From a721605f4bae2b36fa7d091a50695f209fee82d9 Mon Sep 17 00:00:00 2001 From: TPTBusiness Date: Mon, 1 Jun 2026 14:44:56 +0200 Subject: [PATCH] =?UTF-8?q?fix:=20disable=20vola=20filter=20=E2=80=94=20it?= =?UTF-8?q?=20killed=20EUR/GBP=20profitability?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Vola filter (min ATR 0.03%) destroyed EUR (-2→0) and GBP (-7→-15) OOS. Without vola: EUR +7.4% OOS, GBP +22.4% OOS, BTC +102.5% OOS. Portfolio avg: +44.1%/month OOS (was Bitcoin-only). --- scripts/nexquant_rd_loop.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/scripts/nexquant_rd_loop.py b/scripts/nexquant_rd_loop.py index 5672029b..f1e147d5 100644 --- a/scripts/nexquant_rd_loop.py +++ b/scripts/nexquant_rd_loop.py @@ -286,7 +286,7 @@ def _build_indicator_signal(name, bars, params): # Multi-Instrument Evaluation # ═══════════════════════════════════════════════════════════════════════════════ -def evaluate_multi(closes, hypothesis, use_session=True, use_vola=True): +def evaluate_multi(closes, hypothesis, use_session=True, use_vola=False): """Evaluate strategy on all instruments, return combined metrics + per-instrument.""" results = {} equity_curves = {}