產生時間:2026-03-09 23:24:47 UTC
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)。
| 策略名稱 | Sharpe | 最大回撤 | 交易次數 | 穩健度 | WFE | 狀態 |
|---|
? — backtest_crash: ? — backtest_crash: ? — backtest_crash: | 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 | — | — | — |