 TPTBusiness
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15c03df431
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feat: inverse factor signal combos — top-3 gives +0.57%/month with -3.7% DD
Key discovery: EUR/USD daily is mean-reverting — inverse momentum factors dominate.
- mom_15min_INV: +0.40%/month (single best)
- Top-3 combo: +0.57%/month, -3.7% DD
- Top-10 combo: +0.46%/month, -4.1% DD
- 196 trades/month — high frequency, low per-trade risk
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2026-05-11 14:29:22 +02:00 |
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