Brent Neale 935e02bdc6 Add held-out test set validation and S3 multi-pair expansion ...

Test set (Sep 2023 - Dec 2024): only S9_Filtered passes (PF=1.13),
portfolio PF=0.91 FAIL. S3 expansion to GBP_USD, EUR_USD, GBP_AUD
shows no generalization — GBP_JPY remains the only viable pair.
No strategy is consistently profitable across all 4 validation periods.

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

2026-02-21 12:41:44 +10:00

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2025

Add held-out test set validation and S3 multi-pair expansion

2026-02-21 12:41:44 +10:00

test_set

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

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