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Step 7 — Refine the winners

What: tune only the strongest bull and bear ideas. Why: narrow around what actually worked.

Strategy summary

ExperimentKindRunsMean returnBest run
bull_dip_l24_t004_h16long_dip2
30.10%
45.57%
bull_dip_l24_t004_h12long_dip2
20.54%
30.84%
bear_rally_l24_t004_h12short_rally3
19.85%
45.68%
bear_rally_l30_t005_h12short_rally3
14.22%
35.93%
bear_rally_l24_t004_h16short_rally3
9.32%
61.62%
bull_dip_l30_t005_h12long_dip2
6.82%
14.24%
bear_rally_l18_t003_h8short_rally3
3.14%
54.30%
bull_dip_l18_t003_h8long_dip2
2.17%
10.71%

Regime summary

RegimeRunsMean returnBest run
bear12
11.63%
61.62%
bull8
14.91%
45.57%

Top results

SegmentExperimentTotal returnTradesPF
bear_2024_2025bear_rally_l24_t004_h16
61.62%
374.26
bear_2024_2025bear_rally_l18_t003_h8
54.30%
731.86
bear_2024_2025bear_rally_l24_t004_h12
45.68%
432.50
bull_2025bull_dip_l24_t004_h16
45.57%
402.37
bear_2024_2025bear_rally_l30_t005_h12
35.93%
253.73
bull_2025bull_dip_l24_t004_h12
30.84%
471.71
bear_2021_2022bear_rally_l24_t004_h12
15.31%
941.19
bear_2021_2022bear_rally_l30_t005_h12
15.13%
791.22
bull_2023_2024bull_dip_l24_t004_h16
14.62%
321.54
bull_2025bull_dip_l30_t005_h12
14.24%
351.44
bull_2023_2024bull_dip_l18_t003_h8
10.71%
701.26
bull_2023_2024bull_dip_l24_t004_h12
10.25%
361.32

Conclusion