feat(strategy4): MT01 squeeze+MTF 82.7% acc — batte SQ02, 6 strategie scartate

Nuova strategia MT01: squeeze 15m + momentum EMA 1h
  BTC 15m: 82.7% acc, 503 trades, DD 5.9%, 9/9 anni, worst 72%
  ETH 15m: 81.2% acc, 404 trades, DD 2.9%, 9/9 anni, worst 73%

Strategie testate e scartate (waste W23-W28):
  IB01 inside bar (58.7%, no edge)
  DC01 donchian (48%, sotto random)
  SB01 retest (52%, no edge)
  MR01 mean reversion RSI (62.9%, DD 29%)
  VO01 volume spike (64.2%, DD 34%)
  HY01 squeeze+MR (64.6%, DD 14.5%)

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
2026-05-28 00:38:11 +02:00
parent 56bad4741e
commit f42fec9fac
21 changed files with 1230 additions and 0 deletions
+1
View File
@@ -18,6 +18,7 @@ MODULE_MAP = {
"SQ03_filtered": ("SQ03_squeeze_all_filters", "SqueezeFiltered"),
"SQ04_ultimate": ("SQ04_squeeze_ultimate", "SqueezeUltimate"),
"ML01_squeeze_gbm": ("ML01_squeeze_gbm", "SqueezeGBM"),
"MT01_squeeze_mtf": ("MT01_squeeze_mtf_momentum", "SqueezeMTFMomentum"),
}