研究迴圈報告 — Run #16

產生時間:2026-03-09 23:24:47 UTC

Annual PnL
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Sharpe Ratio
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Max Drawdown
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Win Rate
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DSR
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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