What: tune only the strongest bull and bear ideas. Why: narrow around what actually worked.
| Experiment | Kind | Runs | Mean return | Best run |
|---|---|---|---|---|
| bull_dip_l24_t004_h16 | long_dip | 2 | 45.57% | |
| bull_dip_l24_t004_h12 | long_dip | 2 | 30.84% | |
| bear_rally_l24_t004_h12 | short_rally | 3 | 45.68% | |
| bear_rally_l30_t005_h12 | short_rally | 3 | 35.93% | |
| bear_rally_l24_t004_h16 | short_rally | 3 | 61.62% | |
| bull_dip_l30_t005_h12 | long_dip | 2 | 14.24% | |
| bear_rally_l18_t003_h8 | short_rally | 3 | 54.30% | |
| bull_dip_l18_t003_h8 | long_dip | 2 | 10.71% |
| Regime | Runs | Mean return | Best run |
|---|---|---|---|
| bear | 12 | 61.62% | |
| bull | 8 | 45.57% |
| Segment | Experiment | Total return | Trades | PF |
|---|---|---|---|---|
| bear_2024_2025 | bear_rally_l24_t004_h16 | 37 | 4.26 | |
| bear_2024_2025 | bear_rally_l18_t003_h8 | 73 | 1.86 | |
| bear_2024_2025 | bear_rally_l24_t004_h12 | 43 | 2.50 | |
| bull_2025 | bull_dip_l24_t004_h16 | 40 | 2.37 | |
| bear_2024_2025 | bear_rally_l30_t005_h12 | 25 | 3.73 | |
| bull_2025 | bull_dip_l24_t004_h12 | 47 | 1.71 | |
| bear_2021_2022 | bear_rally_l24_t004_h12 | 94 | 1.19 | |
| bear_2021_2022 | bear_rally_l30_t005_h12 | 79 | 1.22 | |
| bull_2023_2024 | bull_dip_l24_t004_h16 | 32 | 1.54 | |
| bull_2025 | bull_dip_l30_t005_h12 | 35 | 1.44 | |
| bull_2023_2024 | bull_dip_l18_t003_h8 | 70 | 1.26 | |
| bull_2023_2024 | bull_dip_l24_t004_h12 | 36 | 1.32 |