 jaxperro
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0c7d97c5d0
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live: train/test wallet-selection study + capital-constrained copy sims
strategy.py (train pre-May-30 / test June1+ on copy-ROI + z + consistency +
diversification) and followability.py (entry-time/lead-time/cadence filter)
surface wallets with real, copyable, out-of-sample edge (49/77 profitable
forward, p=0.011, +23.4% pooled).
pnl_basket.py / pnl_focused.py add $1000 capital-constrained copy sims with
missed-trade accounting: the broad basket loses (can't follow 1,200 trades on
$1k), but 1-2 wallets + a conviction (bet-size) filter clears out-of-sample.
cache.py gains entry-time caching. Findings documented.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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2026-06-18 16:38:41 -06:00 |
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