Validated Combos (T2 v5)

Каталог проверенных (combo + стратегия) пар из validate_combo.py · См. также: T2 v3 · T2 v4 · T2 v6
← Research Главная Статистика
100уникальных combo
257стратегий (вариантов)
204симметричных
53асимметричных
23combo в прямом направлении
77combo в инверсии
▶ Минимально-достаточные ограничения
Период: IS = 2025-01-01 → 2025-09-30 (train, 9 мес), OOS = 2025-10-01 → 2026-04-07 (test, 6+ мес) — forward-looking split.
N на период: ≥ 30 в IS и OOS (защита от overfit).
Ratio: симметрия — TP=SL ≥ 2.5:2.5; асимметрия — TP ≥ 2.5.
WR: симметрия — WR ≥ 50% (психологический минимум); асимметрия — WR ≥ 1/(1+ratio) + 10pp (статистический edge над breakeven).
E[R]: ≥ +0.05R на обоих периодах.
EXPIRED%: ≤ 50% на обоих периодах (иначе edge лежит на close-at-N, шумно).
Consistency: min(IS,OOS)/max(IS,OOS) ≥ 0.5 — edge не должен схлопываться между периодами.
Window: подбирается максимизацией E[R] на IS; OOS оценивается на этом окне как clean test.
Strength: grid [0.0, 0.5, 1.0, 1.5, 2.0, 2.5, 3.0] — минимальный порог силы триггера. Для каждой ячейки (direction × variant_type × TP × SL) оптимизируется лучший (window, strength) по IS E[R].
Direction: вариант сохраняется для того направления (original/inverted), где выше E[R]; второе направление приводится как contra.
CLEAN_BOUNCE 4 combo, 7 variant(s)
× Consumer ORIGINAL 1 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=3.50R / SL=3.50R 25 bars ≥ 0.0 +0.601R 66.7% 41 48.8% +0.545R 60.0% 59 49.1% -0.573
ℹ small N: IS=41 / OOS=59 — статистика тонкая, требует ревалидации при росте выборки
× Financial ORIGINAL 2 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 15 bars ≥ 1.5 +0.239R 55.0% 31 35.5% +0.366R 57.1% 35 40.0% -0.303
ℹ small N: IS=31 / OOS=35 — статистика тонкая, требует ревалидации при росте выборки
symmetric TP=3.00R / SL=3.00R 25 bars ≥ 1.0 +0.325R 58.3% 41 41.5% +0.460R 55.2% 40 27.5% -0.393
ℹ small N: IS=41 / OOS=40 — статистика тонкая, требует ревалидации при росте выборки
× Metals&Materials INVERTED 1 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 20 bars ≥ 1.0 +0.328R 55.6% 31 12.9% +0.217R 53.6% 33 15.2% -0.273
ℹ small N: IS=31 / OOS=33 — статистика тонкая, требует ревалидации при росте выборки
× Utility ORIGINAL 3 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=3.50R / SL=3.50R 30 bars ≥ 0.0 +0.407R 55.6% 55 34.5% +0.230R 56.6% 80 33.8% -0.318
symmetric TP=4.00R / SL=4.00R 30 bars ≥ 2.5 +0.909R 60.0% 39 35.9% +0.469R 61.8% 56 39.3% -0.689
ℹ small N: IS=39 / OOS=56 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=2.50R / SL=1.00R 30 bars ≥ 3.0 +0.789R 51.4% 36 2.8% +0.481R 42.3% 52 0.0% -0.105
ℹ small N: IS=36 / OOS=52 — статистика тонкая, требует ревалидации при росте выборки
VWAP_REVERSION 10 combo, 62 variant(s)
