EXP-000003
Positive-month share as a consistency score input
Hipotesis
Share of profitable months is a usable consistency measure for these systems as-is.
Perubahan terkontrol
None shipped in this form — the raw share was evaluated and rejected as a standalone input.
Dataset & kondisi
Extracted monthly series, all 14 systems.
Sebelum / Sesudah
Sebelum
- Systems posting 90%+ positive months
- 9 of 14
Sesudah
- Among them, systems with a 40%+ drawdown
- 4
Validasi
Hasil OOS, walk-forward, Monte Carlo dan forward hanya ditampilkan bila datanya ada. Entri ini tidak memilikinya.
Keputusan
Grid- and martingale-style exits win almost every month by construction and give it back in one. Rewarding the raw share ranks the riskiest builds highest — the opposite of what a consistency score is for. Replaced by share × worst-month factor.
Keterlibatan AI
- Model
- Claude (Anthropic)
- Yang dikerjakan AI
- Proposed the raw share as a consistency input and then produced the counter-analysis that rejected it; the rejection was a joint decision.
- Tinjauan manusia
- ✓ Ditinjau dan disetujui oleh manusia
Entri berbantuan AI hanya dipublikasikan setelah tinjauan manusia; entri buatan AI tanpa tinjauan itu ditahan oleh pipeline build. AI tidak memprediksi pasar, dan tidak ada entri yang mengklaim demikian.
Catatan
The replacement is EXP-000004.
Perbaikan backtest tidak berarti perbaikan masa depan. Makin banyak eksperimen, makin besar peluang sebagian berhasil kebetulan — log ini ada sebagian agar risiko multiple-testing tetap terlihat.