Brent Neale 98cc843d14 Update S8_OB to best sweep params (DISP=2.5, TP1=2.0, Window=40) ...

IS PF improved from 1.02 to 1.39, reducing IS/OOS divergence.
Portfolio: IS +1,089 pips PF=1.31, OOS +643 pips PF=1.55, Gen=1.473 PASS.

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

2026-02-20 23:12:43 +10:00

..

backtest_report.json

Update S8_OB to best sweep params (DISP=2.5, TP1=2.0, Window=40)

2026-02-20 23:12:43 +10:00

correlation_analysis.json

Phase 2: Live paper trading engine + extended backtesting analytics

2026-02-19 14:46:51 +10:00

kelly_sizing.json

Phase 2: Live paper trading engine + extended backtesting analytics

2026-02-19 14:46:51 +10:00

param_sweep.json

Update param sweep results with S8_OB grid (27 combos)

2026-02-20 23:02:12 +10:00

regime_analysis.json

Phase 2: Live paper trading engine + extended backtesting analytics

2026-02-19 14:46:51 +10:00

s8_param_sweep.json

Add S8 Order Block (GBP_USD/M15) to Phase 2 portfolio

2026-02-20 21:00:30 +10:00

test_all_strategies.json

Add S8 Order Block (GBP_USD/M15) to Phase 2 portfolio

2026-02-20 21:00:30 +10:00

trades_S3_IS.csv

Refine Phase 2 portfolio: data-driven filters, drop S4F and S9

2026-02-20 10:25:09 +10:00

trades_S3_OOS.csv

Refine Phase 2 portfolio: data-driven filters, drop S4F and S9

2026-02-20 10:25:09 +10:00

trades_S4F_IS.csv

Add Phase 2 backtesting pipeline: IS/OOS split, param sweep, generalization scoring

2026-02-20 10:25:08 +10:00

trades_S4F_OOS.csv

Add Phase 2 backtesting pipeline: IS/OOS split, param sweep, generalization scoring

2026-02-20 10:25:08 +10:00

trades_S7_Tight_IS.csv

Refine Phase 2 portfolio: data-driven filters, drop S4F and S9

2026-02-20 10:25:09 +10:00

trades_S7_Tight_OOS.csv

Refine Phase 2 portfolio: data-driven filters, drop S4F and S9

2026-02-20 10:25:09 +10:00

trades_S8_OB_IS.csv

Update S8_OB to best sweep params (DISP=2.5, TP1=2.0, Window=40)

2026-02-20 23:12:43 +10:00

trades_S8_OB_OOS.csv

Update S8_OB to best sweep params (DISP=2.5, TP1=2.0, Window=40)

2026-02-20 23:12:43 +10:00

trades_S9_Filtered_IS.csv

Refine Phase 2 portfolio: data-driven filters, drop S4F and S9

2026-02-20 10:25:09 +10:00

trades_S9_Filtered_OOS.csv

Refine Phase 2 portfolio: data-driven filters, drop S4F and S9

2026-02-20 10:25:09 +10:00

trades_S9_IS.csv

Add Phase 2 backtesting pipeline: IS/OOS split, param sweep, generalization scoring

2026-02-20 10:25:08 +10:00

trades_S9_OOS.csv

Add Phase 2 backtesting pipeline: IS/OOS split, param sweep, generalization scoring

2026-02-20 10:25:08 +10:00