ramseshk ad4036713e feat: recent-window backtests (week/month/year) — 207 clean results ...

Archived 639 old full-history results. Re-ran sweep on time-windowed
bar limits matching practical trading horizons:

  Last week bars:  1h=168, 4h=42,  1d=7
  Last month bars: 1h=720, 4h=180, 1d=30
  Last year bars:  1h=5000, 4h=2190, 1d=365

270/270 sweep succeeded, 63 zero-trade files archived.
207 results with real trades remain.

Key findings on RECENT (year) data only:

  grid_mm:    S=13.8 (1h), S=9.3 (4h), S=8.1 (1d)
  as_mm:      S=14.8 (1h), S=8.0 (4h), S=3.3 (1d)
  composite:  S=3.2 (1h), S=2.3 (4h), S=0.7 (1d)
  mean_rev:   1d only viable (S=3.5)

  Directional strategies (momentum, obi, iceberg, hurst_vpin)
  all show near-zero or negative Sharpe on recent data.

  Market-making dominates in sideways crypto markets.

Added --window flag to sweep_runner for week/month/year presets

2026-08-10 16:35:25 +08:00

..

as_mm_BTC_1d_30_20260810-082922.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_1d_42_20260810-082917.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_1d_168_20260810-082913.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_1d_180_20260810-082918.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_1d_365_20260810-082925.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_1d_720_20260810-082915.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_1d_2190_20260810-082924.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_1d_5000_20260810-082927.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_1h_30_20260810-082850.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_1h_42_20260810-082845.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_1h_168_20260810-082842.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_1h_180_20260810-082847.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_1h_365_20260810-082854.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_1h_720_20260810-082844.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_1h_2190_20260810-082852.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_1h_5000_20260810-082856.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_4h_30_20260810-082906.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_4h_42_20260810-082901.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_4h_168_20260810-082858.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_4h_180_20260810-082903.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_4h_365_20260810-082910.json

feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_4h_720_20260810-082859.json

feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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as_mm_BTC_4h_5000_20260810-082912.json

feat: recent-window backtests (week/month/year) — 207 clean results

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composite_mm_BTC_1d_42_20260810-083201.json

feat: recent-window backtests (week/month/year) — 207 clean results

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composite_mm_BTC_1d_168_20260810-083157.json

feat: recent-window backtests (week/month/year) — 207 clean results

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composite_mm_BTC_1d_180_20260810-083203.json

feat: recent-window backtests (week/month/year) — 207 clean results

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composite_mm_BTC_1d_365_20260810-083213.json

feat: recent-window backtests (week/month/year) — 207 clean results

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composite_mm_BTC_1d_720_20260810-083159.json

feat: recent-window backtests (week/month/year) — 207 clean results

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composite_mm_BTC_1d_2190_20260810-083211.json

feat: recent-window backtests (week/month/year) — 207 clean results

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composite_mm_BTC_1d_5000_20260810-083218.json

feat: recent-window backtests (week/month/year) — 207 clean results

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composite_mm_BTC_1h_2190_20260810-083116.json

feat: recent-window backtests (week/month/year) — 207 clean results

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composite_mm_BTC_1h_5000_20260810-083127.json

feat: recent-window backtests (week/month/year) — 207 clean results

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composite_mm_BTC_4h_365_20260810-083146.json

feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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composite_mm_BTC_4h_2190_20260810-083143.json

feat: recent-window backtests (week/month/year) — 207 clean results

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composite_mm_BTC_4h_5000_20260810-083155.json

feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_1d_7_20260810-083053.json

feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_1d_30_20260810-083055.json

feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_1d_168_20260810-083046.json

feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_1d_180_20260810-083051.json

feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_1d_365_20260810-083058.json

feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_1d_720_20260810-083048.json

feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_1d_2190_20260810-083057.json

feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_1d_5000_20260810-083100.json

feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_1h_7_20260810-083022.json

feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_1h_30_20260810-083023.json

feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_1h_180_20260810-083020.json

feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_1h_365_20260810-083027.json

feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_4h_7_20260810-083037.json

feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_4h_180_20260810-083036.json

feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_4h_365_20260810-083042.json

feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_4h_720_20260810-083032.json

feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_4h_2190_20260810-083041.json

feat: recent-window backtests (week/month/year) — 207 clean results

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grid_mm_BTC_4h_5000_20260810-083044.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_1d_168_20260810-082819.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_1d_180_20260810-082825.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_1d_365_20260810-082835.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_1d_720_20260810-082822.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_1d_2190_20260810-082833.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_1d_5000_20260810-082840.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_1h_365_20260810-082740.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_1h_720_20260810-082727.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_1h_2190_20260810-082738.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_1h_5000_20260810-082749.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_4h_168_20260810-082751.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_4h_180_20260810-082757.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_4h_365_20260810-082808.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_4h_720_20260810-082754.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_4h_2190_20260810-082806.json

feat: recent-window backtests (week/month/year) — 207 clean results

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hurst_vpin_BTC_4h_5000_20260810-082817.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_1d_42_20260810-083254.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_1d_168_20260810-083250.json

feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_1d_720_20260810-083252.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_1d_2190_20260810-083301.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_1d_5000_20260810-083304.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_1h_30_20260810-083228.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_1h_42_20260810-083223.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_1h_168_20260810-083220.json

feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_1h_365_20260810-083231.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_1h_720_20260810-083221.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_1h_2190_20260810-083230.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_1h_5000_20260810-083233.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_4h_168_20260810-083235.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_4h_180_20260810-083240.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_4h_365_20260810-083247.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_4h_720_20260810-083237.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_4h_2190_20260810-083245.json

feat: recent-window backtests (week/month/year) — 207 clean results

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iceberg_BTC_4h_5000_20260810-083249.json

feat: recent-window backtests (week/month/year) — 207 clean results

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mean_rev_BTC_1d_30_20260810-083430.json

feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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mean_rev_BTC_4h_5000_20260810-083421.json

feat: recent-window backtests (week/month/year) — 207 clean results

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momentum_BTC_1d_42_20260810-083340.json

feat: recent-window backtests (week/month/year) — 207 clean results

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momentum_BTC_1d_168_20260810-083336.json

feat: recent-window backtests (week/month/year) — 207 clean results

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momentum_BTC_1d_180_20260810-083341.json

feat: recent-window backtests (week/month/year) — 207 clean results

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momentum_BTC_1d_365_20260810-083348.json

feat: recent-window backtests (week/month/year) — 207 clean results

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momentum_BTC_1d_720_20260810-083338.json

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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feat: recent-window backtests (week/month/year) — 207 clean results

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