× Consumer INVERTED 7 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=3.50R / SL=3.50R 15 bars ≥ 1.5 +0.337R 54.5% 73 24.7% +0.429R 62.1% 44 34.1% -0.383
ℹ small N: IS=73 / OOS=44 — статистика тонкая, требует ревалидации при росте выборки
symmetric TP=4.00R / SL=4.00R 15 bars ≥ 1.5 +0.373R 52.9% 73 30.1% +0.439R 59.3% 44 38.6% -0.406
ℹ small N: IS=73 / OOS=44 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=2.50R / SL=0.50R 25 bars ≥ 1.5 +0.531R 33.8% 73 2.7% +0.318R 27.3% 44 0.0% +0.242
⚠ fragile: OOS WR 27.3% — близко к breakeven+10pp (asym)
asymmetric TP=2.50R / SL=0.75R 25 bars ≥ 1.5 +0.459R 36.6% 73 2.7% +0.358R 34.1% 44 0.0% +0.110
⚠ fragile: OOS WR 34.1% — близко к breakeven+10pp (asym)
asymmetric TP=3.00R / SL=0.50R 25 bars ≥ 1.5 +0.684R 32.9% 73 4.1% +0.375R 25.0% 44 0.0% +0.246
⚠ fragile: OOS WR 25.0% — близко к breakeven+10pp (asym)
asymmetric TP=3.00R / SL=0.75R 25 bars ≥ 1.5 +0.612R 34.8% 73 5.5% +0.443R 31.8% 44 0.0% +0.087
⚠ fragile: OOS WR 31.8% — близко к breakeven+10pp (asym)
asymmetric TP=3.50R / SL=0.50R 25 bars ≥ 1.5 +0.607R 26.1% 73 5.5% +0.409R 22.7% 44 0.0% +0.301
⚠ fragile: OOS WR 22.7% — близко к breakeven+10pp (asym)
× Energy&Resources INVERTED 11 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=3.50R / SL=3.50R 30 bars ≥ 1.0 +0.109R 51.3% 244 19.3% +0.112R 51.2% 243 15.6% -0.111
⚠ fragile: OOS WR 51.2% — близко к 50% (sym breakeven)
symmetric TP=4.00R / SL=4.00R 25 bars ≥ 1.0 +0.121R 50.0% 244 30.3% +0.065R 50.0% 243 24.3% -0.093
⚠ fragile: OOS E[R]=+0.065R близко к порогу +0.05R
asymmetric TP=2.50R / SL=0.50R 30 bars ≥ 2.0 +0.716R 40.0% 36 2.8% +0.720R 40.7% 59 0.0% +0.411
ℹ small N: IS=36 / OOS=59 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=2.50R / SL=0.75R 30 bars ≥ 2.0 +0.660R 42.9% 36 2.8% +0.572R 40.7% 59 0.0% +0.296
ℹ small N: IS=36 / OOS=59 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=2.50R / SL=1.00R 30 bars ≥ 2.0 +0.766R 50.0% 36 5.6% +0.424R 40.7% 59 0.0% +0.172
ℹ small N: IS=36 / OOS=59 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=3.00R / SL=0.50R 10 bars ≥ 2.0 +0.655R 31.0% 36 19.4% +0.776R 41.7% 59 18.6% +0.261
ℹ small N: IS=36 / OOS=59 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=3.00R / SL=0.75R 10 bars ≥ 2.0 +0.621R 34.5% 36 19.4% +0.721R 43.8% 59 18.6% +0.151
ℹ small N: IS=36 / OOS=59 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=3.00R / SL=1.00R 10 bars ≥ 2.0 +0.736R 42.3% 36 27.8% +0.606R 43.8% 59 18.6% +0.028
ℹ small N: IS=36 / OOS=59 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=3.00R / SL=1.50R 10 bars ≥ 2.0 +0.652R 46.1% 36 27.8% +0.592R 50.0% 59 22.0% -0.123
ℹ small N: IS=36 / OOS=59 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=3.50R / SL=0.50R 30 bars ≥ 2.0 +0.722R 30.3% 36 8.3% +0.788R 32.2% 59 0.0% +0.502
