feat: finalize portfolio system and quantitative validation- Finalized MA_Crossover(30,100) and TrendFiltered_MA(30,100,ADX=15)

- Implemented portfolio engine with risk-based allocation (50/50)
- Added equity-based metrics for system-level evaluation
- Validated portfolio against standalone strategies
- Reduced max drawdown and volatility at system level
- Quantitative decision closed before paper trading phase
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DaM
2026-02-02 14:38:05 +01:00
parent c569170fcc
commit f85c522f22
53 changed files with 2389 additions and 104 deletions

3
.gitignore vendored
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@@ -14,4 +14,5 @@ __pycache__/
logs/
# Resultados
backtest_results/
backtest_results/
output/