Backtest
Rezumat rapid al validarii.
- Strategy Return
- 13.24%
- Benchmark
- 178.11%
- OOS
- 57.95%
- Sharpe
- 0.12
- Max DD
- -39.29%
- Event Study
- 72
gold.whmesh.com
Research Lab
Backtest, regimuri, overlays probabilistice si consens multi-timeframe.
Validation Snapshot
Hit rate, false positives si maturitatea semnalelor.
- Signals
- 812
- Actionable
- 272
- Hit Rate
- 28.03%
- False+
- 31.06%
- Avg Edge
- -0.13%
- Readiness
- warming_up
Nu promovam H1 sau M15 pentru executie agresiva.
Statistical AI
Overlay probabilistic activ.
- HMM
- Bear Trend
- Fused Score
- -0.70
- State Rows
- 5281
ML Overlay
Verdictul actual pentru NN.
- Model
- logistic_regression
- Test Acc
- 0.53
- Baseline
- 0.63
- NN Verdict
- NO
Modelul clasic nu ofera inca un edge suficient pentru a justifica costul si complexitatea unui NN.
AI Workspace
Starea layer-ului separat de research, backfill si overlay.
- Status
- error
- Raw Latest
- 2026-04-29T23:59:00+00:00
- Processed
- ok
- Features
- ok
- Validation
- ok
- Model Gate
- ok
- Model Triage
- ok
- Legacy Pipeline
- warning
- Feature Overlay
- ok
- Model Overlay
- ok
- Model Revalidate
- ok
- Models
- 4
- Python
- ready
- Rol Feature
- confidence_only
- Rol Model
- shadow_only
- Model in semnal
- nu
- Retraining
- nu
Exista un model shadow nou mai bun decat legacy-ul, dar pragurile de promovare nu sunt inca atinse.
Originea Datelor si Overlay-urilor
Ce vine din `AI`, ce vine din productie live si ce vine din surse oficiale.
| Label | Familie | Rol | Path |
|---|---|---|---|
| AI Legacy Dukascopy | ai_legacy_data | Backfill intraday pentru M15/H1/H4 | AI/duka_raw_m1 |
| AI Legacy Overlay | ai_legacy_data | Update Linux incremental pentru legacy Dukascopy cand directorul AI este read-only | storage/raw/ai_legacy_overlay |
| Dukascopy BI5 live | production_live_feed | Live append intraday pentru M15/H1/H4 | scripts/build_intraday_series.py |
| Alpha Vantage | production_live_feed | Istoric zilnic si spot fallback pentru aur | config/vendors.php |
| Fed / BLS / BEA / Treasury | production_official_macro | Calendar oficial si factori macro | config/vendors.php |
| AI Overlay Models | ai_legacy_model | Confidence overlay si benchmark de research | AI/models_saved |
Consensus
Sintetizeaza D1 / H4 / H1.
- Decision
- REDUCE
- Confidence
- 0.57
- Composite
- -0.07
- Alignment
- conflicted
Consensus REDUCE cu scor -0.07; D1=SELL (-0.35) | H4=NO_TRADE (0.10) | H1=NO_TRADE (0.14) | M15=BUY (0.39).
Timeframe Signals
Detaliu operational pe fiecare timeframe.
D1
SELL
0.68
confidence
Scorul compozit este -0.35 si confirma deteriorarea trendului; sistemul favorizeaza iesirea sau reducerea expunerii (Normal).
H4
NO_TRADE
0.61
confidence
H4 nu ofera edge clar acum.
H1
NO_TRADE
0.65
confidence
H1 nu ofera edge clar acum.
M15
BUY
0.62
confidence
M15 favorizeaza BUY: scor 0.39, risc normal, regim Normal.
Verdict H1 si M15
Decidem clar daca intraday-ul merita executie agresiva.
Nu promovam H1 sau M15 pentru executie agresiva. Pastram intraday-ul ca orientare si timing, nu ca motor principal de scalping.
| TF | Verdict | Semnale validate | Hit | False+ | Edge | Intarziere | Evenimente | Recomandare |
|---|---|---|---|---|---|---|---|---|
| H1 | Nu promovam inca | 88 | 32.95% | 31.82% | 0.06% | 2.3h p90 2.0h | 0.23% hit rate prea slab, semnale prea tarzii | H1 ramane suport de context, nu strat principal de executie. |
| M15 | Nu promovam inca | 88 | 13.64% | 14.77% | -0.01% | 1.8h p90 1.3h | 0.09% hit rate prea slab, edge negativ, semnale prea tarzii, varfuri de intarziere prea mari | M15 ramane doar pentru context si timing, nu pentru executie agresiva. |
Outcomes pe Timeframe
Separat pentru `M15 / H1 / H4 / D1`, cu false positives si latency.
| TF | Stil | Signals | Actionable | Hit | False+ | Flat | Pending | Avg Edge | Latency | Status |
|---|---|---|---|---|---|---|---|---|---|---|
| D1 | swing | 62 | 25 | 35.00% | 50.00% | 15.00% | 8.06% | -1.41% | 0.53 2.7d / 5.0d | Ready |
| H4 | intraday | 250 | 70 | 38.24% | 45.59% | 16.18% | 2.80% | -0.16% | 0.24 5.7h / 1.0d | Ready |
| H1 | intraday | 250 | 88 | 32.95% | 31.82% | 35.23% | 1.60% | 0.06% | 0.58 2.3h / 4.0h | Ready |
| M15 | scalping | 250 | 89 | 13.64% | 14.77% | 71.59% | 0.40% | -0.01% | 1.81 1.8h / 1.0h | Warming up |
Trading Styles
Benchmark separat pentru `scalping / intraday / swing`.
| Style | Signals | Hit | Benchmark | Strategy | Edge |
|---|---|---|---|---|---|
| scalping | 250 | 13.64% | -0.01% | -0.02% | -0.01% |
| intraday | 500 | 35.26% | -0.08% | -0.11% | -0.03% |
| swing | 62 | 35.00% | 0.05% | -1.36% | -1.41% |
Impact Evenimente
Comparam near-event cu flow normal.
| Context | Signals | Hit | False+ | Avg Edge | High Impact |
|---|---|---|---|---|---|
| Normal flow | 437 | 17.91% | 27.61% | -0.10% | 0.00% |
| Near event | 375 | 38.46% | 34.62% | -0.15% | 51.20% |
AI Model Triage
Clasificam modelele in `candidate / experimental / archive`.
