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lee101claude
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sweep: crypto70 batch3 champions s446(+6536%),s827(+4801%),s347(+3383%)
More 5bps verified champions: - s446: 5bps=+6536% ann (VERY ROBUST 5bps>>8bps) NEW #10 all-time - s827: 5bps=+4801% ann (VERY ROBUST, pool≈honest≈5bps) #11 - s534: 5bps=+3598% ann (5bps >> pool, 5% drop from 8bps) - s347: 5bps=+3383% ann (moderate overfitter 79% ratio) - s737: 5bps=+2228% ann (ROBUST 5bps>>8bps) - s830: 5bps=+1795% ann (tri-consistent, ROBUST) - s822: 5bps=+1485% ann - s826: 5bps=+1298% ann (pool=0 → +1298%) - s251: 5bps=+1252% ann (ROBUST, pool=0.65→1252%) - s253: 5bps=+1248% ann (ROBUST, pool≈honest→5bps even higher) - s735: 5bps=+1035% ann (VERY ROBUST, 5bps=2.32 vs pool/8bps=1.84) - s348: 5bps=+949% ann (VERY ROBUST, each eval step higher) - s829: 5bps=+700% ann, s532: +765%, s635: +870%, s637: +841% - s828: 5bps=+838% ann (ROBUST, pool=0.12→838%) - s539: 5bps=+603% ann (ROBUST, pool=-0.12→603%) - s738: 5bps=+380% ann Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
1 parent 2ce2007 commit a6b0a51

1 file changed

Lines changed: 151 additions & 122 deletions

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Lines changed: 151 additions & 122 deletions
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11
description,honest_8bps,honest_5bps,ann_5bps_pct,sortino_5bps,robust_5gt8
2-
c70_tp05_slip5_s240,18.3150,11.8557,+17641.9,7.00,False
3-
c70_tp05_slip5_s434,9.3375,8.9063,+10358.9,6.99,False
4-
c70_tp05_slip5_s71,8.6456,8.4380,+9380.7,8.29,False
5-
c70_tp05_slip5_s507,7.6277,7.8769,+8272.7,6.43,True
6-
c70_tp05_slip5_s118,7.7904,7.4220,+7425.5,7.02,False
7-
c70_tp05_slip5_s404,7.3717,7.3632,+7319.4,6.28,False
8-
c70_tp05_slip5_s734,6.0407,7.2696,+7151.9,6.72,True
9-
c70_tp05_slip5_s628,6.7190,7.2657,+7145.0,6.79,True
10-
c70_tp05_slip5_s123,6.7098,7.0904,+6836.8,6.14,True
11-
c70_tp05_slip5_s446,5.9551,6.9063,+6520.5,5.96,True
12-
c70_tp05_slip5_s249,7.1711,6.7662,+6284.8,6.34,False
13-
c70_tp05_slip5_s520,6.5429,6.6743,+6132.5,7.7,True
14-
c70_tp05_slip5_s523,5.7435,6.5435,+5919.0,7.56,True
15-
c70_tp05_slip5_s107,4.8404,6.1092,+5237.1,,True
16-
c70_tp05_slip5_s827,5.3730,5.8293,+4819.6,5.87,True
17-
c70_tp05_slip5_s827,5.3730,5.8293,+4800.9,,True
18-
c70_tp05_slip5_s210,5.2396,5.5788,+4460.6,5.27,True
19-
c70_tp05_slip5_s609,6.1588,5.5716,+4450.5,5.04,False
20-
c70_tp05_slip5_s129,4.3270,5.4383,+4265.2,4.38,True
21-
c70_tp05_slip5_s138,5.3464,5.4126,+4230.0,5.68,True
22-
c70_tp05_slip5_s416,5.1709,5.3162,+4099.0,6.19,True
23-
c70_tp05_slip5_s115,5.1748,5.2361,+3991.7,,True
24-
c70_tp05_slip5_s534,5.2095,4.9417,+3609.5,,False
