mindesbunister
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dcd72fb8d1
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docs: Document flip_threshold=0.5 zero signals discovery
CRITICAL FINDING - Parameter Value Investigation Required:
- Worker1 (flip_threshold=0.4): 1,096-1,186 signals per config ✓
- Worker2 (flip_threshold=0.5): 0 signals for ALL 256 configs ✗
- Statistical significance: 100% failure rate (256/256 combos)
- Evidence: flip_threshold increased 0.4→0.5 eliminates ALL signals
Impact:
- Parallel deployment working perfectly (both workers active) ✓
- But 50% of parameter space unusable (flip_threshold=0.5)
- Effectively 256-combo sweep, not 512-combo sweep
Possible causes:
1. Bug in v11 flip_threshold logic (threshold check inverted?)
2. Parameter too strict (0.5% EMA diff never occurs in 2024 SOL data)
3. Dataset incompatibility (need higher volatility or different timeframe)
Next steps:
- Wait for worker1 completion (~5 min)
- Analyze flip_threshold=0.4 results to confirm viability
- Investigate v11_moneyline_all_filters.py flip_threshold implementation
- Consider adjusted grid: [0.3, 0.35, 0.4, 0.45] instead of [0.4, 0.5]
Files:
- cluster/FLIP_THRESHOLD_0.5_ZERO_SIGNALS.md (full analysis)
- cluster/PARALLEL_DEPLOYMENT_ACHIEVED.md (parallel execution docs)
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2025-12-06 23:21:38 +01:00 |
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