Commit Graph

1 Commits

Author SHA1 Message Date
Adriano 33267584d9 research: Track D winner across timeframes (15m-1d) + per-year PnL/DD
- trackD_timing.py: same TSMOM 1-3-6m blend config sampled at 15m/1h/4h/1d
- robust plateau across all TFs; 4h marginally best (LF Sharpe 1.36, DD 13.8%)
- per-year PnL and per-year max drawdown tables
2026-06-19 19:39:02 +02:00