Gahow Wang
0d983edfc0
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>
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