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feat(books): drop trend_rider_v3_vt24 and v4 from selected_2026_09

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v3_vt24 held the same position as v7_vt24. 29 strategies remain.

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
This commit is contained in:
Gahow Wang
2026-09-25 22:26:42 +08:00
parent 465189ba9a
commit 38a55e7882
2 changed files with 5 additions and 5 deletions
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trader.py
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@@ -125,8 +125,9 @@ LIVE_BOOKS: dict[str, dict] = {
# Sharpe >= 0.6, MaxDD > -50%; CN: Sharpe >= 0.2, CAGR > 0); no daily
# variants; at most two frequencies per factor signal. Plus the three
# strategies from the 2026-09 PIT research, and the trend_rider ETF
# strategies (lost 7-12% in Apr-Sep, 10-year Sharpe 0.8-1.4): the best
# 10-year Sharpe of each version, and v7_vt36 (the V7+VT36 champion).
# strategies (lost 7-12% in Apr-Sep, 10-year Sharpe 1.0-1.4): v7_vt24
# and v5_vt30 (best 10-year Sharpe of their version) and v7_vt36 (the
# V7+VT36 champion).
"strategies": {
"us": [
"fc_up_cap_quality_mom_biweekly", "fc_up_cap_quality_mom_weekly",
@@ -139,8 +140,7 @@ LIVE_BOOKS: dict[str, dict] = {
"fc_rec_mfilt_ma200_monthly", "fc_rec_mfilt_ma200_biweekly",
"hybrid_alpha_top10", "recovery_mom_top10",
"overnight_recovery_top10",
"trend_rider_v7_vt24", "trend_rider_v7_vt36", "trend_rider_v3_vt24",
"trend_rider_v5_vt30", "trend_rider_v4",
"trend_rider_v7_vt24", "trend_rider_v7_vt36", "trend_rider_v5_vt30",
],
"cn": [
"fc_up_cap_mom_gap_monthly", "fc_up_cap_mom_gap_biweekly",