Call me blind, but I don't see any big down spikes on the three version equity curve chart.
Also you mention "Look at November 2023: baseline lost -90 bps, filtered lost less." the image shows the opposite loss -118 (E4 VIX +T) and -250 (E4 full)
Drawdown chart shows the baseline as superior as well with lower DD compared to both E4
You are not blind! You're right on all three — good catch. Version control error on my end: I had the wrong charts in the post. All nine have been replaced with the corrected backtest. Numbers and narrative now align. Thanks for flagging it! 🙈
It was mentioned previously but what Gex are you using? In my own tests on my similar system I was struggling to see results until the lightbulb went off with the realisation it's naive gex. I've now rebuilt with true market maker Gex but unfortunately don't have the finances to purchase historic data, so it's a walkforward test for me. Long and slow.
Call me blind, but I don't see any big down spikes on the three version equity curve chart.
Also you mention "Look at November 2023: baseline lost -90 bps, filtered lost less." the image shows the opposite loss -118 (E4 VIX +T) and -250 (E4 full)
Drawdown chart shows the baseline as superior as well with lower DD compared to both E4
You are not blind! You're right on all three — good catch. Version control error on my end: I had the wrong charts in the post. All nine have been replaced with the corrected backtest. Numbers and narrative now align. Thanks for flagging it! 🙈
It was mentioned previously but what Gex are you using? In my own tests on my similar system I was struggling to see results until the lightbulb went off with the realisation it's naive gex. I've now rebuilt with true market maker Gex but unfortunately don't have the finances to purchase historic data, so it's a walkforward test for me. Long and slow.
I'm really enjoying your work, thank you.