docs: ten years on the index as it was, with the ledger and the open questions updated - #110
Merged
Merged
Conversation
…limitations updated The tuning page gains the eleven yearly point-in-time runs (2016 to 2026, runs 34246882614 to 34247722648): +0.23 R on 1629 traded signals, positive in 10 of 11 years, drawdowns of 36 to 41 R inside four years; Wolfe +0.45 R and the best detector in the bad years, cups +0.03 R; bear-regime and high-VIX signals the robust context; the score gates and does not rank. The ledger records that the tuned profile held over ten years and that the Wolfe rhythm value held after failing its 12-row unseen window. The hypotheses list becomes outcomes: #98, #100 closed, #102 closed as held, #99 and #101 rewritten, #108 and #109 opened. README limitations and the testing page point at the ten-year numbers. Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Description
Documentation only: the multi-year evidence from the eleven point-in-time replays dispatched after #107 merged.
asof=true,bars=500,horizon=60,grid=false), the per-year table with coverage, hit rate, mean R, month-block intervals and drawdowns, and the pooled numbers: +0.23 R on 1629 traded signals, positive in 10 of 11 years; inverse H&S +0.23 R on 1096, Wolfe +0.45 R on 228 and the best detector in 2018, 2019 and 2022, cups +0.03 R on 305; bear regime +0.59 R against bull +0.16; VIX above 25 +0.50 in eight of eight years; a stock's SMA50 more than 5 % under its SMA200 +0.35; score buckets flat in mean R; drawdowns of 36 to 41 R inside 2018, 2019, 2022 and 2023.Issue updates made alongside: #98 and #100 closed as not supported, #102 closed as held, #99 and #101 rewritten, #82 and #97 commented, all with the numbers and run IDs.
Related Issues
Related: #95, #96, #82, #97, #98, #99, #100, #101, #102, #108, #109
Checklist
scan.py(no thresholds changed)python -m pytest -q)docs/wiki/CHANGELOG.mdupdated🤖 Generated with Claude Code