[22:00:51] CPU Nemotron CRT optimization START: run=20260822T220051Z candidates_per_cycle=20 cycles=5 target=80.0% [22:00:51] ======================== AUTHENTICATION ======================== [22:00:52] HF uploaded optimization_cpu_nemotron/20260822T220051Z/hf_initial_auth_test.txt [22:00:52] SOURCE UPLOAD SKIPPED: __file__ is unavailable in notebook-cell execution; set OPTIMIZER_SOURCE to upload it [22:00:52] HUGGING FACE AUTHENTICATED: repo=Mikecode123/volatility_100_index run=20260822T220051Z [22:00:52] NEMOTRON CLIENT READY: nvidia/nemotron-3-ultra-550b-a55b [22:00:52] NEMOTRON SMOKE TEST START: max_tokens=512 [22:00:56] NEMOTRON API call succeeded: call_count_last_minute=1 [22:00:57] HF uploaded optimization_cpu_nemotron/20260822T220051Z/nemotron_initial_api_test.json [22:00:58] HF uploaded optimization_cpu_nemotron/20260822T220051Z/nemotron_initial_api_test_parsed.json [22:00:58] NEMOTRON SMOKE TEST PASSED: parsed_keys=['model', 'ok'] [22:00:58] ======================== DATA LOADING ======================== [22:00:58] BASE TRAINER NOT FOUND: /kaggle/working/100kaggle_final_crt_mtf_hierarchy_2025_2026.py; using embedded standalone CPU loader/features/labels [22:00:58] BASE TRAINER=/kaggle/working/100kaggle_final_crt_mtf_hierarchy_2025_2026.py DATA_ROOT=/kaggle/input/datasets/femiogunmola/volatility-100index/Volatility_100_Index [22:00:58] LOAD M1 START [22:01:11] LOAD M1 COMPLETE: rows=1381588 start=2024-01-01 00:00:00 end=2026-08-17 14:15:00 [22:01:11] LOAD M5 START [22:01:13] LOAD M5 COMPLETE: rows=276354 start=2024-01-01 00:00:00 end=2026-08-17 14:45:00 [22:01:13] LOAD H1 START [22:01:13] LOAD H1 COMPLETE: rows=23031 start=2024-01-01 00:00:00 end=2026-08-17 14:00:00 [22:01:13] LOAD H4 START [22:01:13] LOAD H4 COMPLETE: rows=5758 start=2024-01-01 00:00:00 end=2026-08-17 12:00:00 [22:01:13] ======================== OUTCOME LABELS ======================== [22:01:13] BARRIER LABEL 1.5 START [22:01:19] BARRIER LABEL 1.5 COMPLETE [22:01:19] BARRIER LABEL 2.0 START [22:01:25] BARRIER LABEL 2.0 COMPLETE [22:01:25] BARRIER LABEL 4.0 START [22:01:31] BARRIER LABEL 4.0 COMPLETE [22:01:32] SPLITS: backtest_rows=1124436 validation_rows=128148 fronttest_rows=129004 pure_crt_features=13 [22:01:33] HF uploaded optimization_cpu_nemotron/20260822T220051Z/optimizer_config.json [22:01:33] ======================== ITERATIVE OPTIMIZATION ======================== [22:01:33] CYCLE 1 START: 10 Pure CRT + 10 Deep CRT candidates [22:01:33] OPT iteration 1/100 strategy=pure validation_1.5=45.00% opportunities=240 score=53.886 [22:01:33] OPT iteration 2/100 strategy=pure validation_1.5=49.17% opportunities=240 score=58.935 [22:01:34] OPT iteration 3/100 strategy=pure validation_1.5=42.61% opportunities=10680 score=52.330 [22:01:34] OPT iteration 4/100 strategy=pure validation_1.5=42.35% opportunities=8760 score=51.818 [22:01:34] OPT iteration 5/100 strategy=pure validation_1.5=46.85% opportunities=540 score=56.195 [22:01:35] OPT iteration 6/100 strategy=pure validation_1.5=46.85% opportunities=540 score=56.195 [22:01:35] OPT iteration 7/100 strategy=pure validation_1.5=42.46% opportunities=4140 score=51.330 [22:01:35] OPT iteration 8/100 strategy=pure validation_1.5=41.97% opportunities=10680 score=51.426 [22:01:36] OPT iteration 9/100 strategy=pure validation_1.5=42.12% opportunities=12120 score=51.813 [22:01:36] OPT iteration 10/100 strategy=pure validation_1.5=49.17% opportunities=240 score=58.935 [22:01:37] OPT iteration 11/100 strategy=deep validation_1.5=39.40% opportunities=840 score=46.922 [22:01:46] OPT iteration 12/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:01:57] OPT iteration 13/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:02:09] OPT iteration 14/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:02:18] OPT iteration 15/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:02:19] OPT iteration 16/100 strategy=deep validation_1.5=34.33% opportunities=600 