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fx-quant/results/phase2/s8_param_sweep.json
T
Brent Neale ea5472b737 Add S8 Order Block (GBP_USD/M15) to Phase 2 portfolio 
Tested all 9 untested strategies across 22 pair combos. S8 Order Block
on GBP_USD was the standout: OOS PF=2.14, WR=65.4%, Gen=1.850 PASS.
Parameter sweep confirmed DISPLACEMENT_ATR=2.0, TP1_ATR_MULT=1.0,
OB_RETEST_WINDOW=40 as best params (all top-5 PASS OOS validation).

Portfolio now 4 strategies: S7_Tight, S9_Filtered, S3, S8_OB.
OOS portfolio: 82 trades, PF=1.61, WR=64.6%, Sharpe=2.98, +672 pips.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-20 21:00:30 +10:00

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{
"pair": "GBP_USD",
"timeframe": "M15",
"htf": "H1",
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}
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