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fx-quant/results/phase2/param_sweep.json
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Brent Neale 4f911b2072 Add Phase 2 backtesting pipeline: IS/OOS split, param sweep, generalization scoring 
Externalize hardcoded params in S4F (5 params) and S3 (9 params) as class
attributes for sweep compatibility. Add unified backtest runner with IS/OOS
validation and generalization scores, plus parameter grid sweep (90 combos)
with OOS validation. S7/S9/S9_Filtered pass generalization; S4F/S3 confirm
defaults are near-optimal.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-20 10:25:08 +10:00

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