Nicholai
3621d93643
6 iterations of backtest refinements with key discoveries: - stop losses don't work for prediction markets (prices gap) - 50% take profit, no stop loss yields +9.37% vs +4.04% baseline - diversification beats concentration: 100 positions → +18.98% - added kalman filter, VPIN, regime detection scorers (research) exit config: take_profit 50%, stop_loss disabled, 48h max hold position sizing: kelly 0.40, max 30% per position, 100 max positions
7 lines
72 B
Plaintext
7 lines
72 B
Plaintext
/target
|
|
/data/*.csv
|
|
/data/*.parquet
|
|
/results/*.json
|
|
Cargo.lock
|
|
.grepai/
|