fx-quant

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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

backtest_chart.html

Phase 1 complete: S3-S6 strategies, S4 variant analysis, learnings doc

2026-02-18 20:42:16 +10:00

backtest.html

Phase 1: Event-driven backtester, 5 strategies, and baseline results

2026-02-18 06:04:40 +10:00

base.html

Phase 1 complete: S3-S6 strategies, S4 variant analysis, learnings doc

2026-02-18 20:42:16 +10:00

chart.html

Phase 1: Event-driven backtester, 5 strategies, and baseline results