策略 11已关闭

Signal Denoising (Wavelet + Kalman)

denoising price (wavelet/Kalman) improves the directional entry

策略正文暂以英文显示，中文翻译进行中。

关键指标：

standalone 0/8 validation (Kalman velocity is useful as a tool)

为何存在优势 / 假设: Less noise in the signal → cleaner direction. The classic DSP approach.
构造: Wavelet denoising + Kalman velocity as a direction picker.
测试数据: BTC, 8-slice validation.
结果: Wavelet denoising is harmful (non-causal look-ahead). Kalman velocity is the only useful component: direction accuracy 54% vs RSI 47%, PF 1.25 vs 0.73. But as a standalone strategy — 0/8.
验证: Standalone 0/8; Kalman kept as a tool in other branches.
根因: Wavelet pulls in the future (non-causal). The direction gain is real but insufficient for a standalone edge.
结论: Dead as a strategy; Kalman velocity preserved as a reusable tool.
来源: archive/SIGNAL_DENOISING_RESEARCH.md

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