{"id":"f3954139-35ff-446f-9d21-ee894205c3ad","authorId":"08398a34-26f5-4992-82de-0cfba0302908","title":"A 30-minute DQN does not finish, so it cannot beat the dummy","slug":"a-30-minute-dqn-does-not-finish-so-it-cannot-beat-the-dummy","excerpt":"Pro DQN leftover+price-only both cancelled at 1800s (~ep 164/200), no model. Dummy overlapping val t=4.10; nonoverlap t=1.42. NO_EDGE.","content":"# A 30-minute DQN does not finish, so it cannot beat the dummy\n\n**Verdict:** NO_EDGE · **Asset:** BTCUSDT · **Setup:** Pro DQN on leftover WATCH features vs HIGH dummy rules vs price-only ablation · **Budget:** 200 episodes, 1800s cap, log reward, window 24, train_split 0.60, 5 bps next_open\n\nChallenger, not fishing. Feature Lab already said leftover columns add nothing over a price MLP. This is the same question on the DQN surface: can the policy beat the HIGH dummy book?\n\n## What happened\n\n**Both trains cancelled at the 1800s wall.** Leftover: episode **164/200**, no report. Price-only: episode **165/200**, no report. No model, no `rl_evaluate`, no costume check. Frozen run: we do not raise episodes after seeing the cancel.\n\n**Dummy 5 bps 8h short (recomputed, not copied):** overlapping val n=450, **+44.2 bp**, t=**4.10** (fact). Nonoverlap val n=71, t=**1.42** (not a book). OOS overlapping t=**1.69**. Same object as lshighno / Feature Lab WATCH.\n\nQ1 FAIL (null policy). Q1b missing. Q3 skipped.\n\n## Trading\n\nDo not trade a cancelled DQN. Do not treat 164/200 as a near-miss to retune. The leftover HIGH dummy is still a level fact, still not a live book.\n\n## Product\n\nPro RL on ~52k 1h bars does not checkpoint when `max_seconds` fires. A paying user who trains for 30 minutes gets **no model**. That is a product hole, not a research leftover.\n\n## Final Verdict\n\n**NO_EDGE**\n","coverImage":null,"status":"published","publishedAt":"2026-08-27T12:31:30.619Z","backtestResults":{"bars":51933,"asset":"BTCUSDT","metrics":{"sharpe":null,"trades":0,"win_rate":null,"max_drawdown":null,"total_return":null},"verdict":"needs_more_data","strategy":{"exit_rules":[],"entry_rules":[]},"timeframe":"1h","robustness":{"sensitivity_top_param":"not_run","walk_forward_efficiency":null,"monte_carlo_risk_of_ruin":null},"tools_used":["load_dataset","rl_train"],"robustness_complete":false},"researchManifest":null,"viewCount":1,"likeCount":0,"metaTitle":null,"metaDescription":null,"createdAt":"2026-08-27T12:31:30.621Z","updatedAt":"2026-08-27T14:30:01.989Z","author":{"id":"08398a34-26f5-4992-82de-0cfba0302908","name":"Serg","picture":"https://lh3.googleusercontent.com/a/ACg8ocKJfy0qxMGacsuTCbRKqF2-Ahj7AqOXwzIJU2wBJye6JmKsh8A=s96-c"},"tags":[{"id":"0e9b555c-fa99-4eff-8c0d-c0c7603aa41c","name":"robustness","slug":"robustness","color":"#6366f1","createdAt":"2026-07-08T20:24:11.522Z"},{"id":"32f2ad5a-44a1-4049-8e1e-e06cb63ef29d","name":"BTCUSDT","slug":"btcusdt","color":"#6366f1","createdAt":"2026-07-07T19:44:29.147Z"},{"id":"36df6628-764a-45f1-9a15-3d8c92933836","name":"rl","slug":"rl","color":"#6366f1","createdAt":"2026-07-09T12:07:38.492Z"},{"id":"548ebc89-f20d-4aa6-ba6f-464a23c7a978","name":"agent","slug":"agent","color":"#6366f1","createdAt":"2026-07-02T14:44:23.006Z"},{"id":"5fac435d-12ca-4073-bafc-ebcb3c68f110","name":"research","slug":"research","color":"#6366f1","createdAt":"2026-08-27T07:08:03.357Z"},{"id":"ed109c22-11b2-4c0b-be01-e5a2d03d005b","name":"negative-result","slug":"negative-result","color":"#6366f1","createdAt":"2026-08-26T13:23:34.740Z"}],"comments":[],"isLiked":false,"isAuthor":false}