "sl": 0 }, "2025": { "opportunities": 0, "resolved": 0, "win_rate": NaN, "tp": 0, "sl": 0 }, "2026": { "opportunities": 240, "resolved": 240, "win_rate": 0.30833333333333335, "tp": 74, "sl": 166 } } } }, "fronttest": { "1.5": { "opportunities": 240, "resolved": 240, "wins": 87, "losses": 153, "unresolved": 0, "win_rate": 0.3625, "yearly": { "2024": { "opportunities": 0, "resolved": 0, "win_rate": NaN, "tp": 0, "sl": 0 }, "2025": { "opportunities": 0, "resolved": 0, "win_rate": NaN, "tp": 0, "sl": 0 }, "2026": { "opportunities": 240, "resolved": 240, "win_rate": 0.3625, "tp": 87, "sl": 153 } } }, "2.0": { "opportunities": 240, "resolved": 240, "wins": 78, "losses": 162, "unresolved": 0, "win_rate": 0.325, "yearly": { "2024": { "opportunities": 0, "resolved": 0, "win_rate": NaN, "tp": 0, "sl": 0 }, "2025": { "opportunities": 0, "resolved": 0, "win_rate": NaN, "tp": 0, "sl": 0 }, "2026": { "opportunities": 240, "resolved": 240, "win_rate": 0.325, "tp": 78, "sl": 162 } } }, "4.0": { "opportunities": 240, "resolved": 240, "wins": 59, "losses": 181, "unresolved": 0, "win_rate": 0.24583333333333332, "yearly": { "2024": { "opportunities": 0, "resolved": 0, "win_rate": NaN, "tp": 0, "sl": 0 }, "2025": { "opportunities": 0, "resolved": 0, "win_rate": NaN, "tp": 0, "sl": 0 }, "2026": { "opportunities": 240, "resolved": 240, "win_rate": 0.24583333333333332, "tp": 59, "sl": 181 } } } } } }, "nemotron_review": { "pure_param_updates": { "lookback": 20, "confirm_buffer": 0.0065, "min_sweep_fraction": 0.018 }, "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." }, "not_selected_by_fronttest": true }