ℹ small N: IS=36 / OOS=59 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=3.50R / SL=1.00R 15 bars ≥ 2.0 +0.796R 36.0% 36 30.6% +0.557R 37.2% 59 13.6% +0.131
ℹ small N: IS=36 / OOS=59 — статистика тонкая, требует ревалидации при росте выборки
× Financial INVERTED 4 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 10 bars ≥ 0.0 +0.139R 53.5% 2782 34.0% +0.146R 52.7% 2118 35.5% -0.143
symmetric TP=3.00R / SL=3.00R 10 bars ≥ 0.0 +0.153R 52.7% 2782 46.2% +0.189R 53.4% 2118 46.1% -0.171
asymmetric TP=2.50R / SL=0.50R 10 bars ≥ 1.5 +0.468R 31.9% 75 4.0% +0.436R 30.6% 40 10.0% +0.298
ℹ small N: IS=75 / OOS=40 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=3.50R / SL=0.50R 15 bars ≥ 1.5 +0.444R 22.5% 75 5.3% +0.534R 22.9% 40 12.5% +0.274
⚠ fragile: OOS WR 22.9% — близко к breakeven+10pp (asym)
× Financial ORIGINAL 1 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=3.50R / SL=3.50R 15 bars ≥ 1.5 +0.296R 55.6% 75 28.0% +0.233R 58.3% 40 40.0% -0.265
ℹ small N: IS=75 / OOS=40 — статистика тонкая, требует ревалидации при росте выборки
× Growth&Tech INVERTED 7 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 10 bars ≥ 1.0 +0.217R 54.9% 203 24.6% +0.182R 52.7% 144 22.2% -0.200
symmetric TP=3.00R / SL=3.00R 15 bars ≥ 0.5 +0.204R 54.4% 1053 34.8% +0.197R 52.1% 845 37.3% -0.201
symmetric TP=3.50R / SL=3.50R 30 bars ≥ 0.5 +0.207R 52.9% 1053 23.3% +0.155R 52.1% 845 25.2% -0.181
asymmetric TP=2.50R / SL=0.50R 10 bars ≥ 1.5 +0.565R 35.5% 62 0.0% +0.529R 34.3% 35 0.0% +0.216
ℹ small N: IS=62 / OOS=35 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=2.50R / SL=0.75R 10 bars ≥ 1.5 +0.508R 38.7% 62 0.0% +0.457R 37.1% 35 0.0% +0.187
ℹ small N: IS=62 / OOS=35 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=2.50R / SL=1.00R 20 bars ≥ 1.5 +0.581R 45.2% 62 0.0% +0.400R 40.0% 35 0.0% +0.081
⚠ fragile: OOS WR 40.0% — близко к breakeven+10pp (asym)
asymmetric TP=3.00R / SL=0.50R 10 bars ≥ 1.5 +0.494R 27.9% 62 1.6% +0.500R 28.6% 35 0.0% +0.229
ℹ small N: IS=62 / OOS=35 — статистика тонкая, требует ревалидации при росте выборки
× Industrial INVERTED 12 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 10 bars ≥ 1.5 +0.607R 65.8% 56 26.8% +0.562R 62.5% 49 18.4% -0.585
ℹ small N: IS=56 / OOS=49 — статистика тонкая, требует ревалидации при росте выборки
symmetric TP=3.00R / SL=3.00R 10 bars ≥ 1.5 +0.489R 57.1% 56 37.5% +0.555R 58.3% 49 26.5% -0.522
ℹ small N: IS=56 / OOS=49 — статистика тонкая, требует ревалидации при росте выборки
symmetric TP=3.50R / SL=3.50R 15 bars ≥ 1.5 +0.518R 55.6% 56 35.7% +0.307R 52.8% 49 26.5% -0.413
ℹ small N: IS=56 / OOS=49 — статистика тонкая, требует ревалидации при росте выборки
symmetric TP=4.00R / SL=4.00R 25 bars ≥ 0.5 +0.232R 52.3% 967 36.3% +0.375R 56.1% 774 37.0% -0.304
