claude
36bbe76114
Charges the Arc 1 breakout matrix with a cost model (per-instrument
constant spread stress + vol slippage) and walks the stop geometry
(vol{3,k2} -> estimator smoothing -> k-ladder 6/12). Honest null: nothing
survives net cross-instrument; the one deflation-surviving cell (XAUUSD
bo_h1 at wide stops) dies against the always-long beta control. Adds the
control blueprint/campaign and the no-generalize process variant.
Engine gaps found along the way filed as Brummel/Aura#259-#267.
74 lines
1.5 KiB
JSON
74 lines
1.5 KiB
JSON
{
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"format_version": 1,
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"kind": "campaign",
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"name": "control-always-long",
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"description": "Beta control: a constant bias=+1 strategy (no signal at all) under the same regimes, window, and slippage cost as the arc2c/arc3 candidates. Any candidate whose R-statistics do not clearly beat this baseline on its instrument is long-beta in a secular bull market, not signal. The bound value param is re-opened as a single-point axis (empty axes are refused); the sweep degenerates to one member.",
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"seed": 0,
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"data": {
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"instruments": [
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"GER40",
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"US500",
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"EURUSD",
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"XAUUSD"
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],
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"windows": [
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{
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"from_ms": 1514764800000,
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"to_ms": 1782863999999
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}
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]
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},
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"risk": [
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{
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"vol": {
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"length": 3,
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"k": 2.0
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}
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},
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{
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"vol": {
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"length": 60,
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"k": 6.0
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}
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},
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{
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"vol": {
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"length": 60,
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"k": 12.0
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}
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}
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],
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"cost": [
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{
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"vol_slippage": {
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"slip_vol_mult": 0.1
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}
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}
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],
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"strategies": [
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{
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"ref": {
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"content_id": "198ca420039925af330f120376836d9c49a167b26e81324cb4857f5c20f81a44"
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},
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"axes": {
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"always_long.value": {
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"kind": "F64",
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"values": [
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1.0
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]
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}
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}
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}
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],
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"process": {
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"ref": {
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"content_id": "41863fcae9300b334056c6f2a899e8c2672ecb29387d294e9a6e58f159ef51b4"
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}
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},
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"presentation": {
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"persist_taps": [],
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"emit": [
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"selection_report"
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]
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}
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} |