research: MTF + BTC 추세 필터 백테스트 — FAIL, MTF 전략 최종 폐기
- 메인 가설(BTC 1h EMA50/200 ADX>20) OOS fees PF 0.90, 베이스라인(0.94)보다 악화 - 12개 sweep 조합 중 합격(fees PF>=1.2) 0개 - 761일 데이터로 전략 근본적 edge 부재 확인 Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
4406
results/xrpusdt/mtf_btc_filter_trades.csv
Normal file
4406
results/xrpusdt/mtf_btc_filter_trades.csv
Normal file
File diff suppressed because it is too large
Load Diff
Reference in New Issue
Block a user