initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

Includes core prod + GREEN/BLUE subsystems:
- prod/ (BLUE harness, configs, scripts, docs)
- nautilus_dolphin/ (GREEN Nautilus-native impl + dvae/ preserved)
- adaptive_exit/ (AEM engine + models/bucket_assignments.pkl)
- Observability/ (EsoF advisor, TUI, dashboards)
- external_factors/ (EsoF producer)
- mc_forewarning_qlabs_fork/ (MC regime/envelope)

Excludes runtime caches, logs, backups, and reproducible artifacts per .gitignore.
This commit is contained in:
hjnormey
2026-04-21 16:58:38 +02:00
commit 01c19662cb
643 changed files with 260241 additions and 0 deletions

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{
"gold": {
"roi": 96.55,
"dd": 14.32,
"trades": 2155
},
"results": [
{
"name": "B_liq_6/7x_liqstop13.6%",
"roi": 117.60890852798336,
"pf": 1.2199931287037944,
"dd": 15.800313739426617,
"wr": 50.672853828306266,
"sharpe": 4.592967533169852,
"trades": 2155,
"avg_leverage": 3.501351353769574,
"liq_stops": 1,
"liq_stop_pct": 0.1357142857142857,
"liq_stop_rate_pct": 0.04640371229698376
},
{
"name": "C_liq_7/8x_liqstop11.9%",
"roi": 139.72300151188082,
"pf": 1.2286392091015288,
"dd": 16.7760059114392,
"wr": 50.672853828306266,
"sharpe": 4.844497641085453,
"trades": 2155,
"avg_leverage": 3.7301880355925894,
"liq_stops": 1,
"liq_stop_pct": 0.11875,
"liq_stop_rate_pct": 0.04640371229698376
},
{
"name": "D_liq_8/9x_liqstop10.6%",
"roi": 147.2832528932534,
"pf": 1.233340905262188,
"dd": 16.776005911439114,
"wr": 50.672853828306266,
"sharpe": 4.995057984165502,
"trades": 2155,
"avg_leverage": 3.795150347589037,
"liq_stops": 1,
"liq_stop_pct": 0.10555555555555554,
"liq_stop_rate_pct": 0.04640371229698376
},
{
"name": "E_liq_9/10x_liqstop9.5%",
"roi": 112.16063020117491,
"pf": 1.1952757754808747,
"dd": 30.685728293170744,
"wr": 50.69573283858998,
"sharpe": 3.9564143841036885,
"trades": 2156,
"avg_leverage": 3.854065962587942,
"liq_stops": 5,
"liq_stop_pct": 0.095,
"liq_stop_rate_pct": 0.2319109461966605
}
],
"meta": {
"exp": "exp9b",
"question": "Do liquidation stops fire in 55-day dataset? Are exp9 results accurate?",
"exp9_reference": {
"B": {
"roi": 119.34,
"dd": 16.92,
"trades": 2155
},
"C": {
"roi": 141.8,
"dd": 18.32,
"trades": 2155
},
"D": {
"roi": 162.28,
"dd": 18.44,
"trades": 2155
},
"E": {
"roi": 184.0,
"dd": 18.56,
"trades": 2155
}
},
"total_elapsed_s": 1877.3
}
}