cyb50-quant/research/dragon/v2/dragon_predictive_break_experiments.md

Dragon Predictive Break Experiments

• baseline predictive trade count: 1
• baseline real BUY / SELL overlap: 106 / 105

Experiment Summary

• baseline: predictive trades 1, delta_avg_return 0.00%, real BUY 106, real SELL 105
• short_b1_looser: predictive trades 3, delta_avg_return -0.17%, real BUY 106, real SELL 104
• short_b1_tighter: predictive trades 1, delta_avg_return 0.00%, real BUY 106, real SELL 105
• long_b1_looser: predictive trades 1, delta_avg_return 0.00%, real BUY 106, real SELL 105
• long_b1_tighter: predictive trades 0, delta_avg_return 0.07%, real BUY 105, real SELL 104