asymmetric TP=2.50R / SL=0.50R 30 bars ≥ 1.5 +0.807R 43.6% 56 1.8% +0.541R 34.7% 49 0.0% +0.193
ℹ small N: IS=56 / OOS=49 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=2.50R / SL=0.75R 20 bars ≥ 1.5 +0.814R 49.1% 56 5.4% +0.525R 39.6% 49 2.0% +0.012
ℹ small N: IS=56 / OOS=49 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=2.50R / SL=1.00R 20 bars ≥ 1.5 +0.756R 50.9% 56 5.4% +0.491R 42.5% 49 4.1% -0.147
ℹ small N: IS=56 / OOS=49 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=2.50R / SL=1.50R 20 bars ≥ 1.5 +0.564R 52.9% 56 8.9% +0.479R 48.9% 49 8.2% -0.154
⚠ fragile: OOS WR 48.9% — близко к breakeven+10pp (asym)
asymmetric TP=3.00R / SL=0.50R 30 bars ≥ 1.5 +0.846R 37.7% 56 5.4% +0.500R 28.6% 49 0.0% +0.237
ℹ small N: IS=56 / OOS=49 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=3.00R / SL=1.00R 20 bars ≥ 1.5 +0.840R 44.9% 56 12.5% +0.478R 35.6% 49 8.2% -0.109
⚠ fragile: OOS WR 35.6% — близко к breakeven+10pp (asym)
asymmetric TP=3.50R / SL=0.50R 10 bars ≥ 1.5 +0.879R 30.4% 56 17.9% +0.707R 28.6% 49 14.3% +0.170
ℹ small N: IS=56 / OOS=49 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=4.00R / SL=0.50R 10 bars ≥ 1.5 +0.894R 25.0% 56 21.4% +0.761R 23.1% 49 20.4% +0.250
⚠ fragile: OOS WR 23.1% — близко к breakeven+10pp (asym)
× Metals&Materials INVERTED 12 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 10 bars ≥ 1.5 +0.161R 54.5% 81 18.5% +0.147R 55.0% 46 13.0% -0.154
ℹ small N: IS=81 / OOS=46 — статистика тонкая, требует ревалидации при росте выборки
symmetric TP=3.00R / SL=3.00R 10 bars ≥ 1.5 +0.226R 55.4% 81 30.9% +0.193R 55.9% 46 26.1% -0.209
ℹ small N: IS=81 / OOS=46 — статистика тонкая, требует ревалидации при росте выборки
symmetric TP=3.50R / SL=3.50R 10 bars ≥ 1.5 +0.157R 53.9% 81 35.8% +0.124R 53.3% 46 34.8% -0.140
ℹ small N: IS=81 / OOS=46 — статистика тонкая, требует ревалидации при росте выборки
symmetric TP=4.00R / SL=4.00R 10 bars ≥ 1.5 +0.215R 54.2% 81 40.7% +0.135R 53.6% 46 39.1% -0.175
ℹ small N: IS=81 / OOS=46 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=2.50R / SL=0.50R 15 bars ≥ 1.5 +0.694R 40.3% 81 4.9% +0.609R 37.0% 46 0.0% +0.280
ℹ small N: IS=81 / OOS=46 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=2.50R / SL=0.75R 15 bars ≥ 1.5 +0.573R 41.3% 81 7.4% +0.522R 39.1% 46 0.0% +0.158
ℹ small N: IS=81 / OOS=46 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=2.50R / SL=1.00R 10 bars ≥ 1.5 +0.439R 41.9% 81 8.6% +0.518R 44.2% 46 6.5% +0.112
ℹ small N: IS=81 / OOS=46 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=3.00R / SL=0.50R 10 bars ≥ 1.5 +0.660R 34.7% 81 11.1% +0.592R 29.6% 46 4.3% +0.241
ℹ small N: IS=81 / OOS=46 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=3.00R / SL=0.75R 10 bars ≥ 1.5 +0.540R 35.7% 81 13.6% +0.519R 32.6% 46 6.5% +0.149
