Repair: flicker.py

REPAIRED — Defects repaired; the edge is confirmed once on the lockbox.

Before and after

	Verdict	Net return	Sharpe	Failed checks
Before	REJECT	-85.4%	-1.15	net_profitability, deflated_sharpe
After (all data)	PASS	+245.4%	1.25
Lockbox (opened once)	NEEDS_MORE_EVIDENCE	+64.6%	1.73	sample_size

Repairs were chosen on the history until 2017-10-01 by the number of defects (6 → 1), never by return. Trials counted: 10.

Candidates

Id	Steps	Why	Defects
R5	[('smooth', {'span': 5})]	costs and turnover eat the profit	6
R5	[('smooth', {'span': 20})]	costs and turnover eat the profit	1	chosen
R5	[('hold', {'bars': 5})]	costs and turnover eat the profit	7
R5	[('hold', {'bars': 20})]	costs and turnover eat the profit	6
R5+R5	[('smooth', {'span': 5}), ('hold', {'bars': 5})]	costs and turnover eat the profit; costs and turnover eat the profit	2
R5+R5	[('smooth', {'span': 5}), ('hold', {'bars': 20})]	costs and turnover eat the profit; costs and turnover eat the profit	4
R5+R5	[('smooth', {'span': 20}), ('hold', {'bars': 5})]	costs and turnover eat the profit; costs and turnover eat the profit	1
R5+R5	[('smooth', {'span': 20}), ('hold', {'bars': 20})]	costs and turnover eat the profit; costs and turnover eat the profit	3

Files

strategy.repaired.py · repair.diff · certificate.json · repair-report.json

The original strategy file is never changed.

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