recent-squeeze-refine-report.md 2.6 KB
Recent Squeeze Breakout Refine
Scope: ETH 15m only, data through the local cache end, roundtrip cost 0.21% on margin.
Top Qualified
| name | total_return | max_drawdown | profit_factor | trades | return_90d | return_30d | return_14d | return_7d | min_recent_return |
|---|---|---|---|---|---|---|---|---|---|
| sqref-q0.15-tb4-tr0.004-sl0.006-tp0.012-h48-short-directional-cd8 | -0.456208 | 0.477858 | 0.573803 | 259 | -0.00581739 | 0.000719736 | -0.00806421 | -0.00806421 | -0.00806421 |
| sqref-q0.15-tb4-tr0.004-sl0.006-tp0.012-h48-long-none-cd8 | -0.410576 | 0.429491 | 0.791997 | 528 | -0.0109169 | -0.0022738 | 0.0132188 | 0.00171981 | -0.0109169 |
| sqref-q0.2-tb4-tr0.004-sl0.006-tp0.012-h48-long-directional-cd8 | -0.406752 | 0.423514 | 0.643988 | 278 | -0.0216805 | 0.00328631 | 0.00156381 | 0 | -0.0216805 |
| sqref-q0.15-tb4-tr0.004-sl0.008-tp0.016-h48-short-directional-cd8 | -0.498679 | 0.505713 | 0.57709 | 238 | -0.0225305 | -0.0146833 | -0.0100365 | -0.0100365 | -0.0225305 |
| sqref-q0.15-tb4-tr0.004-sl0.006-tp0.012-h48-both-directional-cd8 | -0.582402 | 0.595992 | 0.635372 | 450 | -0.0227933 | -0.00583384 | -0.00651302 | -0.00806421 | -0.0227933 |
| sqref-q0.15-tb4-tr0.004-sl0.006-tp0.012-h48-both-none-cd8 | -0.6967 | 0.725961 | 0.670247 | 711 | -0.00725893 | -0.024734 | 0.0132188 | 0.00171981 | -0.024734 |
| sqref-q0.15-tb4-tr0.004-sl0.006-tp0.012-h48-long-directional-cd8 | -0.344887 | 0.354585 | 0.629468 | 215 | -0.0250369 | -0.00654886 | 0.00156381 | 0 | -0.0250369 |
| sqref-q0.15-tb4-tr0.004-sl0.008-tp0.016-h48-long-none-cd8 | -0.405317 | 0.457014 | 0.816903 | 475 | -0.0289907 | 0.0163875 | 0.015807 | 0.00365961 | -0.0289907 |
| sqref-q0.15-tb4-tr0.004-sl0.008-tp0.016-h48-short-none-cd8 | -0.609384 | 0.638471 | 0.67403 | 452 | -0.0335846 | -0.0281527 | -0.0100365 | -0.0100365 | -0.0335846 |
| sqref-q0.15-tb4-tr0.004-sl0.008-tp0.016-h48-both-none-cd8 | -0.638636 | 0.667109 | 0.733635 | 616 | -0.0388485 | -0.0320601 | 0.015807 | 0.00365961 | -0.0388485 |
| sqref-q0.2-tb4-tr0.004-sl0.008-tp0.016-h48-long-none-cd8 | -0.628834 | 0.668018 | 0.740809 | 617 | -0.0426463 | 0.0829074 | 0.0383837 | 0.00365961 | -0.0426463 |
| sqref-q0.2-tb4-tr0.004-sl0.008-tp0.016-h48-long-directional-cd8 | -0.325391 | 0.361779 | 0.752802 | 248 | -0.0583248 | 0.00522914 | 0.00156381 | 0 | -0.0583248 |
Interpretation
Qualified rows require positive 30d/14d/7d returns, at least 30 full-period trades, and profit factor >= 1.0. If this table still has negative 90d rows, the pattern is recent-regime specific rather than robust across the full recent quarter.