25-
c70_tp05_slip5_s70,4.6945,4.8443,+3487.3,,True
26-
c70_tp05_slip5_s101,4.8839,4.8302,+3469.7,,False
27-
c70_tp05_slip5_s65,6.2101,4.6561,+3256.9,,False
28-
c70_tp05_slip5_s209,4.1869,4.5161,+3090.5,5.36,True
29-
c70_tp05_slip5_s87,4.7046,4.5024,+3074.5,,False
30-
c70_tp05_slip5_s321,4.7394,4.5006,+3072.4,5.07,False
31-
c70_tp05_slip5_s98,4.3669,4.4074,+2964.3,,True
32-
c70_tp05_slip5_s410,4.2253,4.3961,+2951.4,5.76,True
33-
c70_tp05_slip5_s602,4.1723,4.0754,+2594.9,5.46,False
34-
c70_tp05_slip5_s612,4.4429,4.0575,+2575.6,4.77,False
35-
c70_tp05_slip5_s612,4.4429,4.0575,+2575.6,,False
36-
c70_tp05_slip5_s83,4.0118,4.0315,+2547.8,,True
37-
c70_tp05_slip5_s513,3.8190,4.0136,+2528.7,5.5,True
38-
c70_tp05_slip5_s92,8.9839,3.7264,+2232.4,,False
39-
c70_tp05_slip5_s171,3.5449,3.6931,+2199.2,5.3,True
40-
c70_tp05_slip5_s78,3.5052,3.5882,+2096.2,,True
41-
c70_tp05_slip5_s208,3.3853,3.5551,+2064.2,5.0,True
42-
c70_tp05_slip5_s128,2.9210,3.4538,+1967.7,4.35,True
43-
c70_tp05_slip5_s804,3.3323,3.4160,+1932.2,5.19,True
44-
c70_tp05_slip5_s704,3.4156,3.4100,+1926.6,5.36,False
45-
c70_tp05_slip5_s196,3.3347,3.3919,+1909.8,6.41,True
46-
c70_tp05_slip5_s80,3.3236,3.3674,+1887.1,,True
47-
c70_tp05_slip5_s192,3.2858,3.3651,+1885.0,4.67,True
48-
c70_tp05_slip5_s66,2.8678,3.2733,+1801.3,,True
49-
c70_tp05_slip5_s415,3.1670,3.2257,+1758.6,4.78,True
50-
c70_tp05_slip5_s810,2.6839,3.1369,+1680.2,4.47,True
51-
c70_tp05_slip5_s64,2.9103,3.1020,+1649.9,,True
52-
c70_tp05_slip5_s122,2.1339,3.0127,+1573.5,,True
53-
c70_tp05_slip5_s431,3.0806,3.0125,+1573.4,,False
54-
c70_tp05_slip5_s334,2.8040,2.9009,+1480.3,,True
55-
c70_tp05_slip5_s191,2.8677,2.8821,+1464.9,3.91,True
56-
c70_tp05_slip5_s621,2.6685,2.8545,+1442.5,4.33,True
57-
c70_tp05_slip5_s621,2.6685,2.8545,+1442.5,,True
58-
c70_tp05_slip5_s322,2.0709,2.8248,+1418.5,3.66,True
59-
c70_tp05_slip5_s85,2.9365,2.6905,+1312.3,,False
60-
c70_tp05_slip5_s531,2.6107,2.6174,+1256.1,,True
61-
c70_tp05_slip5_s217,2.6249,2.5421,+1199.5,4.78,False
62-
c70_tp05_slip5_s166,2.3466,2.5340,+1193.5,4.06,True
63-
c70_tp05_slip5_s220,2.3341,2.5005,+1168.7,3.88,True
64-
c70_tp05_slip5_s61,2.3815,2.4958,+1165.3,,True
65-
c70_tp05_slip5_s623,2.3934,2.4903,+1161.3,,True
66-
c70_tp05_slip5_s165,2.7771,2.4326,+1119.3,3.8,False
67-
c70_tp05_slip5_s320,1.9147,2.4306,+1117.9,4.4,True
68-
c70_tp05_slip5_s428,2.0756,2.3648,+1071.0,,True
69-
c70_tp05_slip5_s218,2.2886,2.3580,+1066.2,4.29,True
70-
c70_tp05_slip5_s735,1.8408,2.3162,+1035.2,,True
71-
c70_tp05_slip5_s802,2.2491,2.2336,+980.3,4.32,False
72-
c70_tp05_slip5_s413,1.9221,2.2235,+973.4,3.69,True
73-
c70_tp05_slip5_s336,2.3823,2.1909,+951.5,,False
74-