ℹ small N: IS=81 / OOS=46 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=3.00R / SL=1.00R 10 bars ≥ 1.5 +0.402R 35.7% 81 13.6% +0.501R 36.6% 46 10.9% +0.055
⚠ fragile: OOS WR 36.6% — близко к breakeven+10pp (asym)
asymmetric TP=3.50R / SL=0.50R 10 bars ≥ 1.5 +0.733R 32.4% 81 12.3% +0.646R 27.3% 46 4.3% +0.176
ℹ small N: IS=81 / OOS=46 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=3.50R / SL=1.00R 15 bars ≥ 1.5 +0.472R 33.3% 81 11.1% +0.497R 32.6% 46 6.5% +0.044
⚠ fragile: OOS WR 32.6% — близко к breakeven+10pp (asym)
× Metals&Materials ORIGINAL 1 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=3.00R / SL=3.00R 20 bars ≥ 1.0 +0.386R 57.1% 246 14.6% +0.211R 54.8% 198 16.2% -0.298
× Utility INVERTED 6 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 10 bars ≥ 1.5 +0.111R 54.7% 131 19.1% +0.083R 50.9% 72 20.8% -0.097
⚠ fragile: OOS WR 50.9% — близко к 50% (sym breakeven)
symmetric TP=3.00R / SL=3.00R 15 bars ≥ 0.0 +0.138R 52.5% 3589 37.2% +0.175R 53.2% 3010 41.1% -0.157
symmetric TP=3.50R / SL=3.50R 15 bars ≥ 0.0 +0.118R 51.6% 3589 47.4% +0.179R 53.0% 3010 49.8% -0.149
asymmetric TP=2.50R / SL=0.50R 15 bars ≥ 1.5 +0.603R 36.9% 131 0.8% +0.369R 29.0% 72 4.2% +0.381
asymmetric TP=2.50R / SL=0.75R 20 bars ≥ 1.0 +0.336R 33.2% 409 2.7% +0.406R 35.1% 287 2.8% +0.053
asymmetric TP=3.00R / SL=0.50R 15 bars ≥ 1.5 +0.534R 28.9% 131 2.3% +0.388R 25.0% 72 5.6% +0.360
⚠ fragile: OOS WR 25.0% — близко к breakeven+10pp (asym)
× Utility ORIGINAL 1 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
asymmetric TP=2.50R / SL=0.50R 15 bars ≥ 1.5 +0.372R 28.1% 131 2.3% +0.390R 29.6% 72 1.4% +0.486
COMPRESSION 7 combo, 13 variant(s)
× Consumer INVERTED 4 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 10 bars ≥ 1.0 +0.461R 57.8% 65 30.8% +0.467R 62.2% 64 29.7% -0.464
symmetric TP=3.00R / SL=3.00R 10 bars ≥ 1.0 +0.412R 54.0% 65 43.1% +0.414R 60.0% 64 45.3% -0.413
symmetric TP=3.50R / SL=3.50R 15 bars ≥ 0.0 +0.310R 53.9% 102 49.0% +0.414R 56.8% 87 49.4% -0.362
asymmetric TP=2.50R / SL=1.50R 10 bars ≥ 1.0 +0.542R 49.0% 65 24.6% +0.513R 49.1% 64 14.1% -0.368
⚠ fragile: OOS WR 49.1% — близко к breakeven+10pp (asym)
× Financial INVERTED 1 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=3.00R / SL=3.00R 10 bars ≥ 0.0 +0.165R 52.8% 94 43.6% +0.256R 52.5% 72 44.4% -0.210
× Financial ORIGINAL 1 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 30 bars ≥ 1.0 +0.277R 56.2% 67 4.5% +0.261R 56.5% 51 9.8% -0.269
× Growth&Tech INVERTED 2 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 10 bars ≥ 0.0 +0.256R 54.5% 67 34.3% +0.505R 60.4% 77 31.2% -0.380
symmetric TP=3.00R / SL=3.00R 10 bars ≥ 0.0 +0.255R 51.4% 67 44.8% +0.326R 53.5% 77 44.2% -0.290
× Growth&Tech ORIGINAL 2 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=3.00R / SL=3.00R 25 bars ≥ 0.0 +0.112R 55.4% 67 16.4% +0.079R 52.5% 77 20.8% -0.096
