mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-08-01 21:07:45 +00:00
Brent Neale
c8ec99c4e4
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>