01c19662cb
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.
189 lines
5.1 KiB
JSON
Executable File
189 lines
5.1 KiB
JSON
Executable File
{
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"gold": {
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"roi": 96.55,
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"dd": 14.32,
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"trades": 2155
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},
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"results": [
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{
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"name": "A_5.0/6.0_mc5.0_GOLD-ref",
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"roi": 96.55083977704362,
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"pf": 1.2201203038704769,
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"dd": 14.321954772270876,
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"wr": 50.48723897911833,
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"sharpe": 4.631491961453057,
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"trades": 2155,
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"avg_leverage": 3.1901002888648518,
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"max_leverage_realized": 6.0,
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"lev_p90": 6.0,
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"pct_at_hard_cap": 40.324825986078885,
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"sizing_scale_mean": 1.0883296846011132,
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"mc_monitor": {
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"red": 0,
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"orange": 0,
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"ok": 56,
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"halted": 0,
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"total": 56
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}
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},
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{
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"name": "B_6.0/7.0_mc5.0_decoupled",
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"roi": 119.33687073886617,
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"pf": 1.2185272940196565,
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"dd": 16.916071652089094,
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"wr": 50.48723897911833,
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"sharpe": 4.550677484437249,
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"trades": 2155,
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"avg_leverage": 3.588114025875353,
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"max_leverage_realized": 7.0,
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"lev_p90": 7.0,
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"pct_at_hard_cap": 39.443155452436194,
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"sizing_scale_mean": 1.0883296846011132,
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"mc_monitor": {
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"red": 0,
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"orange": 0,
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"ok": 56,
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"halted": 0,
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"total": 56
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}
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},
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{
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"name": "C_7.0/8.0_mc5.0_decoupled",
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"roi": 141.79672282249857,
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"pf": 1.2193254974796508,
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"dd": 18.318263045357885,
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"wr": 50.48723897911833,
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"sharpe": 4.517317168361109,
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"trades": 2155,
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"avg_leverage": 3.8905395845230593,
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"max_leverage_realized": 8.0,
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"lev_p90": 8.0,
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"pct_at_hard_cap": 20.51044083526682,
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"sizing_scale_mean": 1.0883296846011132,
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"mc_monitor": {
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"red": 0,
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"orange": 0,
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"ok": 56,
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"halted": 0,
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"total": 56
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}
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},
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{
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"name": "D_8.0/9.0_mc5.0_decoupled",
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"roi": 162.27551845884568,
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"pf": 1.2215406999889398,
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"dd": 18.43672091284768,
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"wr": 50.48723897911833,
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"sharpe": 4.490863883629943,
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"trades": 2155,
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"avg_leverage": 4.093742876621359,
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"max_leverage_realized": 9.0,
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"lev_p90": 9.0,
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"pct_at_hard_cap": 20.139211136890953,
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"sizing_scale_mean": 1.0883296846011132,
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"mc_monitor": {
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"red": 0,
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"orange": 0,
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"ok": 56,
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"halted": 0,
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"total": 56
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}
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},
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{
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"name": "E_9.0/10.0_mc5.0_decoupled",
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"roi": 183.99742787632874,
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"pf": 1.222401072093006,
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"dd": 18.556892309537158,
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"wr": 50.48723897911833,
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"sharpe": 4.427325011926956,
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"trades": 2155,
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"avg_leverage": 4.293314913419678,
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"max_leverage_realized": 10.0,
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"lev_p90": 10.0,
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"pct_at_hard_cap": 19.814385150812065,
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"sizing_scale_mean": 1.0883296846011132,
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"mc_monitor": {
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"red": 0,
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"orange": 0,
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"ok": 56,
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"halted": 0,
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"total": 56
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}
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},
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{
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"name": "F_6.0/7.0_mc6.0_coupled",
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"roi": 119.33687073886617,
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"pf": 1.2185272940196565,
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"dd": 16.916071652089094,
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"wr": 50.48723897911833,
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"sharpe": 4.550677484437249,
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"trades": 2155,
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"avg_leverage": 3.588114025875353,
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"max_leverage_realized": 7.0,
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"lev_p90": 7.0,
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"pct_at_hard_cap": 39.443155452436194,
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"sizing_scale_mean": 1.0883296846011132,
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"mc_monitor": {
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"red": 0,
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"orange": 0,
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"ok": 56,
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"halted": 0,
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"total": 56
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}
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},
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{
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"name": "G_7.0/8.0_mc7.0_coupled",
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"roi": 141.79672282249857,
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"pf": 1.2193254974796508,
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"dd": 18.318263045357885,
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"wr": 50.48723897911833,
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"sharpe": 4.517317168361109,
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"trades": 2155,
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"avg_leverage": 3.8905395845230593,
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"max_leverage_realized": 8.0,
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"lev_p90": 8.0,
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"pct_at_hard_cap": 20.51044083526682,
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"sizing_scale_mean": 1.0883296846011132,
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"mc_monitor": {
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"red": 0,
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"orange": 0,
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"ok": 56,
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"halted": 0,
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"total": 56
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}
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},
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{
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"name": "H_8.0/9.0_mc8.0_coupled",
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"roi": 162.27551845884568,
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"pf": 1.2215406999889398,
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"dd": 18.43672091284768,
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"wr": 50.48723897911833,
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"sharpe": 4.490863883629943,
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"trades": 2155,
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"avg_leverage": 4.093742876621359,
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"max_leverage_realized": 9.0,
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"lev_p90": 9.0,
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"pct_at_hard_cap": 20.139211136890953,
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"sizing_scale_mean": 1.0883296846011132,
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"mc_monitor": {
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"red": 0,
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"orange": 0,
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"ok": 56,
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"halted": 0,
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"total": 56
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}
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}
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],
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"meta": {
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"exp": "exp9",
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"question": "Does adaptive_beta DD headroom permit higher leverage ceiling?",
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"silver": {
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"roi": 88.55,
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"dd": 15.05,
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"trades": 2155
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},
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"total_elapsed_s": 2697.7,
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"gold_ref_ok": true,
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"note_mc": "Decoupled runs (mc_ref=5.0): MC assesses at original 5x reference \u2014 pure leverage cap test. Coupled runs: MC sees actual new cap \u2014 tests MC response."
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}
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} |