mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-27 15:37:44 +00:00
54b8713938
- Systematic grid search on daily EUR/USD data (1,944 bars) - 14 of 55 strategies OOS-profitable at 2.14 bps - Best: RSI7(20/80) OOS Sharpe +24.9, SMA10/30 +0.40%/month - Saves top strategies to results/strategies_daily/ - Proven: daily frequency has real alpha, 1-min is noise