gavindiaz/fx-quant
1
0
Fork 0
mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-13 18:28:04 +00:00
Code Issues Packages Projects Releases Wiki Activity
49 Commits 1 Branch 0 Tags
main
Commit Graph
2 Commits
Author SHA1 Message Date
Brent NealeandClaude Opus 4.6 c8ec99c4e4 Add 2025 forward validation report with full trade analysis 
Comprehensive report comparing IS (2021-2022), OOS (2023), and 2025
performance across all 4 Phase 2 strategies. Includes per-trade logs,
period comparison tables, and root cause analysis for each strategy's
2025 performance. Key finding: only S3 survived, high Phase 2
generalization scores correlated with regime sensitivity not robustness.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-02-21 12:08:14 +10:00
Brent NealeandClaude Opus 4.6 8df1bac3a4 Add 2025 forward validation: only S3 survives out of 4 strategies 
Downloaded 2025 data (Oct 2024-Dec 2025) for GBP_JPY H1, GBP_AUD H1,
GBP_USD M15+H1 via Dukascopy. Ran all 4 Phase 2 passing strategies on
2025 data. Results: S7_Tight PF=0.52 FAIL, S9_Filtered PF=0.74 FAIL,
S3 PF=1.05 PASS (+52p), S8_OB PF=0.84 FAIL. Portfolio PF=0.83 (-373p).
Only S3 (Key Level Breakout) maintained edge into 2025.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-02-21 12:00:22 +10:00