Files
ForexBot2/backtest
Harwinder Sekhon 9d7f7ff4ec research: weight-change test on the recorded replay files (pre-registered; M15 RSI x0.5 passes, not shipped)
First use of the --record evidence: a drift-adjusted per-bar screen ranked
regime-multiplier candidates, the top 3 per timeframe went through the full
2-year replay against same-harness controls plus the 2024-06..2025-03 OOS
window under a rule written before any run. M5: all three MACD candidates
fail (-10..-46R). M15: ema_trend x2 and divergence->0 (trending) fail;
RSI x0.5 in every regime passes every check (2-yr +117.6 -> +146.1R PF 1.43,
OOS +40.6 -> +60.7R PF 1.49, 3-yr +151.9 -> +186.6R) with the caveats recorded
(2026 -4R, 3-yr max DD 15.5 -> 19.3R, added trades mostly B-grade BUYs).
Nothing shipped; the passing candidate is an owner decision.

Claude-Session: https://claude.ai/code/session_01Nc9Ninzyi18QkWezrxeBvB
2026-09-09 17:26:21 -04:00
..