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- {
- "candidate_file": "reports/short-bias/swing-qualified.csv",
- "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%.",
- "focus_count": 8,
- "output_files": [
- "reports/short-bias/swing-stress-totals.csv",
- "reports/short-bias/swing-stress-robustness.csv",
- "reports/short-bias/swing-stress-vol-expansion-4h.csv",
- "reports/short-bias/swing-stress-summary.json",
- "reports/short-bias/swing-stress-report.md"
- ],
- "row_count": 324,
- "strategy_count": 12,
- "stress_case_count": 27,
- "years_requested": 10.0
- }
|