remove: V10 momentum system - backtest proved it adds no value

- Removed v10 TradingView indicator (moneyline_v10_momentum_dots.pinescript)
- Removed v10 penalty system from signal-quality.ts (-30/-25 point penalties)
- Removed backtest result files (sweep_*.csv)
- Updated copilot-instructions.md to remove v10 references
- Simplified direction-specific quality thresholds (LONG 90+, SHORT 80+)

Rationale:
- 1,944 parameter combinations tested in backtest
- All top results IDENTICAL (568 trades, $498 P&L, 61.09% WR)
- Momentum parameters had ZERO impact on trade selection
- Profit factor 1.027 too low (barely profitable after fees)
- Max drawdown -$1,270 vs +$498 profit = terrible risk-reward
- v10 penalties were blocking good trades (bug: applied to wrong positions)

Keeping v9 as production system - simpler, proven, effective.
This commit is contained in:
mindesbunister
2025-11-28 22:35:32 +01:00
parent 4fb6a45fab
commit 5f7702469e
5869 changed files with 1116282 additions and 116 deletions

View File

@@ -0,0 +1,20 @@
#!/usr/bin/env python3
def configuration(parent_package='',top_path=None):
from numpy.distutils.misc_util import Configuration
config = Configuration('testing', parent_package, top_path)
config.add_subpackage('_private')
config.add_subpackage('tests')
config.add_data_files('*.pyi')
return config
if __name__ == '__main__':
from numpy.distutils.core import setup
setup(maintainer="NumPy Developers",
maintainer_email="numpy-dev@numpy.org",
description="NumPy test module",
url="https://www.numpy.org",
license="NumPy License (BSD Style)",
configuration=configuration,
)