TYO
中文

语言

TYO Research Log

研究 日志

完成的系统只是研究的最小部分。本日志记录其余部分：假设、受控更改、结果与决定——包括被否决的。历史元数据未曾记录时，如实说明而非编造。

  • 26实验数
  • 16采纳
  • 1否决
  • 3未定论
  • 6归档
  • 14覆盖系统

每条记录遵循同一形式：观察 → 假设 → 受控更改 → 回测 → 验证 → 决定。「调参数直到变好」不是实验，也不会记录在此。

回测的改进不代表未来的改进。实验越多，碰巧成功的概率越高——本日志的存在部分正是为了让多重检验风险保持可见。

开发协议

按“以证据为设计”协议开发的新策略：开发前封存未见数据，公开且封顶搜索预算，候选冻结后保留期仅开启一次。

RES-XAU-001 EVIDENCE BY DESIGN TYO XAU PYRAMID 前瞻性质量: 流程前瞻

流程前瞻：开发者经历过该行情，MT5 本身可读取全部历史，因此隔离是程序性的（封存清单、受限工具、审计日志），并非密码学意义上的未知。此点如实说明。

数据层

开发期2016-02-01 → 2023-12-31
内部验证2024-01-01 → 2024-12-31
前瞻 OOS2025-01-01 → 2025-12-31
最终保留期 2026-01-01 → 2026-06-30 已封存

搜索预算

逻辑变体 0/12 实验 15/30 优化轮次 0/10 已冻结候选 0

尝试越多，越可能出现碰巧好看的配置——因此搜索次数本身作为证据公开。

里程碑

基线: 完成内部验证: 待办蒙特卡洛: 待办
  1. EXP-000005 采纳

    Risk/return map: simple annual average vs CAGR

    方法论 混合 2026年8月20日
    假设
    CAGR compares unequal test lengths more honestly than total-return-divided-by-years.
    决定
    The simple average produced figures no reader interprets correctly and compressed twelve systems into an unreadable band behind two outliers. CAGR puts 13 of 14 inside 1–28%.
    查看记录
  2. EXP-000006 采纳

    Correlation minimum-overlap rule

    方法论 混合 2026年8月20日
    假设
    Pairwise correlations computed over few shared months are noise and should not be displayed.
    决定
    The 13 suppressed pairs involve short-window systems whose r estimates would swing wildly with 1–2 months of data. Surviving range: −0.56 to +0.49, median 0.07.
    查看记录
  3. EXP-000201 采纳

    COSMOS — 70/30 split stability of the monthly profile

    COSMOS 稳定性 混合 2026年8月20日
    假设
    The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
    决定
    Late window kept a positive mean month (0.22%) and its positive-month share (100%) stayed within 10pp of the early window (100%).
    盈利月占比 0pp 平均月收益 +0.06pp 最差月份 +0.09pp
    查看记录
  4. EXP-000202 采纳

    EVERGREEN — 70/30 split stability of the monthly profile

    EVERGREEN 稳定性 混合 2026年8月20日
    假设
    The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
    决定
    Late window kept a positive mean month (0.48%) and its positive-month share (84.93%) stayed within 10pp of the early window (85.71%).
    盈利月占比 -0.78pp 平均月收益 -0.37pp 最差月份 +17.94pp
    查看记录
  5. EXP-000203 采纳

    GALOA — 70/30 split stability of the monthly profile

    GALOA 稳定性 混合 2026年8月20日
    假设
    The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
    决定
    Late window kept a positive mean month (0.89%) and its positive-month share (96.88%) stayed within 10pp of the early window (96.6%).
    盈利月占比 +0.28pp 平均月收益 -0.36pp 最差月份 +10.35pp
    查看记录
  6. EXP-000204 采纳

    GODSPEED — 70/30 split stability of the monthly profile

    GODSPEED 稳定性 混合 2026年8月20日
    假设
    The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
    决定
    Late window kept a positive mean month (0.31%) and its positive-month share (72.15%) stayed within 10pp of the early window (82.07%).
    盈利月占比 -9.92pp 平均月收益 -0.72pp 最差月份 +11.16pp
    查看记录
  7. EXP-000205 未定论

    GRANDSLAM — 70/30 split stability of the monthly profile

    GRANDSLAM 稳定性 混合 2026年8月20日
    假设
    The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
    决定
    Late window shorter than 12 months.
    盈利月占比 0pp 平均月收益 -1.01pp 最差月份 -0.39pp
    查看记录
  8. EXP-000206 未定论

    JAYRO — 70/30 split stability of the monthly profile

    JAYRO 稳定性 混合 2026年8月20日
    假设
    The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
    决定
    Late window shorter than 12 months.
    盈利月占比 0pp 平均月收益 -4.2pp 最差月份 -0.53pp
    查看记录
  9. EXP-000207 采纳

    JOKER — 70/30 split stability of the monthly profile

    JOKER 稳定性 混合 2026年8月20日
    假设
    The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
    决定
    Late window kept a positive mean month (0.26%) and its positive-month share (86.67%) stayed within 10pp of the early window (85.51%).
    盈利月占比 +1.16pp 平均月收益 +0.19pp 最差月份 +0.5pp
    查看记录
  10. EXP-000208 采纳

    KOKOMO — 70/30 split stability of the monthly profile

    KOKOMO 稳定性 混合 2026年8月20日
    假设
    The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
    决定
    Late window kept a positive mean month (0.49%) and its positive-month share (98.28%) stayed within 10pp of the early window (89.63%).
    盈利月占比 +8.65pp 平均月收益 -1.09pp 最差月份 +15.2pp
    查看记录
  11. EXP-000209 采纳

