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AFML
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{
  "project_name": "momentum_strategy_v1",
  "N": 7,
  "N_unique": 3,
  "export_timestamp": "2026-05-03T15:37:17.690619",
  "sharpe_ratios": [
    0.8,
    0.8,
    1.1,
    1.4,
    0.8,
    1.1,
    1.4
  ],
  "trials": [
    {
      "trial_number": 1,
      "trial_hash": "ab97088c0c9449907bb0933daa006794",
      "timestamp": "2026-05-03T14:49:26.525854",
      "description": "Simple MA crossover baseline",
      "model_type": "rule_based",
      "parameters": {
        "fast_ma": 20,
        "slow_ma": 50,
        "threshold": 0
      },
      "features": [
        "close_price"
      ],
      "sharpe_ratio": 0.8,
      "notes": null
    },
    {
      "trial_number": 2,
      "trial_hash": "ab97088c0c9449907bb0933daa006794",
      "timestamp": "2026-05-03T14:52:20.916196",
      "description": "Simple MA crossover baseline",
      "model_type": "rule_based",
      "parameters": {
        "fast_ma": 20,
        "slow_ma": 50,
        "threshold": 0
      },
      "features": [
        "close_price"
      ],
      "sharpe_ratio": 0.8,
      "notes": null
    },
    {
      "trial_number": 3,
      "trial_hash": "a993b1deeabb4cacad8f17cba6650017",
      "timestamp": "2026-05-03T14:52:20.918086",
      "description": "MA crossover with volume filter",
      "model_type": "rule_based",
      "parameters": {
        "fast_ma": 20,
        "slow_ma": 50,
        "volume_threshold": 1.5
      },
      "features": [
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      "sharpe_ratio": 1.1,
      "notes": null
    },
    {
      "trial_number": 4,
      "trial_hash": "c7882deed5f36d942b6504ed76a52ef0",
      "timestamp": "2026-05-03T14:52:20.919396",
      "description": "Random Forest with MA features",
      "model_type": "RandomForest",
      "parameters": {
        "n_estimators": 100,
        "max_depth": 5,
        "fast_ma": 20,
        "slow_ma": 50
      },
      "features": [
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        "volume",
        "volatility"
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      "sharpe_ratio": 1.4,
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    },
    {
      "trial_number": 5,
      "trial_hash": "ab97088c0c9449907bb0933daa006794",
      "timestamp": "2026-05-03T15:37:17.688284",
      "description": "Simple MA crossover baseline",
      "model_type": "rule_based",
      "parameters": {
        "fast_ma": 20,
        "slow_ma": 50,
        "threshold": 0
      },
      "features": [
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      "notes": null
    },
    {
      "trial_number": 6,
      "trial_hash": "a993b1deeabb4cacad8f17cba6650017",
      "timestamp": "2026-05-03T15:37:17.689094",
      "description": "MA crossover with volume filter",
      "model_type": "rule_based",
      "parameters": {
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        "volume_threshold": 1.5
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      "features": [
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      "sharpe_ratio": 1.1,
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    },
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      "trial_hash": "c7882deed5f36d942b6504ed76a52ef0",
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      "description": "Random Forest with MA features",
      "model_type": "RandomForest",
      "parameters": {
        "n_estimators": 100,
        "max_depth": 5,
        "fast_ma": 20,
        "slow_ma": 50
      },
      "features": [
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        "volume",
        "volatility"
      ],
      "sharpe_ratio": 1.4,
      "notes": null
    }
  ]
}