c70_tp05_slip5_s807,2.1181,2.1851,+947.7,6.37,True
75-
c70_tp05_slip5_s211,1.7740,2.1710,+938.3,3.4,True
76-
c70_tp05_slip5_s206,2.0719,2.1461,+921.8,3.82,True
77-
c70_tp05_slip5_s721,1.8117,2.0500,+859.5,3.56,True
78-
c70_tp05_slip5_s97,2.1635,2.0413,+854.0,,False
79-
c70_tp05_slip5_s77,2.1344,2.0236,+842.8,,False
80-
c70_tp05_slip5_s194,2.1227,2.0223,+841.9,3.95,False
81-
c70_tp05_slip5_s637,2.4599,2.0273,+840.9,,False
82-
c70_tp05_slip5_s617,1.7794,2.0150,+837.3,3.51,True
83-
c70_tp05_slip5_s617,1.7794,2.0150,+837.3,,True
84-
c70_tp05_slip5_s328,1.9535,1.9940,+824.1,3.79,True
85-
c70_tp05_slip5_s323,1.9330,1.9723,+810.6,3.78,True
86-
c70_tp05_slip5_s176,1.9694,1.9656,+806.4,4.37,False
87-
c70_tp05_slip5_s149,1.7945,1.9200,+778.4,3.43,True
88-
c70_tp05_slip5_s532,1.8623,1.8985,+765.3,,True
89-
c70_tp05_slip5_s207,2.2096,1.8474,+734.7,3.4,False
90-
c70_tp05_slip5_s506,1.9662,1.8317,+725.4,3.77,False
91-
c70_tp05_slip5_s190,1.8725,1.8023,+708.1,3.53,False
92-
c70_tp05_slip5_s224,1.6270,1.7697,+689.1,3.78,True
93-
c70_tp05_slip5_s620,1.7241,1.7689,+688.7,3.49,True
94-
c70_tp05_slip5_s620,1.7241,1.7689,+688.7,,True
95-
c70_tp05_slip5_s411,1.6874,1.7490,+677.2,3.91,True
96-
c70_tp05_slip5_s202,1.7780,1.7401,+672.1,3.63,False
97-
c70_tp05_slip5_s430,1.7947,1.7394,+671.7,,False
98-
c70_tp05_slip5_s232,1.9963,1.7244,+663.2,3.98,False
99-
c70_tp05_slip5_s221,1.6490,1.7035,+651.4,3.54,True
100-
c70_tp05_slip5_s175,1.6650,1.6656,+630.2,5.76,True
101-
c70_tp05_slip5_s140,1.5425,1.6535,+623.5,3.27,True
102-
c70_tp05_slip5_s91,1.6278,1.6166,+603.2,,False
103-
c70_tp05_slip5_s126,1.5659,1.6141,+601.8,3.41,True
104-
c70_tp05_slip5_s335,1.5574,1.6085,+598.8,,True
105-
c70_tp05_slip5_s226,1.6365,1.5868,+587.1,3.43,False
106-
c70_tp05_slip5_s301,1.5444,1.5749,+580.7,3.66,True
107-
c70_tp05_slip5_s429,1.5327,1.4904,+536.1,,False
108-
c70_tp05_slip5_s212,1.5063,1.4741,+527.7,3.27,False
109-
c70_tp05_slip5_s74,1.6054,1.4015,+490.9,,False
110-
c70_tp05_slip5_s709,1.9220,1.2023,+395.8,3.28,False
111-
c70_tp05_slip5_s417,1.7175,1.0308,+320.6,3.02,False
112-
c70_tp05_slip5_s426,1.8475,0.9837,+301.1,,False
113-
c70_tp05_slip5_s521,1.5402,0.8490,+247.8,2.63,False
114-
c70_tp05_slip5_s403,1.9762,0.6309,+169.6,2.26,False
115-
c70_tp05_slip5_s401,2.5117,0.5782,+152.2,2.1,False
116-
c70_tp05_slip5_s806,2.2270,0.4615,+115.9,1.91,False
117-
c70_tp05_slip5_s189,1.8134,0.0941,+20.0,2.98,False
118-
c70_tp05_slip5_s828,1.9898,2.0182,+837.9,,True
119-
c70_tp05_slip5_s627,3.0383,2.9338,+1507.5,,False
120-
c70_tp05_slip5_s738,1.6349,1.1683,+380.1,,False
121-
c70_tp05_slip5_s628,6.7190,7.2657,+7145.0,,True
122-
c70_tp05_slip5_s632,2.1916,1.8538,+738.5,,False
123-
c70_tp05_slip5_s829,1.7805,1.8058,+700.5,,True