- Status
- ok
- Primary
- lstm_H1_final.h5
- Strategy
- shadow_overlay_ready
- Prod Allowed
- yes
Testeaza overlay-ul in shadow mode si compara-l cu semnalul live inainte de promovare.
Cross-Asset Radar
Proxies pentru USD, aur ETF, miners si argint.
- Dollar Proxy
- up · 2.81%
- GLD ETF
- down · -14.27%
- GDX Miners
- down · -25.94%
- SLV ETF
- down · -25.36%
Event Research
Dataset de reactie la evenimente oficiale.
- Rows
- 547
- Ready ML
- yes
- Surprise Fields
- no
AI Model Triage Detail
Verdict clar pentru ce pastram, ce blocam si ce ramane doar research.
| Model | Tier | Runtime | Baseline | Recommendation | Next Action |
|---|---|---|---|---|---|
| lstm_H1_final.h5 | primary_candidate | ready | beats | shadow_candidate_ready | Poate intra in shadow overlay controlat, nu in motorul unic de decizie. |
| tcn_M1_final.h5 | experimental | ready | unknown | experimental_research_only | Pastreaza-l in research pana cand demonstreaza valoare peste baseline. |
| gru_H1_final.h5 | archive | ready | unknown | archive_only | Pastreaza modelul ca arhiva sau benchmark istoric. |
| transformer_H4_final.h5 | archive | ready | unknown | archive_only | Pastreaza modelul ca arhiva sau benchmark istoric. |
AI Model Inventory
Modelele legacy pastrate separat pentru overlay, benchmark si comparatie.
| Model | Updated | Size MB |
|---|---|---|
| gru_H1_final.h5 | 2025-11-06T12:40:42+02:00 | 1.52 |
| lstm_H1_final.h5 | 2026-01-17T17:47:42+02:00 | 1.96 |
| tcn_M1_final.h5 | 2025-11-08T19:04:37+02:00 | 2.65 |
| transformer_H4_final.h5 | 2026-01-17T21:45:14+02:00 | 27.75 |
Recent Actionable Outcomes
Ultimele semnale directionale cu rezultat observabil.
| TF | Signal | Outcome | Adj Return | MFE | MAE | Event |
|---|---|---|---|---|---|---|
| M15 | BUY | pending | n/a | n/a | n/a | none |
| D1 | SELL | pending | n/a | n/a | n/a | near_event · State Employment and Unemployment (Monthly) |
| M15 | BUY | flat | 0.02% | 0.14% | 0.00% | none |
| M15 | SELL | loss | -1.25% | -0.54% | -1.59% | none |
| H4 | SELL | pending | n/a | -0.93% | -1.59% | near_event · State Employment and Unemployment (Monthly) |
| H1 | SELL | loss | -1.20% | -0.54% | -1.59% | none |
| D1 | SELL | pending | n/a | 0.51% | 0.51% | near_event · Global Value Chains (Trade in Value Added), 2024 |
| D1 | SELL | pending | n/a | 0.77% | 0.26% | near_event · FOMC Minutes |
| M15 | SELL | flat | -0.01% | 0.10% | -1.60% | none |
| H4 | SELL | pending | n/a | 0.10% | -1.60% | near_event · State Employment and Unemployment (Monthly) |
| M15 | SELL | flat | -0.09% | 0.25% | -0.29% | none |
| M15 | SELL | loss | -0.43% | 0.01% | -0.61% | near_event · State Employment and Unemployment (Monthly) |
| H1 | SELL | loss | -0.33% | 0.01% | -1.77% | near_event · State Employment and Unemployment (Monthly) |
| H4 | SELL | loss | -1.07% | 0.36% | -1.33% | near_event · State Employment and Unemployment (Monthly) |
| M15 | SELL | win | 0.29% | 0.48% | -0.32% | near_event · State Employment and Unemployment (Monthly) |
| H1 | SELL | flat | -0.13% | 0.48% | -1.48% | near_event · State Employment and Unemployment (Monthly) |
Market Alerts
Schimbari de trend, consens si countdown critic.
- Asteptam cotatie mai buna: Feed-ul actual este prea slab pentru o intrare rapida; asteptam o cotatie mai buna.
- Conflict intre timeframe-uri: Semnalele nu mai sunt aliniate; consensul este conflictual.
Performanta pe Regim
Cum s-a comportat sistemul in regimuri diferite.
| Regim | Severitate | Zile | Return | Vol | Max DD |
|---|---|---|---|---|---|
| Banking Stress | high | 15 | 8.04% | 0.20 | -2.31% |
| COVID Shock | critical | 194 | 22.22% | 0.20 | -13.51% |
| Fed Hiking Cycle | medium | 376 | 0.65% | 0.11 | -10.19% |
| Normal | none | 4568 | 133.10% | 0.14 | -44.67% |
| War Shock | high | 127 | -5.50% | 0.12 | -10.13% |