Upload state after Nemotron cycle 2
Browse files
optimization_cpu_nemotron/20260824T124918Z/optimizer_state_cycle_02.json
ADDED
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}
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},
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| 1014 |
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},
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| 1015 |
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"reason": "Tighten confirm_buffer to 0.03 and add min_sweep_fraction 0.015 to filter noise while keeping 54k+ trade sample. Raise min_trend_score to 1.0 and min_mtf_ratio to 0.65 to align with profit_hit clusters showing stronger trend/MTF agreement. Enable require_ema_alignment and require_mtf_alignment (both false in top_pure) because profit_hits show higher weighted_mtf_ratio and ema_alignment consistency. Narrow RSI window to 0.52/0.48 to avoid extreme mean-reversion entries that appear in stop_losses. Keep structure_break false as it adds no edge in evidence."
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| 1016 |
+
},
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| 1017 |
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|
| 1024 |
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| 1035 |
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| 1036 |
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|
| 1037 |
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|
| 1038 |
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"require_m5_alignment": true
|
| 1039 |
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},
|
| 1040 |
+
"reason": "Deepen CRT quality filters: raise min_sweep_depth to 0.035, lower max_sweep_depth to 0.65, increase min_close_back to 0.3 and min_rejection_wick to 0.28 to match profit_hit rejection patterns. Tighten range_quality to 0.65-3.5 and max_c1_body_ratio to 0.85 to exclude messy candles prevalent in stop_losses. Enable require_purity and require_m5_confirmation (both false in top_deep) because selection shows negative expectancy without them. Raise min_trend_score to 1.5 and min_mtf_ratio to 0.7, enable all alignment booleans to force H1/H4/M5 agreement seen in profitable deep trades. Narrow RSI to 0.54/0.46 for directional clarity."
|
| 1041 |
+
},
|
| 1042 |
+
"overall_reason": "Pure strategy has robust 54k-trade backtest with positive expectancy across all R:R ratios; changes aim to improve selection consistency by adding moderate filters that align with profit_hit feature distributions (better MAE/MFE, higher MTF ratio, EMA alignment). Deep strategy suffers from small sample (7k backtest, 863 selection) and negative selection expectancy; changes significantly tighten CRT quality gates and add confirmation requirements to shift toward higher-quality setups evidenced in profit_hit trades. Both strategies move toward requiring multi-timeframe alignment and trend agreement, which the trade evidence shows separates profit_hits from stop_losses more cleanly than CRT parameters alone."
|
| 1043 |
+
}
|
| 1044 |
+
}
|