2+
c70_tp05_slip5_s347,6.0436,4.7697,+3395.0,5.22,False
3+
c70_tp05_slip5_s240,,,,7.00,
4+
c70_tp05_slip5_s434,,,,6.99,
5+
c70_tp05_slip5_s71,,,,0.00,
6+
c70_tp05_slip5_s507,,,,6.43,
7+
c70_tp05_slip5_s118,,,,0.00,
8+
c70_tp05_slip5_s404,,,,6.28,
9+
c70_tp05_slip5_s734,,,,6.72,
10+
c70_tp05_slip5_s628,,,,6.79,
11+
c70_tp05_slip5_s123,,,,0.00,
12+
c70_tp05_slip5_s446,,,,5.96,
13+
c70_tp05_slip5_s249,,,,6.34,
14+
c70_tp05_slip5_s19,,,,0.00,
15+
c70_tp05_slip5_s520,,,,7.70,
16+
c70_tp05_slip5_s523,,,,7.56,
17+
c70_tp05_slip5_s107,,,,0.00,
18+
c70_tp05_slip5_s827,,,,0.00,
19+
c70_tp05_slip5_s210,,,,0.00,
20+
c70_tp05_slip5_s609,,,,5.04,
21+
c70_tp05_slip5_s129,,,,0.00,
22+
c70_tp05_slip5_s138,,,,0.00,
23+
c70_tp05_slip5_s416,,,,6.19,
24+
c70_tp05_slip5_s115,,,,0.00,
25+
c70_tp05_slip5_s37,,,,0.00,
26+
c70_tp05_slip5_s534,,,,5.20,
27+
c70_tp05_slip5_s70,,,,0.00,
28+
c70_tp05_slip5_s101,,,,0.00,
29+
c70_tp05_slip5_s65,,,,0.00,
30+
c70_tp05_slip5_s55,,,,0.00,
31+
c70_tp05_slip5_s24,,,,0.00,
32+
c70_tp05_slip5_s209,,,,0.00,
33+
c70_tp05_slip5_s87,,,,0.00,
34+
c70_tp05_slip5_s321,,,,5.07,
35+
c70_tp05_slip5_s98,,,,0.00,
36+
c70_tp05_slip5_s410,,,,5.76,
37+
c70_tp05_slip5_s8,,,,0.00,
38+
c70_tp05_slip5_s602,,,,5.46,
39+
c70_tp05_slip5_s612,,,,4.77,
40+
c70_tp05_slip5_s83,,,,0.00,
41+
c70_tp05_slip5_s513,,,,5.50,
42+
c70_tp05_slip5_s92,,,,0.00,
43+
c70_tp05_slip5_s737,,,,0.00,
44+
c70_tp05_slip5_s171,,,,5.30,
45+
c70_tp05_slip5_s78,,,,0.00,
46+
c70_tp05_slip5_s208,,,,0.00,
47+
c70_tp05_slip5_s128,,,,0.00,
48+
c70_tp05_slip5_s804,,,,0.00,
49+
c70_tp05_slip5_s704,,,,5.36,
50+
c70_tp05_slip5_s196,,,,0.00,
51+
c70_tp05_slip5_s80,,,,0.00,
52+
c70_tp05_slip5_s192,,,,4.67,
53+
c70_tp05_slip5_s66,,,,0.00,
54+
c70_tp05_slip5_s415,,,,4.78,
55+
c70_tp05_slip5_s810,,,,0.00,
56+
c70_tp05_slip5_s64,,,,0.00,
57+
c70_tp05_slip5_s122,,,,0.00,
58+
c70_tp05_slip5_s431,,,,0.00,
59+
c70_tp05_slip5_s820,,,,0.00,
60+
c70_tp05_slip5_s817,,,,0.00,
61+
c70_tp05_slip5_s247,,,,0.00,
62+
c70_tp05_slip5_s627,,,,0.00,
63+
c70_tp05_slip5_s822,,,,0.00,
64+
c70_tp05_slip5_s334,,,,0.00,
65+
c70_tp05_slip5_s191,,,,3.91,
66+
c70_tp05_slip5_s731,,,,0.00,
67+
c70_tp05_slip5_s621,,,,0.00,
68+
c70_tp05_slip5_s322,,,,0.00,
69+
c70_tp05_slip5_s85,,,,0.00,
70+
c70_tp05_slip5_s826,,,,0.00,
71+
c70_tp05_slip5_s531,,,,0.00,
72+
c70_tp05_slip5_s816,,,,0.00,
73+
c70_tp05_slip5_s217,,,,4.78,
74+
c70_tp05_slip5_s166,,,,0.00,
75+
c70_tp05_slip5_s220,,,,3.88,
76+
c70_tp05_slip5_s61,,,,0.00,
77+
c70_tp05_slip5_s623,,,,0.00,
78+
c70_tp05_slip5_s165,,,,0.00,
79+
c70_tp05_slip5_s320,,,,4.40,
80+
c70_tp05_slip5_s218,,,,4.29,
81+
c70_tp05_slip5_s802,,,,0.00,
82+
c70_tp05_slip5_s336,,,,0.00,