score=40.213 [22:02:30] OPT iteration 17/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:02:40] OPT iteration 18/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:02:49] OPT iteration 19/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:02:50] OPT iteration 20/100 strategy=deep validation_1.5=38.15% opportunities=1080 score=45.229 [22:02:50] CYCLE 1 pure SUMMARY: best_score=58.935 validation_1.5=49.17% validation_4=30.83% opportunities=240 [22:02:50] CYCLE 1 deep SUMMARY: best_score=46.922 validation_1.5=39.40% validation_4=20.27% opportunities=840 [22:02:51] HF uploaded optimization_cpu_nemotron/20260822T220051Z/cycle_01_candidates.json [22:03:19] NEMOTRON API call succeeded: call_count_last_minute=1 [22:03:19] HF uploaded optimization_cpu_nemotron/20260822T220051Z/nemotron_cycle_01.json [22:03:20] HF uploaded optimization_cpu_nemotron/20260822T220051Z/optimizer_state_cycle_01.json [22:03:20] NEMOTRON cycle 1 complete: iterations=20 target_hit=False no_improve_cycles=0 [22:03:20] CYCLE 1 COMPLETE: elapsed=107.3s [22:03:21] HF folder update complete: 20260822T220051Z [22:03:21] CYCLE 2 START: 10 Pure CRT + 10 Deep CRT candidates [22:03:21] OPT iteration 21/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300 [22:03:21] OPT iteration 22/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300 [22:03:22] OPT iteration 23/100 strategy=pure validation_1.5=47.00% opportunities=1200 score=56.485 [22:03:22] OPT iteration 24/100 strategy=pure validation_1.5=45.00% opportunities=240 score=53.886 [22:03:22] OPT iteration 25/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300 [22:03:23] OPT iteration 26/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300 [22:03:23] OPT iteration 27/100 strategy=pure validation_1.5=45.00% opportunities=300 score=53.757 [22:03:23] OPT iteration 28/100 strategy=pure validation_1.5=39.03% opportunities=720 score=45.907 [22:03:24] OPT iteration 29/100 strategy=pure validation_1.5=47.75% opportunities=1020 score=57.520 [22:03:24] OPT iteration 30/100 strategy=pure validation_1.5=45.00% opportunities=300 score=53.757 [22:03:32] OPT iteration 31/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:03:32] OPT iteration 32/100 strategy=deep validation_1.5=35.74% opportunities=540 score=41.618 [22:03:41] OPT iteration 33/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:03:50] OPT iteration 34/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:03:58] OPT iteration 35/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:04:06] OPT iteration 36/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:04:14] OPT iteration 37/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:04:22] OPT iteration 38/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:04:32] OPT iteration 39/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:04:33] OPT iteration 40/100 strategy=deep validation_1.5=38.33% opportunities=300 score=44.745 [22:04:33] CYCLE 2 pure SUMMARY: best_score=57.520 validation_1.5=47.75% validation_4=30.62% opportunities=1020 [22:04:33] CYCLE 2 deep SUMMARY: best_score=44.745 validation_1.5=38.33% validation_4=15.15% opportunities=300 [22:04:34] HF uploaded optimization_cpu_nemotron/20260822T220051Z/cycle_02_candidates.json [22:05:12] NEMOTRON API call succeeded: call_count_last_minute=1 [22:05:13] HF uploaded optimization_cpu_nemotron/20260822T220051Z/nemotron_cycle_02.json [22:05:14] HF uploaded optimization_cpu_nemotron/20260822T220051Z/optimizer_state_cycle_02.json [22:05:14] NEMOTRON cycle 2 complete: iterations=40 target_hit=False no_improve_cycles=1 [22:05:14] CYCLE 2 COMPLETE: elapsed=113.3s [22:05:15] HF folder update complete: 20260822T220051Z [22:05:15] CYCLE 3 START: 10 Pure CRT + 10 Deep CRT candidates [22:05:15] OPT iteration 41/100 strategy=pure validation_1.5=44.31% opportunities=1740 score=53.143 [22:05:16] OPT iteration 42/100 strategy=pure validation_1.5=45.00% opportunities=240 