Backtest
Rezumat rapid al validarii.
- Strategy Return
- 13.18%
- Benchmark
- 152.20%
- OOS
- 55.00%
- Sharpe
- 0.12
- Max DD
- -39.29%
- Event Study
- 100
gold.whmesh.com
Research Lab
Backtest, regimuri, overlays probabilistice si consens multi-timeframe.
Validation Snapshot
Hit rate, false positives si maturitatea semnalelor.
- Signals
- 845
- Actionable
- 373
- Hit Rate
- 40.82%
- False+
- 32.33%
- Avg Edge
- 0.29%
- Readiness
- mixed
Nu promovam H1 sau M15 pentru executie agresiva.
Statistical AI
Overlay probabilistic activ.
- HMM
- Stress
- Fused Score
- -0.61
- State Rows
- 5294
ML Overlay
Verdictul actual pentru NN.
- Model
- logistic_regression
- Test Acc
- 0.54
- Baseline
- 0.61
- 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
- 2026-06-24T23:59:00+00:00
- Processed
- ok
- Features
- ok
- Validation
- error
- Model Gate
- ok
- Model Triage
- warning
- Legacy Pipeline
- warning
- Feature Overlay
- ok
- Model Overlay
- ok
- Model Revalidate
- warning
- Models
- 4
- Python
- not ready
- Rol Feature
- confidence_only
- Rol Model
- shadow_only
- Model in semnal
- nu
- Retraining
- da
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 |
| Dukascopy local rollup | production_live_feed | Istoric zilnic si spot fallback construit din intraday local | storage/series/gold_usd_daily.csv |
| 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
- 0.46
- Composite
- -0.26
- Alignment
- conflicted
Consensus REDUCE cu scor -0.26; D1=SELL (-0.59) | H4=REDUCE (-0.27) | H1=NO_TRADE (0.14) | M15=BUY (0.41).
Timeframe Signals
Detaliu operational pe fiecare timeframe.
D1
SELL
0.58
confidence
Scorul compozit este -0.59 si confirma deteriorarea trendului; sistemul favorizeaza iesirea sau reducerea expunerii (Normal).
H4
REDUCE
0.42
confidence
H4 cere prudenta: scor -0.27, event NONE, risc defensive.
H1
NO_TRADE
0.57
confidence
H1 nu ofera edge clar acum.
M15
BUY
0.63
confidence
M15 favorizeaza BUY: scor 0.41, 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 | 98 | 43.88% | 28.57% | 0.17% | 2.5h p90 2.0h | -0.09% hit rate prea slab, semnale prea tarzii | H1 ramane suport de context, nu strat principal de executie. |
| M15 | Nu promovam inca | 94 | 25.53% | 19.15% | 0.05% | 2.1h p90 1.3h | 0.06% hit rate prea slab, 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 | 95 | 50 | 62.22% | 37.78% | 0.00% | 5.26% | 0.98% | 0.44 2.2d / 5.0d | Ready |
| H4 | intraday | 250 | 130 | 42.19% | 42.97% | 14.84% | 2.40% | 0.41% | 0.26 6.3h / 1.0d | Ready |
| H1 | intraday | 250 | 98 | 43.88% | 28.57% | 27.55% | 1.60% | 0.17% | 0.63 2.5h / 4.0h | Ready |
| M15 | scalping | 250 | 95 | 25.53% | 19.15% | 55.32% | 0.80% | 0.05% | 2.12 2.1h / 1.0h | Slow |
Trading Styles
Benchmark separat pentru `scalping / intraday / swing`.
| Style | Signals | Hit | Benchmark | Strategy | Edge |
|---|---|---|---|---|---|
| scalping | 250 | 25.53% | -0.01% | 0.05% | 0.05% |
| intraday | 500 | 42.92% | -0.24% | 0.04% | 0.28% |
| swing | 95 | 62.22% | -0.69% | 0.29% | 0.98% |
Impact Evenimente
Comparam near-event cu flow normal.
| Context | Signals | Hit | False+ | Avg Edge | High Impact |
|---|---|---|---|---|---|
| Normal flow | 426 | 37.18% | 18.59% | 0.26% | 0.00% |
| Near event | 419 | 43.54% | 42.58% | 0.35% | 42.48% |
AI Model Triage
Clasificam modelele in `candidate / experimental / archive`.
- Status
- warning
- Primary
- lstm_H1_final.h5
- Strategy
- candidate_needs_revalidation
- Prod Allowed
- no
Revalideaza modelul pe datele actualizate si compara-l din nou cu baseline-ul curent.
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
- 736
- 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 | candidate_needs_revalidation | Revalideaza modelul dupa date noi si compara-l din nou cu baseline-ul. |
| 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 |
|---|---|---|---|---|---|---|
| D1 | SELL | pending | n/a | n/a | n/a | near_event · Senior Credit Officer Opinion Survey on Dealer Financing Terms (SCOOS) |
| M15 | BUY | pending | n/a | n/a | n/a | none |
| M15 | BUY | win | 0.36% | 0.92% | -0.39% | none |
| H4 | SELL | pending | n/a | 0.25% | -1.24% | none |
| M15 | BUY | flat | -0.22% | 0.94% | -0.47% | none |
| M15 | BUY | flat | 0.18% | 0.75% | -0.29% | none |
| M15 | BUY | win | 0.41% | 0.76% | -0.04% | none |
| M15 | BUY | flat | 0.01% | 0.62% | -0.12% | none |
| H4 | SELL | pending | n/a | -0.12% | -1.62% | near_event · Senior Credit Officer Opinion Survey on Dealer Financing Terms (SCOOS) |
| D1 | SELL | pending | n/a | 0.79% | -2.03% | near_event · Speech - Governor Lisa D. Cook |
| M15 | SELL | flat | -0.15% | 0.79% | -0.38% | none |
| H4 | SELL | loss | -1.84% | 0.69% | -2.03% | near_event · Senior Credit Officer Opinion Survey on Dealer Financing Terms (SCOOS) |
| M15 | SELL | win | 0.29% | 1.07% | -0.11% | none |
| H4 | SELL | loss | -1.11% | 1.01% | -1.71% | near_event · American Time Use Survey |
| H4 | SELL | loss | -1.21% | 1.36% | -1.35% | near_event · GDP (Third Estimate), Industries, Corporate Profits, State GDP, and State Personal Income, 1st Quarter 2026 |
| H1 | SELL | loss | -0.82% | 0.48% | -2.27% | near_event · Discussion - Vice Chair for Supervision Michelle W. Bowman |
Market Alerts
Schimbari de trend, consens si countdown critic.
- 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 | 4581 | 111.38% | 0.14 | -44.67% |
| War Shock | high | 127 | -5.50% | 0.12 | -10.13% |