Kairos: reproducibility artifacts for the statistical rejection of a spectral intraday trading candidate (WIN/B3)
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资源简介:
Per-session out-of-sample net-return series (1,279 sessions, 33 active), OOS trade list (117 trades), full configuration and seed of candidate EXP-19, and the exact PSR/DSR evaluation code used to reject it. Companion artifacts to the preprint 'Killing a +1.80 Sharpe'. Raw B3/MT5 market data are licensed and not redistributed; these derived artifacts are sufficient to reproduce the statistical trial.
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Zenodo创建时间:
2026-07-12