symmetric TP=3.50R / SL=3.50R 25 bars ≥ 1.0 +0.066R 55.9% 46 26.1% +0.053R 53.5% 62 30.6% -0.059
⚠ fragile: OOS E[R]=+0.053R близко к порогу +0.05R
× Metals&Materials INVERTED 1 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=3.00R / SL=3.00R 10 bars ≥ 1.0 +0.334R 64.3% 53 47.2% +0.191R 50.0% 48 50.0% -0.262
⚠ fragile: OOS WR 50.0% — близко к 50% (sym breakeven)
× Utility INVERTED 2 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=3.50R / SL=3.50R 25 bars ≥ 0.0 +0.359R 54.8% 98 25.5% +0.547R 58.0% 74 32.4% -0.453
symmetric TP=4.00R / SL=4.00R 25 bars ≥ 0.0 +0.362R 54.5% 98 32.6% +0.586R 58.7% 74 37.8% -0.474
BOS 6 combo, 10 variant(s)
× Consumer INVERTED 3 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
asymmetric TP=2.50R / SL=0.75R 10 bars ≥ 0.5 +0.633R 40.9% 48 8.3% +0.370R 34.2% 40 5.0% -0.185
⚠ fragile: OOS WR 34.2% — близко к breakeven+10pp (asym)
asymmetric TP=2.50R / SL=1.00R 10 bars ≥ 0.5 +0.540R 41.9% 48 10.4% +0.331R 38.9% 40 10.0% -0.116
⚠ fragile: OOS WR 38.9% — близко к breakeven+10pp (asym)
asymmetric TP=3.00R / SL=0.75R 10 bars ≥ 0.5 +0.619R 33.3% 48 12.5% +0.423R 30.6% 40 10.0% -0.194
⚠ fragile: OOS WR 30.6% — близко к breakeven+10pp (asym)
× Energy&Resources INVERTED 2 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 15 bars ≥ 0.0 +0.598R 66.0% 63 25.4% +0.426R 57.6% 75 21.3% -0.512
symmetric TP=3.00R / SL=3.00R 15 bars ≥ 0.0 +0.758R 67.5% 63 36.5% +0.460R 56.9% 75 32.0% -0.609
× Financial INVERTED 1 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=3.00R / SL=3.00R 20 bars ≥ 0.5 +0.563R 57.6% 41 19.5% +0.284R 54.8% 46 32.6% -0.424
ℹ small N: IS=41 / OOS=46 — статистика тонкая, требует ревалидации при росте выборки
× Growth&Tech INVERTED 2 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 30 bars ≥ 0.0 +0.384R 58.5% 55 3.6% +0.278R 56.1% 65 12.3% -0.331
symmetric TP=3.00R / SL=3.00R 15 bars ≥ 0.0 +0.386R 57.1% 55 36.4% +0.345R 54.0% 65 43.1% -0.365
× Metals&Materials INVERTED 1 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=3.00R / SL=3.00R 25 bars ≥ 0.5 +0.091R 50.0% 53 24.5% +0.177R 51.4% 44 20.4% -0.134
⚠ fragile: OOS WR 51.4% — близко к 50% (sym breakeven)
× Metals&Materials ORIGINAL 1 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=3.00R / SL=3.00R 10 bars ≥ 0.5 +0.170R 63.0% 53 49.1% +0.270R 52.2% 44 47.7% -0.220
ℹ small N: IS=53 / OOS=44 — статистика тонкая, требует ревалидации при росте выборки
STOP_HUNT 8 combo, 21 variant(s)
× Consumer INVERTED 4 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 25 bars ≥ 2.0 +0.416R 58.2% 60 8.3% +0.440R 60.9% 87 20.7% -0.428
symmetric TP=3.00R / SL=3.00R 10 bars ≥ 2.5 +0.504R 60.0% 37 46.0% +0.392R 61.8% 63 46.0% -0.448
ℹ small N: IS=37 / OOS=63 — статистика тонкая, требует ревалидации при росте выборки
