TYO

EXP-000002

Stop-loss share denominator — data-integrity check

采纳 数据完整性 研究来源: 混合 2026年8月19日
系统
平台/方法论研究——不绑定单一系统。
Git 提交
c101f55

假设

An observed stop-loss share above 100% indicates the denominator excludes some closed trades.

受控更改

Closed-trade count switched from wins+losses to all closed trades including break-even; win/loss rates kept on decided trades only.

数据集与条件

Extracted deal lists, all 14 systems.

更改前 / 更改后

更改前

SUPREMACY stop-loss share
100.05%

更改后

After including 9 break-even trades in the denominator
100.00%

验证

样本外、步进、蒙特卡洛与前向结果仅在数据存在时显示。本条目不存在这些数据。

决定

采纳

Share can no longer exceed 100%; extracted totals now match each report header exactly.

AI 参与

模型
Claude (Anthropic)
AI 做了什么
Traced the >100% share to break-even trades missing from the denominator and drafted the fix; totals were re-verified against every report header.
人工审核
已经人工审核并批准

AI 辅助的条目仅在人工审核后发布;未经审核的 AI 生成条目会被构建流程扣留。AI 不预测市场,也没有任何条目作此宣称。

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。