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Author SHA1 Message Date
Brent NealeandClaude Opus 4.6 f4734f57c7 Optimize strategy to SMA 50/100 with RSI 80/20 filtering 
Added parameter sweep tool that tested 320 combinations across SMA periods,
trade sizes, and RSI filters. Best result: SMA 50/100 on M15 with RSI 80/20
(Sharpe 5.69, 49% win rate). Updated backtester with RSI overbought/oversold
signal filtering and config to match optimal parameters.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-02-17 14:17:55 +10:00
Brent NealeandClaude Opus 4.6 187ebe9a9e Add backtesting engine with SMA cross strategy 
Reads features from Supabase, simulates SMA(3)/SMA(20) crossover signals,
and outputs P&L, drawdown, and trade logs per instrument/granularity.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-02-16 15:58:00 +10:00