Adriano Dal Pastro 9c871d1d86 feat(validation): WFA tooling + multi-fold results phase1-100 runs ...

Aggiunge 2 script di analisi per validare i top-K genomi cross-fold:

- scripts/analyze_btc_winners.py: per-trade dump (wins/losses/winrate/
  avg_win/avg_loss/return/maxDD/Sharpe) per ogni top-K × 4 fold
  expanding-window WFA. Usato per identificare i winner robusti vs
  i lucky-shot overfit.

- scripts/compare_winners.py: cross-run comparison di 5 winner
  candidate (BTC 1h + ETH 1h + BTC 5m + ETH 5m) sui medesimi 4 fold,
  con totali cumulativi.

Risultati WFA freezati:
- validation-btc-100-001.json: BTC 1h baseline (undertrading=10)
- validation-btc-100-001-thr3.json: BTC 1h con threshold=3 (rilassato
  per strategie ultra-selettive)
- validation-btc-100-5m-thr3.json: BTC 5m con threshold=3

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

2026-05-16 21:48:55 +00:00

..

validation-btc-100-5m-thr3.json

feat(validation): WFA tooling + multi-fold results phase1-100 runs

2026-05-16 21:48:55 +00:00

validation-btc-100-001-thr3.json

feat(validation): WFA tooling + multi-fold results phase1-100 runs

2026-05-16 21:48:55 +00:00

validation-btc-100-001.json

feat(validation): WFA tooling + multi-fold results phase1-100 runs

2026-05-16 21:48:55 +00:00

validation-extended-001.json

feat(validation): add validation data for phase1-extended-001 with detailed results

2026-05-16 10:55:35 +00:00