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)
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2026-06-19 19:14:53 +02:00
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@@ -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