research wave 1: 5 honest tracks on certified BTC/ETH + synthesis
- trackA trend, trackB ML, trackC mean-rev, trackD trend-portfolio, trackE xsec/ensemble - VERDICT: Track D vol-targeted BTC+ETH trend portfolio is the one robust deployable earner (Sharpe 1.0-1.32, DD 13-19%, positive every year 2019-2026) - mean-reversion confirmed dead on clean data; weak-but-real ML/trend residuals - honest: EUR50/day on 2000 in 1-2y is not reachable (needs ~137k capital or ruinous DD)
This commit is contained in:
@@ -43,3 +43,4 @@ data/games/
|
||||
# archived data (mirrors top-level data/ ignores, which are top-level-anchored)
|
||||
Old/data/
|
||||
Old/**/__pycache__/
|
||||
.cache_trackE_*.npy
|
||||
|
||||
Reference in New Issue
Block a user