Brent NealeandClaude Opus 4.6 33369f9151 Update Kelly sizing for 4-strategy portfolio ...

All strategies positive Kelly, 0% ruin at half-Kelly.
S7: 13.7%, S9F: 9.5%, S3: 5.1%, S8_OB: 6.1% (half-Kelly).
S8_OB best risk profile: p95 DD only 1.8% with 2.11 W/L ratio.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-20 23:40:11 +10:00

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phase1

Add Phase 1 trade preview PNGs, live engine state, remove master prompt PDF

2026-02-19 14:54:04 +10:00

phase2

Update Kelly sizing for 4-strategy portfolio

2026-02-20 23:40:11 +10:00

STRATEGY_LEARNINGS.md

Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard

2026-02-19 13:56:03 +10:00