[ CapitalArc Current Progress #6 ]
Built per - bar regime labels for the agent backtest. Lesson: high vol โ chaos - high vol + chop does. Still no edge without regime playbooks. Honest negative result > fake alpha
[ CapitalArc Current Progress #5 ]
Turns out bad alpha isn't always bad signals - sometimes it's the same signal counted three times. Built a proper feature layer: 9 orthogonal axes, strict data parity, registry extensible for OI later
[ CapitalArc Current Progress #6 ]
Built per - bar regime labels for the agent backtest. Lesson: high vol โ chaos - high vol + chop does. Still no edge without regime playbooks. Honest negative result > fake alpha
[ CapitalArc Current Progress #5 ]
Turns out bad alpha isn't always bad signals - sometimes it's the same signal counted three times. Built a proper feature layer: 9 orthogonal axes, strict data parity, registry extensible for OI later
@DmitriyUngarov yeah and for the experience this is a huge plus - you can't even imagine how easy it'll be for me later to tune a trading agent for the same poly, it feels like solving 1+1 compared to writing a dissertation on mathematical analysis ๐
@captainntan my eyes are already popping out from the sheer number of influencing factors, i went and picked the hardest trading strategy... ๐ซ
but it's alright, i'll push every stage to the end, then we'll see the real result and honestly make conclusions
@DmitriyUngarov well this is basically a diary at this point
a diary about how i'm building what feels like a quantum computer just to squeeze out at least 5% apr ๐
[ CapitalArc Current Progress #5 ]
Turns out bad alpha isn't always bad signals - sometimes it's the same signal counted three times. Built a proper feature layer: 9 orthogonal axes, strict data parity, registry extensible for OI later
[ CapitalArc Current Progress #4 ]
Fixed the ruler before tuning the strategy. Real costs + funding + walk-forward turned a misleading +1.4% into an honest -6.6% baseline. All 5 folds negative. Good - now I know exactly what I'm working with
hehe, thanks bro! results are already visible on the horizon, think in the next 10 days i'll have the final verdict on this direction with full results
but getting a little ahead - literally an hour ago i finally found one of the anchors that was pulling everything into the red and for the first time i got positive average returns +0.53%, which for this specific trading strategy is straight up wow ๐ฅณ