Files
vibe-invest/analyze_regime.py
zastian-dev 79816b9e2e Experiment with hourly timeframe-specific stops
- Added HOURLY_ATR_STOP_MULTIPLIER (1.8x) vs daily (3.5x)
- Added hourly-specific trail multipliers
- Strategy now uses timeframe field to select appropriate stops
- Tested multiple configurations on hourly:
  * 3.5x stops: -0.5% return, 45% max DD
  * 1.8x stops: -45% return, 53% max DD (worse)
  * Conservative regime (0.25x): -65% return, 67% max DD (terrible)
- Conclusion: Hourly doesn't work with this strategy
- Daily with relaxed regime remains best: +17.4% over 5yr, 24% max DD

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
2026-02-13 19:20:01 +00:00

4.3 KiB