symmetric TP=3.50R / SL=3.50R 20 bars ≥ 3.0 +0.467R 55.0% 30 33.3% +0.311R 59.3% 48 43.8% -0.389
ℹ small N: IS=30 / OOS=48 — статистика тонкая, требует ревалидации при росте выборки
symmetric TP=4.00R / SL=4.00R 20 bars ≥ 2.5 +0.537R 57.9% 37 48.6% +0.512R 58.3% 63 42.9% -0.524
ℹ small N: IS=37 / OOS=63 — статистика тонкая, требует ревалидации при росте выборки
× Energy&Resources INVERTED 4 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 30 bars ≥ 2.0 +0.408R 61.5% 33 21.2% +0.386R 61.1% 46 21.7% -0.397
ℹ small N: IS=33 / OOS=46 — статистика тонкая, требует ревалидации при росте выборки
symmetric TP=3.00R / SL=3.00R 30 bars ≥ 2.0 +0.501R 62.5% 33 27.3% +0.633R 65.6% 46 30.4% -0.567
ℹ small N: IS=33 / OOS=46 — статистика тонкая, требует ревалидации при росте выборки
symmetric TP=3.50R / SL=3.50R 30 bars ≥ 2.0 +0.455R 57.1% 33 36.4% +0.768R 67.7% 46 32.6% -0.612
ℹ small N: IS=33 / OOS=46 — статистика тонкая, требует ревалидации при росте выборки
symmetric TP=4.00R / SL=4.00R 30 bars ≥ 1.0 +0.255R 54.0% 99 36.4% +0.290R 55.3% 123 38.2% -0.273
× Financial INVERTED 2 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 15 bars ≥ 1.0 +0.483R 61.8% 101 32.7% +0.325R 57.6% 120 29.2% -0.404
symmetric TP=3.00R / SL=3.00R 15 bars ≥ 0.0 +0.239R 56.8% 303 41.9% +0.128R 52.1% 299 43.5% -0.184
× Growth&Tech ORIGINAL 1 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 20 bars ≥ 0.0 +0.050R 50.4% 296 23.0% +0.067R 52.0% 342 26.3% -0.059
⚠ fragile: OOS E[R]=+0.067R близко к порогу +0.05R
× Industrial INVERTED 3 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=3.00R / SL=3.00R 25 bars ≥ 1.0 +0.307R 54.5% 86 36.0% +0.445R 57.1% 99 29.3% -0.376
symmetric TP=3.50R / SL=3.50R 25 bars ≥ 0.5 +0.319R 54.4% 149 39.6% +0.196R 53.1% 175 35.4% -0.257
symmetric TP=4.00R / SL=4.00R 25 bars ≥ 0.5 +0.306R 53.2% 149 47.0% +0.233R 54.4% 175 41.1% -0.270
× Metals&Materials INVERTED 2 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 30 bars ≥ 1.5 +0.055R 51.2% 46 10.9% +0.107R 51.1% 51 11.8% -0.081
⚠ fragile: OOS WR 51.1% — близко к 50% (sym breakeven)
symmetric TP=3.50R / SL=3.50R 30 bars ≥ 1.0 +0.160R 52.3% 77 15.6% +0.177R 52.5% 81 27.2% -0.169
× Metals&Materials ORIGINAL 1 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 10 bars ≥ 1.0 +0.150R 54.0% 77 35.1% +0.228R 54.5% 81 32.1% -0.189
× Utility ORIGINAL 4 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 30 bars ≥ 1.0 +0.255R 55.1% 128 16.4% +0.152R 52.2% 136 16.9% -0.203
asymmetric TP=2.50R / SL=1.00R 30 bars ≥ 3.0 +0.445R 40.5% 38 2.6% +0.492R 41.7% 42 14.3% -0.286
ℹ small N: IS=38 / OOS=42 — статистика тонкая, требует ревалидации при росте выборки
asymmetric TP=3.00R / SL=1.00R 25 bars ≥ 2.5 +0.564R 38.5% 43 9.3% +0.471R 35.4% 55 12.7% -0.246
