hjnormey/DOLPHIN
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

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

Browse Source 
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
Download Patch File Download Diff File Expand all files Collapse all files

202
nautilus_dolphin/dvae/exp9c_overfitting_results.json Executable file
View File

@@ -0,0 +1,202 @@
{
"gold": {
"roi": 88.55,
"pf": 1.215,
"dd": 15.05,
"sharpe": 4.38,
"wr": 50.5,
"trades": 2155
},
"results": [
{
"name": "d_liq_H1 (days 0-27)",
"roi": 76.14224142505569,
"dd": 16.77600591143919,
"calmar": 4.538758619126139,
"trades": 1050,
"liq_stops": 1,
"days": 28,
"mc_red": 0,
"mc_halted": 0
},
{
"name": "abeta_H1 (days 0-27)",
"roi": 38.57335970751784,
"dd": 14.321954772270908,
"calmar": 2.693302717461493,
"trades": 1050,
"liq_stops": 0,
"days": 28,
"mc_red": 0,
"mc_halted": 0
},
{
"name": "d_liq_H2 (days 28-55)",
"roi": 59.928495551638946,
"dd": 15.381215784261638,
"calmar": 3.896213172755756,
"trades": 1103,
"liq_stops": 0,
"days": 28,
"mc_red": 0,
"mc_halted": 0
},
{
"name": "abeta_H2 (days 28-55)",
"roi": 42.578652854670715,
"dd": 10.236414991759771,
"calmar": 4.159527812124281,
"trades": 1103,
"liq_stops": 0,
"days": 28,
"mc_red": 0,
"mc_halted": 0
},
{
"name": "d_liq_Q1",
"roi": 3.353675329427657,
"dd": 16.77600591143919,
"calmar": 0.199909045522025,
"trades": 532,
"liq_stops": 0,
"days": 14,
"mc_red": 0,
"mc_halted": 0
},
{
"name": "abeta_Q1",
"roi": 1.1727921993959172,
"dd": 13.884446888829856,
"calmar": 0.08446805326753329,
"trades": 532,
"liq_stops": 0,
"days": 14,
"mc_red": 0,
"mc_halted": 0
},
{
"name": "d_liq_Q2",
"roi": 70.82653734416076,
"dd": 12.810959705505464,
"calmar": 5.528589502449477,
"trades": 517,
"liq_stops": 1,
"days": 14,
"mc_red": 0,
"mc_halted": 0
},
{
"name": "abeta_Q2",
"roi": 38.781648637136215,
"dd": 14.437901577945617,
"calmar": 2.686100083711368,
"trades": 517,
"liq_stops": 0,
"days": 14,
"mc_red": 0,
"mc_halted": 0
},
{
"name": "d_liq_Q3",
"roi": 55.34503692873527,
"dd": 15.381215784261757,
"calmar": 3.598222514072325,
"trades": 465,
"liq_stops": 0,
"days": 14,
"mc_red": 0,
"mc_halted": 0
},
{
"name": "abeta_Q3",
"roi": 38.41268117672217,
"dd": 10.236414991759771,
"calmar": 3.7525521588997766,
"trades": 465,
"liq_stops": 0,
"days": 14,
"mc_red": 0,
"mc_halted": 0
},
{
"name": "d_liq_Q4",
"roi": 3.1074038301600084,
"dd": 12.866819616903355,
"calmar": 0.2415051988509857,
"trades": 637,
"liq_stops": 0,
"days": 14,
"mc_red": 0,
"mc_halted": 0
},
{
"name": "abeta_Q4",
"roi": 3.1287720381663533,
"dd": 8.984276378639036,
"calmar": 0.3482497539373681,
"trades": 637,
"liq_stops": 0,
"days": 14,
"mc_red": 0,
"mc_halted": 0
},
{
"name": "d_liq_buf0.80",
"roi": 169.47614903222345,
"dd": 20.78163843773938,
"calmar": 8.15509082885666,
"trades": 2156,
"liq_stops": 5,
"days": 56,
"mc_red": 0,
"mc_halted": 0,
"margin_buffer": 0.8
},
{
"name": "d_liq_buf0.90",
"roi": 167.655698815112,
"dd": 16.77600591143919,
"calmar": 9.993779192745233,
"trades": 2155,
"liq_stops": 2,
"days": 56,
"mc_red": 0,
"mc_halted": 0,
"margin_buffer": 0.9
},
{
"name": "d_liq_buf0.95",
"roi": 166.83246014782176,
"dd": 16.77600591143919,
"calmar": 9.944706804976885,
"trades": 2155,
"liq_stops": 1,
"days": 56,
"mc_red": 0,
"mc_halted": 0,
"margin_buffer": 0.95
},
{
"name": "d_liq_buf1.00",
"roi": 166.83246014782176,
"dd": 16.77600591143919,
"calmar": 9.944706804976885,
"trades": 2155,
"liq_stops": 1,
"days": 56,
"mc_red": 0,
"mc_halted": 0,
"margin_buffer": 1.0
}
],
"meta": {
"exp": "exp9c",
"question": "Is D_LIQ_GOLD robust across time windows and parameter perturbations?",
"split_passes": "1/2",
"quarter_passes": "2/4",
"buf_roi_range_pp": 2.644,
"buf_dd_range_pp": 4.006,
"all_pass": false,
"total_elapsed_s": 5657.9
}
}