| 06-05 10:16 | L2 |
weights |
"{\"vwap\": 0.328, \"bollinger\": 0.292, \"trend_follow\": 0.117, \"mean_reversion\": 0.263}" |
"{\"mean_reversion\": 0.227, \"bollinger\": 0.282, \"vwap\": 0.306, \"trend_follow\": 0.185}" |
applied |
auto-fitness (forward, α=0.3) |
| 06-05 05:00 | L2 |
weights |
"{\"vwap\": 0.349, \"bollinger\": 0.297, \"trend_follow\": 0.047, \"mean_reversion\": 0.307}" |
"{\"mean_reversion\": 0.263, \"bollinger\": 0.292, \"vwap\": 0.328, \"trend_follow\": 0.117}" |
applied |
auto-fitness (forward, α=0.3) |
| 06-04 05:00 | L2 |
weights |
"{\"vwap\": 0.359, \"bollinger\": 0.328, \"trend_follow\": 0.0, \"mean_reversion\": 0.314}" |
"{\"mean_reversion\": 0.307, \"bollinger\": 0.297, \"vwap\": 0.349, \"trend_follow\": 0.047}" |
applied |
auto-fitness (forward, α=0.3) |
| 06-01 10:01 | L2 |
weights |
"{\"vwap\": 0.36, \"bollinger\": 0.325, \"mean_reversion\": 0.315}" |
"{\"mean_reversion\": 0.314, \"bollinger\": 0.328, \"vwap\": 0.359, \"trend_follow\": 0.0}" |
applied |
auto-fitness (forward, α=0.3) |