    METRO — 70/30 split stability of the monthly profile

    METRO 稳定性 混合 2026年8月20日
    假设
    The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
    决定
    Late window kept a positive mean month (0.35%) and its positive-month share (95.95%) stayed within 10pp of the early window (84.3%).
    盈利月占比 +11.65pp 平均月收益 -0.9pp 最差月份 +21.54pp
    查看记录
  12. EXP-000210 采纳

    MIRUMO — 70/30 split stability of the monthly profile

    MIRUMO 稳定性 混合 2026年8月20日
    假设
    The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
    决定
    Late window kept a positive mean month (0.93%) and its positive-month share (90%) stayed within 10pp of the early window (88.32%).
    盈利月占比 +1.68pp 平均月收益 -0.3pp 最差月份 +15.35pp
    查看记录
  13. EXP-000211 采纳

    NEXUS — 70/30 split stability of the monthly profile

    NEXUS 稳定性 混合 2026年8月20日
    假设
    The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
    决定
    Late window kept a positive mean month (1.76%) and its positive-month share (93.33%) stayed within 10pp of the early window (86.96%).
    盈利月占比 +6.37pp 平均月收益 +1.04pp 最差月份 +0.93pp
    查看记录
  14. EXP-000212 未定论

    RINA — 70/30 split stability of the monthly profile

    RINA 稳定性 混合 2026年8月20日
    假设
    The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
    决定
    Positive-month share fell by 14.54pp — inside the rejection bound but outside the acceptance bound.
    盈利月占比 -14.54pp 平均月收益 -4.21pp 最差月份 +1.53pp
    查看记录
  15. EXP-000213 采纳

    SENA — 70/30 split stability of the monthly profile

    SENA 稳定性 混合 2026年8月20日
    假设
    The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
    决定
    Late window kept a positive mean month (0.73%) and its positive-month share (87.18%) stayed within 10pp of the early window (93.18%).
    盈利月占比 -6pp 平均月收益 -1.32pp 最差月份 -4.55pp
    查看记录
  16. EXP-000214 采纳

    SUPREMACY — 70/30 split stability of the monthly profile

    SUPREMACY 稳定性 混合 2026年8月20日
    假设
    The monthly return profile of the first 70% of the backtest (positive-month share, mean monthly return) persists in the final 30%.
    决定
    Late window kept a positive mean month (0.93%) and its positive-month share (100%) stayed within 10pp of the early window (100%).
    盈利月占比 0pp 平均月收益 -0.2pp 最差月份 +0.31pp
    查看记录
  17. EXP-000001 采纳

    Equity-basis vs balance-basis drawdown across the catalogue

    方法论 混合 2026年8月19日
    假设
    Balance-basis drawdown (closed trades only) materially understates peak-to-trough risk for systems that hold losing positions, and must not be ranked against equity-basis figures silently.
    决定
    The gap on the worst case was a factor of ~4 (12.44% vs 48.82%). Publishing the balance figure as "the" drawdown would have materially understated risk.
    查看记录
  18. EXP-000002 采纳

    Stop-loss share denominator — data-integrity check

    数据完整性 混合 2026年8月19日
    假设
    An observed stop-loss share above 100% indicates the denominator excludes some closed trades.
    决定
    Share can no longer exceed 100%; extracted totals now match each report header exactly.
    查看记录
  19. EXP-000003 否决

    Positive-month share as a consistency score input

    评分 混合 2026年8月19日
    假设
    Share of profitable months is a usable consistency measure for these systems as-is.
    决定
    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.
    查看记录
  20. EXP-000004 采纳

    TYO SCORE: worst-month factor and drawdown cap

    评分 混合 2026年8月19日
    假设
    Scaling consistency by the worst month, and capping the total by drawdown, restores discrimination without hand-tuning per system.
    决定
    RINA (2nd-highest profit factor, 56% DD) lands at 55 and JAYRO at 40 — the ordering now reflects what the score claims to measure. Caps are disclosed on every page they bind.
    查看记录
  21. EXP-000101 归档

    GALOA — SUNS build vs current build, full 2003–2026 window

    GALOA 版本 人工 日期未记录
    假设
    未记录
    决定
    未记录
    获利因子 +5.27 最大回撤 -6.09pp 交易数 +86 胜率 -2.12pp
    查看记录
  22. EXP-000102 归档

    GALOA — recent-window run (2024–2026)

    GALOA 数据集 人工 日期未记录
    假设
    未记录
    决定
    未记录
    查看记录
  23. EXP-000103 归档

    GRANDSLAM — 2022-start vs 2024-start dataset window

    GRANDSLAM 数据集 人工 日期未记录
    假设
    未记录
    决定
    未记录
    查看记录
  24. EXP-000104 归档

    JOKER — MT4 build vs MT5 rebuild

    JOKER 平台 人工 日期未记录
    假设
    未记录
    决定
    未记录
    查看记录
  25. EXP-000105 归档

    NEXUS — two builds on the identical dataset

    NEXUS 版本 人工 日期未记录
    假设
    未记录
    决定
    未记录
    获利因子 +0.02 最大回撤 +2.96pp 交易数 0 胜率 0pp
    查看记录
  26. EXP-000106 归档

    GODSPEED — cross-market run on GOLD

    GODSPEED 数据集 人工 日期未记录
    假设
    未记录
    决定
    未记录
    查看记录

我们已发布的系统。

每一套 EA 都附有概念、逻辑、风险模型与测试条件的文档。没有黑箱，也没有无法解释的业绩。

查看我们的 EA 回测实验室