研究迴圈報告 — Run #16

產生時間:2026-03-09 23:24:47 UTC

Annual PnL
Sharpe Ratio
Max Drawdown
Win Rate
DSR

執行摘要

本次研究迴圈共評估 0 個策略, 其中 0 個通過驗證(confirmed), 0 個被拒絕(rejected)。

策略績效總表

策略名稱Sharpe最大回撤 交易次數穩健度WFE狀態

錯誤日誌摘要

最近錯誤

研究演化紀錄

方法分數Prompt 版本更新時間
data-quality
result-verification
data-sufficiency
risk-management
methodology
universe-design
performance-expectations
multi-asset momentum
data-quality
statistical-significance
period-bias
strategy-structure
implementation
time-series momentum / options-derived
time-series momentum / options sentiment
time-series momentum / trend following
time-series momentum / ensemble
time-series momentum / multi-asset
result-verification
statistical-significance
strategy-characterization
regime-analysis
whipsaw-analysis
overfitting-check
period-bias
volatility-scaled momentum
VIX regime momentum overlay
momentum signal ensemble
VIX term structure momentum filter
adaptive volatility-scaled momentum
strategy-characterization
factor-decomposition
volatility-adaptive overlay
statistical-significance
coverage-gap
period-bias
meta-assessment
buy-write baseline
strike selection optimization
strike selection boundary
momentum-conditional overlay
overfitting

建議與後續行動