策略 12已关闭

Denoised Big Move

catch large moves on a denoised signal

策略正文暂以英文显示，中文翻译进行中。

关键指标：

0/8 validation — long-only beta on a bull market

为何存在优势 / 假设: A big-move detector combined with denoised direction.
构造: Denoised signal → entry into large moves.
测试数据: Multi-coin validation (8 slices).
结果: 0/8 validation. The profit turned out to be long-only beta on a bull market, not alpha.
验证: 0/8 — does not pass.
根因: Disguised market beta (long-only in a rising market).
结论: Dead. A classic 'beta masquerading as alpha' case.
来源: scripts/research/bigmove_denoised.py

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