Four research directions beyond V7+VT36:
1. single_stock_swing: 20 famous stocks (Mag 7 + others), per-stock
optimized swing trading. High-vol growth stocks (AMD Sharpe 1.55,
TSLA 1.54) work best, but overfitting risk is extreme — universal
params only TSLA is viable. Not competitive with V7.
2. v7_literature_alpha: 9 academic directions (VIX overlay, Kelly
sizing, multi-MA, cross-asset, momentum acceleration, VIX mean-
reversion, vol-adaptive PT, combined). V3's regime engine already
implicitly captures most literature signals. MA130 marginally
better than MA150 (+0.02 Sharpe, within noise).
3. new_frameworks_eval: volatility trading (SVXY risk-off) and
calendar effects (turn-of-month). SVXY and V7 regime structurally
conflict — SVXY crashes exactly when V7 goes risk-off.
Turn-of-month has decent Sharpe (1.30) but only 28% annual.
Nothing beats V7.
4. smart_dca_eval: fixed/VIX-scaled/MA-deviation/value-averaging/RSI
DCA into SPY/QQQ/TQQQ/UPRO + V7 hybrids. Smart DCA barely beats
fixed DCA. Any DCA hybrid dilutes V7's alpha. DCA only useful for
new monthly contributions that can't lump-sum into V7.
Conclusion: V7+VT36 remains SOTA across all tested frameworks.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
