Summary
Apply weekday lot-size scaling multipliers to 3 portfolio symbols after cross-year validation.
Winners (from dynamic_params_xv.csv)
| Symbol |
XV |
Full PF Before |
Full PF After |
DD Δ |
| XAUUSD |
3/4 |
2.60 |
2.86 |
flat |
| USDJPY |
4/4 |
3.73 |
4.05 |
1.71% ↓ |
| GBPUSD |
4/4 |
1.81 |
1.98 |
1.67% ↓ |
EURJPY: no improvement — not applied.
ATRTP: failed all symbols — not applied.
Defaults applied (Tuesday=0.5×, Wednesday=0.75×, Friday=0.75×)
inpWeekdayScaling=true
inpWdMon=1.0, inpWdTue=0.5, inpWdWed=0.75, inpWdThu=1.0, inpWdFri=0.75
Done by
apply_dynamic_winners.py — auto-applied from dynamic_params_xv.csv
Summary
Apply weekday lot-size scaling multipliers to 3 portfolio symbols after cross-year validation.
Winners (from dynamic_params_xv.csv)
EURJPY: no improvement — not applied.
ATRTP: failed all symbols — not applied.
Defaults applied (Tuesday=0.5×, Wednesday=0.75×, Friday=0.75×)
Done by
apply_dynamic_winners.py— auto-applied fromdynamic_params_xv.csv