bifitnex-trading/memory/project_backtest_v3.md
kroutony d261b36460 Add hourly Slack trend report, log all HOLD reasons, whale correlation analysis
- hourly_trend_report.py: standalone cron script (XX:00:30) sends 1h bullish/bearish status
- slack_notifier.py: add send_market_trend_report() — simple bullish/bearish only, no entry signals
- main.py: log all 15 HOLD reasons (not just first 3) for debugging all-HOLD cycles
- backtest/whale_correlation.py: blockchain.com on-chain correlation analysis (result: no signal)
- memory/: update project memory with architecture split, cron layout, feedback

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-18 13:45:52 +00:00

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Backtest V3 context filters V3 added BTC trend, buy pressure, funding sentiment — return improved from -19% to -13% project

V3 回測 (2025-07-01 ~ 2026-03-17, $10k):

  • Return: -19.07% → -13.48%
  • Max DD: -27.19% → -18.25%
  • BUYs: 385 → 189 (-51%)

新增 context 參數BTC 趨勢過濾、buy_pressure (OHLCV proxy)、funding sentiment (perp basis)。 只影響 backtest不影響 production。