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E-03. Strategy 1 grid + walk-forward (2026-07-09)

81-combination grid and 32-window walk-forward: OOS Sharpe 0.177, below the 0.5 kill line, so the strategy was discarded.

Original record: 2026-07-09 · Migrated: 2026-10-27 · Translated from Korean: 2026-10-27
A historical record, not rerun in this migration.

The figures, hypotheses and verdicts of the time are preserved. A past positive result or candidate mention does not mean validated profitability today or a live-trading recommendation. Validation periods that were already used are not treated as new independent validation.

This is an English translation of a preserved Korean original. It describes conditions at the time of writing, not current provider specifications, costs or regulations. Phrases in the original about blocking or avoiding losses interpret simulated experiments and are not realized account results. Statistical trial counts differ from the number of independent strategies or CSV rows.

E-03. Strategy 1 grid + walk-forward (2026-07-09)

  • Grid of 81 combinations (recorded); best train Sharpe 0.258. The top 3 passed the val comparison (0.967/0.527/0.283 — val was actually higher).
  • Walk-forward (32 windows, 2,592 total searches): OOS Sharpe 0.177, +3.87%, MDD -14.38%. 12/32 windows had 0 trades.
  • Verdict: OOS Sharpe < 0.5 → discarded (kill criteria). The good-looking val result is interpreted as luck on a sample of 17 trades.

Source and migration evidence

Source: backtest/docs/experiment-log.md#E-03

Original SHA-256: 069c4aaaf53a20930ca8d94ba6365b4ce2b6bc560171d662a4c179ea55a6857c

Raw data and account information are not part of the public package. The original results do not replace statistical or scientific revalidation. The English text is a translation; numbers, tables and charts are carried over unchanged.

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E-02. Strategy 1 (RSI mean reversion) defaults, train (2026-07-08)

RSI + Bollinger + trend filter defaults on BTC 1h train: -8.88%, Sharpe -0.333 and only 29 trades in 2.4 years.

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archive / article

E-04. Strategy 2 (volatility breakout) grid + walk-forward (2026-07-09)

36-combination grid and walk-forward: fixed parameters collapsed on val while monthly re-optimization gave OOS Sharpe 1.198.

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