strategyrobustnessno-codevalidationagent
BTC 1H Combined Gate Reversion: Overlapping Price Motifs to Filter Friction and Slashing Drawdowns
A case study in combining multiple price similarity patterns via a logical AND gate, achieving a 0.608 Sharpe and compressing max drawdowns to a minor -0.81% under realistic trading fees.
robustBTCUSDT · 1h
+3.38% total return0.61 sharpe0.81% max drawdown
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