score=53.886 [22:05:16] OPT iteration 43/100 strategy=pure validation_1.5=43.51% opportunities=2280 score=52.537 [22:05:17] OPT iteration 44/100 strategy=pure validation_1.5=41.13% opportunities=4680 score=49.669 [22:05:17] OPT iteration 45/100 strategy=pure validation_1.5=45.00% opportunities=300 score=53.757 [22:05:17] OPT iteration 46/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300 [22:05:18] OPT iteration 47/100 strategy=pure validation_1.5=44.58% opportunities=2160 score=53.816 [22:05:18] OPT iteration 48/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300 [22:05:18] OPT iteration 49/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300 [22:05:19] OPT iteration 50/100 strategy=pure validation_1.5=0.00% opportunities=0 score=-0.300 [22:05:19] OPT iteration 51/100 strategy=deep validation_1.5=37.92% opportunities=720 score=45.291 [22:05:30] OPT iteration 52/100 strategy=deep validation_1.5=0.00% opportunities=0 score=-0.300 [22:05:30] OPT iteration 53/100 strategy=deep validation_1.5=37.50% opportunities=600 score=44.147 [22:05:31] OPT iteration 54/100 strategy=deep validation_1.5=37.50% opportunities=960 score=44.540 [22:05:31] OPT iteration 55/100 strategy=deep validation_1.5=39.17% opportunities=480 score=46.296 [22:05:32] OPT iteration 56/100 strategy=deep validation_1.5=36.17% opportunities=600 score=42.573 [22:05:32] OPT iteration 57/100 strategy=deep validation_1.5=39.56% opportunities=1140 score=47.203 [22:05:33] OPT iteration 58/100 strategy=deep validation_1.5=38.17% opportunities=600 score=45.079 [22:05:33] OPT iteration 59/100 strategy=deep validation_1.5=37.22% opportunities=540 score=43.966 [22:05:34] OPT iteration 60/100 strategy=deep validation_1.5=36.97% opportunities=660 score=43.480 [22:05:34] CYCLE 3 pure SUMMARY: best_score=53.886 validation_1.5=45.00% validation_4=26.38% opportunities=240 [22:05:34] CYCLE 3 deep SUMMARY: best_score=47.203 validation_1.5=39.56% validation_4=19.40% opportunities=1140 [22:05:35] HF uploaded optimization_cpu_nemotron/20260822T220051Z/cycle_03_candidates.json [22:06:04] NEMOTRON API call succeeded: call_count_last_minute=2 [22:06:04] HF uploaded optimization_cpu_nemotron/20260822T220051Z/nemotron_cycle_03.json [22:06:05] HF uploaded optimization_cpu_nemotron/20260822T220051Z/optimizer_state_cycle_03.json [22:06:05] NEMOTRON cycle 3 complete: iterations=60 target_hit=False no_improve_cycles=2 [22:06:05] CYCLE 3 COMPLETE: elapsed=50.0s [22:06:06] HF folder update complete: 20260822T220051Z [22:06:06] ======================== FINAL 1:4 WINNER CONDITION ANALYSIS ======================== [22:06:07] HF uploaded optimization_cpu_nemotron/20260822T220051Z/all_candidate_history.json [22:06:09] HF uploaded optimization_cpu_nemotron/20260822T220051Z/final_1to4_condition_analysis.json [22:06:10] HF uploaded optimization_cpu_nemotron/20260822T220051Z/final_1to4_condition_analysis.png [22:06:10] 1:4 CONDITION ANALYSIS: rows=5100 wins=1126 losses=3957 [22:06:10] ======================== FINAL NEMOTRON REVIEW ======================== [22:06:22] NEMOTRON API call succeeded: call_count_last_minute=3 [22:06:23] HF uploaded optimization_cpu_nemotron/20260822T220051Z/nemotron_final_1to4_review.json [22:06:24] HF uploaded optimization_cpu_nemotron/20260822T220051Z/final_optimized_strategy.json [22:06:24] FINAL STRATEGY SELECTED: strategy=pure params={'lookback': 18, 'confirm_buffer': 0.005471980131167663, 'min_sweep_fraction': 0.016100710944633573} [22:06:24] ======================== WINNING POSITION MEMORY ======================== [22:06:25] HF uploaded optimization_cpu_nemotron/20260822T220051Z/winning_position_memory.json [22:06:28] HF uploaded optimization_cpu_nemotron/20260822T220051Z/winning_position_memory.npz [22:06:28] ======================== FINAL BACKTEST AND FRONTTEST ======================== [22:06:29] HF uploaded optimization_cpu_nemotron/20260822T220051Z/final_backtest_fronttest_report.json