Gahow Wang
1f50253d13
Research scripts exploring paths beyond V7+VT36: - regime_stock_picker_eval: V3 regime + S&P 500 stock picking - v7_parameter_sweep: VT range (20-48%) + adaptive PT variants - v7_synthetic_leverage_eval: synthetic 2x/3x leveraged individual stocks - v7_breakthrough_eval/fixed: ensemble, cross-market, alt regime engines - v7_three_ideas_eval: TMF risk-off, PT entry reset, fast exit - v7_trade_audit: full 10y trade log and alpha attribution - sota_ranking: comprehensive cross-strategy ranking Key findings: - VT36 is optimal risk-return tradeoff (+7% vs VT28, Sharpe ~flat) - PT30 is structural optimum for 3x ETFs (all adaptive variants worse) - V8 (TMF risk-off) debunked: +5% was 1-day lookahead bias artifact - V3 regime engine irreplaceable (all simplified alternatives fail) - PT mechanism is dominant alpha source (+15.6pp ann, +0.58 Sharpe) V8 strategy file kept for reference (not registered). Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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