 Brent Neale
|
edbe359d1b
|
Phase 1 complete: S3-S6 strategies, S4 variant analysis, learnings doc
- S3 Key Level Breakout: best performer (52-53% WR, PF ~1.0 on JPY crosses)
- S4 EMA Ribbon: tested 7 variants (D/E/F/F-v2/G/G-Minimal), exhausted
- Only EUR_AUD S4-F marginally profitable (PF 1.06)
- Detailed filter funnel analysis revealed contradictory filter stacking
- S5 Momentum Exhaustion: extended to 5 pairs, PF 0.43-0.77
- S6 EMA Bounce: 59-60% WR but PF 0.83-0.84, needs SL/TP restructuring
- Added STRATEGY_LEARNINGS.md with design principles and next steps
- Added M5 data downloader for 3-timeframe strategies
- Updated README with full strategy scorecard
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
|
2026-02-18 20:42:16 +10:00 |
|