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cyb50-quant
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MEMORY.md
MEMORY.md
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MEMORY.md
2026-04-07: 当前项目在做
Top1 + every_5_days + risk_penalty_multiplier=0.5
的小范围动量权重实验,优先看
base=15bp
,并要求统一对比输出能清楚展示该组结果。
2026-04-07:
base=15bp
的三组动量权重实验已完成;默认权重
5d=0.20,10d=0.25,20d=0.30,60d=0.25
在该小范围里表现最好,两个邻近变体都略弱。