swing-stress-summary.json 779 B

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  1. {
  2. "candidate_file": "reports/short-bias/swing-qualified.csv",
  3. "decision": "Yes, still worth continuing as a research candidate. The weakest focused variant is vol_expansion_short-eth-4H-fast30-slow120-entry20-exit10-atr14-stop_atr2.0-take_atr4.0-max_hold120-vol_window120-vol_quantile0.8 with worst stressed total return 146.99% and worst stressed 1y return 9.75%.",
  4. "focus_count": 8,
  5. "output_files": [
  6. "reports/short-bias/swing-stress-totals.csv",
  7. "reports/short-bias/swing-stress-robustness.csv",
  8. "reports/short-bias/swing-stress-vol-expansion-4h.csv",
  9. "reports/short-bias/swing-stress-summary.json",
  10. "reports/short-bias/swing-stress-report.md"
  11. ],
  12. "row_count": 324,
  13. "strategy_count": 12,
  14. "stress_case_count": 27,
  15. "years_requested": 10.0
  16. }