Commit Graph

2 Commits

Author SHA1 Message Date
DaM
4d769af8bf feat(calibration): complete step 1 data inspection with data quality v1 2026-02-08 22:29:09 +01:00
DaM
f85c522f22 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
2026-02-02 14:38:05 +01:00