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fx-quant/results
Brent Neale 7657d4b1b3 Add 5 new strategies (S12-S16) — all tested, none show edge on M15
Implemented and backtested 5 new strategies adapted to M15 timeframe:
- S12 Asian Range Sweep (best OOS PF 0.66)
- S13 Bollinger-Keltner Squeeze (best OOS PF 0.79)
- S14 London Fix post-fix reversal (best OOS PF 0.52)
- S15 Momentum Continuation (best OOS PF 0.87)
- S16 London ORB (best OOS PF 0.63)

Added Bollinger Bands and Keltner Channels to indicator pipeline.
None passed generalization — these strategies need M5/M30 data.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-21 06:57:29 +10:00
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