⚠ fragile: OOS WR 35.4% — близко к breakeven+10pp (asym)
asymmetric TP=3.00R / SL=1.50R 30 bars ≥ 3.0 +0.956R 53.3% 38 21.1% +0.528R 44.4% 42 14.3% -0.353
⚠ fragile: OOS WR 44.4% — близко к breakeven+10pp (asym)
FALSE_BREAKOUT 7 combo, 18 variant(s)
× Consumer INVERTED 4 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 30 bars ≥ 5.0 +0.603R 63.2% 143 12.6% +0.405R 60.4% 234 17.9% -0.504
symmetric TP=3.00R / SL=3.00R 30 bars ≥ 5.0 +0.559R 61.1% 143 21.0% +0.286R 57.1% 234 27.4% -0.423
symmetric TP=3.50R / SL=3.50R 30 bars ≥ 10.0 +0.395R 57.1% 32 34.4% +0.410R 62.5% 43 44.2% -0.402
ℹ small N: IS=32 / OOS=43 — статистика тонкая, требует ревалидации при росте выборки
symmetric TP=4.00R / SL=4.00R 30 bars ≥ 10.0 +0.441R 57.1% 32 34.4% +0.739R 68.2% 43 48.8% -0.590
ℹ small N: IS=32 / OOS=43 — статистика тонкая, требует ревалидации при росте выборки
× Energy&Resources INVERTED 4 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 15 bars ≥ 3.0 +0.182R 54.9% 245 21.2% +0.123R 53.8% 313 28.1% -0.153
symmetric TP=3.00R / SL=3.00R 15 bars ≥ 3.0 +0.205R 55.3% 245 30.6% +0.256R 57.2% 313 38.0% -0.230
symmetric TP=3.50R / SL=3.50R 30 bars ≥ 2.5 +0.195R 53.4% 315 25.1% +0.222R 54.7% 389 26.7% -0.209
symmetric TP=4.00R / SL=4.00R 30 bars ≥ 2.5 +0.195R 52.3% 315 31.4% +0.154R 52.9% 389 32.4% -0.174
× Financial INVERTED 1 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 30 bars ≥ 4.0 +0.245R 54.7% 160 13.1% +0.209R 55.0% 205 12.2% -0.227
× Growth&Tech INVERTED 3 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 10 bars ≥ 7.0 +0.856R 76.5% 54 37.0% +0.609R 69.6% 86 46.5% -0.732
symmetric TP=3.00R / SL=3.00R 10 bars ≥ 4.0 +0.656R 65.2% 130 46.9% +0.478R 58.7% 183 49.7% -0.567
symmetric TP=3.50R / SL=3.50R 30 bars ≥ 4.0 +0.465R 58.2% 130 30.0% +0.272R 55.4% 183 33.9% -0.368
× Industrial INVERTED 1 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 25 bars ≥ 4.0 +0.287R 55.9% 133 11.3% +0.442R 59.7% 179 16.8% -0.365
× Metals&Materials INVERTED 2 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 15 bars ≥ 4.0 +0.191R 53.8% 103 22.3% +0.282R 55.0% 150 26.0% -0.236
symmetric TP=3.00R / SL=3.00R 10 bars ≥ 4.0 +0.133R 50.8% 103 35.0% +0.137R 50.5% 150 39.3% -0.135
⚠ fragile: OOS WR 50.6% — близко к 50% (sym breakeven)
× Utility INVERTED 3 variant(s)
TypeRatioWindow Strength IS (train) OOS (test) ContraNotes
E[R]WRNExp% E[R]WRNExp% E[R]
symmetric TP=2.50R / SL=2.50R 30 bars ≥ 7.0 +0.253R 55.0% 153 8.5% +0.151R 54.1% 183 14.2% -0.202
symmetric TP=3.00R / SL=3.00R 25 bars ≥ 2.5 +0.098R 50.8% 529 28.9% +0.091R 51.6% 569 26.7% -0.095
⚠ fragile: OOS WR 51.6% — близко к 50% (sym breakeven)
symmetric TP=4.00R / SL=4.00R 30 bars ≥ 7.0 +0.223R 51.5% 153 36.6% +0.167R 51.2% 183 33.9% -0.195
⚠ fragile: OOS WR 51.2% — близко к 50% (sym breakeven)