83+
c70_tp05_slip5_s807,,,,0.00,
84+
c70_tp05_slip5_s211,,,,0.00,
85+
c70_tp05_slip5_s206,,,,0.00,
86+
c70_tp05_slip5_s97,,,,0.00,
87+
c70_tp05_slip5_s77,,,,0.00,
88+
c70_tp05_slip5_s194,,,,3.95,
89+
c70_tp05_slip5_s176,,,,4.37,
90+
c70_tp05_slip5_s149,,,,0.00,
91+
c70_tp05_slip5_s401,,,,3.97,
92+
c70_tp05_slip5_s207,,,,0.00,
93+
c70_tp05_slip5_s506,,,,3.77,
94+
c70_tp05_slip5_s224,,,,3.78,
95+
c70_tp05_slip5_s411,,,,3.91,
96+
c70_tp05_slip5_s202,,,,0.00,
97+
c70_tp05_slip5_s232,,,,0.00,
98+
c70_tp05_slip5_s100,,,,0.00,
99+
c70_tp05_slip5_s221,,,,3.54,
100+
c70_tp05_slip5_s175,,,,5.76,
101+
c70_tp05_slip5_s226,,,,0.00,
102+
c70_tp05_slip5_s140,,,,0.00,
103+
c70_tp05_slip5_s91,,,,0.00,
104+
c70_tp05_slip5_s126,,,,0.00,
105+
c70_tp05_slip5_s306,,,,4.78,
106+
c70_tp05_slip5_s301,,,,0.00,
107+
c70_tp05_slip5_s186,,,,0.00,
108+
c70_tp05_slip5_s212,,,,0.00,
109+
c70_tp05_slip5_s164,,,,0.00,
110+
c70_tp05_slip5_s127,,,,0.00,
111+
c70_tp05_slip5_s74,,,,0.00,
112+
c70_tp05_slip5_s119,,,,0.00,
113+
c70_tp05_slip5_s89,,,,0.00,
114+
c70_tp05_slip5_s93,,,,0.00,
115+
c70_tp05_slip5_s104,,,,0.00,
116+
c70_tp05_slip5_s606,,,,0.00,
117+
c70_tp05_slip5_s130,,,,0.00,
118+
c70_tp05_slip5_s108,,,,0.00,
119+
c70_tp05_slip5_s709,,,,3.28,
120+
c70_tp05_slip5_s136,,,,0.00,
121+
c70_tp05_slip5_s133,,,,0.00,
122+
c70_tp05_slip5_s705,,,,0.00,
123+
c70_tp05_slip5_s131,,,,0.00,
124+
c70_tp05_slip5_s503,,,,2.87,
125+
c70_tp05_slip5_s309,,,,0.00,
126+
c70_tp05_slip5_s161,,,,0.00,
127+
c70_tp05_slip5_s63,,,,0.00,
128+
c70_tp05_slip5_s147,,,,0.00,
129+
c70_tp05_slip5_s134,,,,0.00,
130+
c70_tp05_slip5_s72,,,,0.00,
131+
c70_tp05_slip5_s132,,,,0.00,
132+
c70_tp05_slip5_s75,,,,0.00,
133+
c70_tp05_slip5_s62,,,,0.00,
134+
c70_tp05_slip5_s403,,,,2.26,
135+
c70_tp05_slip5_s120,,,,0.00,
136+
c70_tp05_slip5_s73,,,,0.00,
137+
c70_tp05_slip5_s806,,,,0.00,
138+
c70_tp05_slip5_s637,,,,+845.1,
139+
c70_tp05_slip5_s251,2.5690,2.6142,+1251.6,,True
140+
c70_tp05_slip5_s709,1.9220,1.2023,+395.8,,False
141+
c70_tp05_slip5_s253,2.4000,2.6042,+1247.9,,True
142+
c70_tp05_slip5_s721,1.8117,2.0500,+859.5,,True
143+
c70_tp05_slip5_s729,2.1607,2.3026,+1027.5,,True
144+
c70_tp05_slip5_s830,3.2295,3.2651,+1794.6,,True
145+
c70_tp05_slip5_s731,2.5812,2.8586,+1445.8,,True
146+
c70_tp05_slip5_s539,1.5801,1.6203,+603.1,,True
147+
c70_tp05_slip5_s732,1.5090,1.4747,+528.0,,False
148+
c70_tp05_slip5_s734,6.0407,7.2696,+7151.9,,True
149+
c70_tp05_slip5_s347,6.0436,4.7697,+3382.5,,False
150+
c70_tp05_slip5_s735,1.8408,2.3162,+1037.0,,True
151+
c70_tp05_slip5_s737,3.1586,3.7210,+2227.0,,True
152+
c70_tp05_slip5_s348,2.0377,2.1966,+949.1,,True

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