ftdt-quant-lab

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Author	SHA1	Message	Date
ramseshk	3cc68cd46a	Fix Hurst/VPIN exit logic — time-based exit (20 bars max holding) Backtest on 6000 synth trades: 46 trades, 44 wins, +1.10% PnL. Entry: H>0.52 + VPIN>0.15 + direction bias Exit: after 20 bars OR Hurst decay below exit threshold	2026-08-06 07:13:17 +00:00
ramseshk	c98681c130	Fix historical cards + Hurst/VPIN strategy Historical tab fix: - StrategyCard: handle BacktestSummary type (not Strategy) - Pass coin/badge/stats/pnlPct/status props for historical - Historical cards now show proper data Hurst/VPIN directional strategy (Hyperliquid BTC-USD): - Dollar bars (constant-notional 0K) - Hurst exponent R/S analysis on 128-bar window - VPIN on 50-bucket volume imbalance - Quote-driven entry: both signals agree → BUY/SELL - Exit: Hurst decays below exit threshold	2026-08-06 04:49:00 +00:00

Author

SHA1

Message

Date

ramseshk

3cc68cd46a

Fix Hurst/VPIN exit logic — time-based exit (20 bars max holding)

Backtest on 6000 synth trades: 46 trades, 44 wins, +1.10% PnL.
Entry: H>0.52 + VPIN>0.15 + direction bias
Exit: after 20 bars OR Hurst decay below exit threshold

2026-08-06 07:13:17 +00:00

ramseshk

c98681c130

Fix historical cards + Hurst/VPIN strategy

Historical tab fix:
  - StrategyCard: handle BacktestSummary type (not Strategy)
  - Pass coin/badge/stats/pnlPct/status props for historical
  - Historical cards now show proper data

Hurst/VPIN directional strategy (Hyperliquid BTC-USD):
  - Dollar bars (constant-notional 0K)
  - Hurst exponent R/S analysis on 128-bar window
  - VPIN on 50-bucket volume imbalance
  - Quote-driven entry: both signals agree → BUY/SELL
  - Exit: Hurst decays below exit threshold

2026-08-06 04:49:00 +00:00

2 Commits