Settings
Active engine strategy and guardrails.
Active engine strategy and guardrails.
Engine strategy
Formula is locked from the latest profitability research and applies only to future official recommendations.
Formula source
UserStrategyConfigService via /strategy/config
Leveraged ETF universe
Applied by UserStrategyConfigService before the engine selects assets.
Unknown
Ignore-small-changes threshold
Trades below this portfolio-weight change are ignored.
Unknown
Max daily turnover
Daily target movement is capped before shares are estimated.
Unknown
Values come from the locked UserStrategyConfigService formula, not normal-user knobs. Manual execution only.
Latest research
Best full-window formula was leveraged ETFs included, ignore-small-changes threshold 7.5%, and max daily turnover 25%. It was locked because it beat the prior active formula and stayed positive under high-cost and split-period checks.
Prior challenger
Leveraged ETFs off; ignore-small-changes threshold 5%; max daily turnover 25%.
Robustness result
Applied as research-selected, not as guaranteed maximum profit. Backtests are historical evidence only.
Decision path
Guardrails
Limitations
Raw active values
leveraged_etfs_enabled=unknown; meaningful_trade_threshold=unknown; max_daily_turnover=unknown
Latest research candidate
Leveraged ETFs included; ignore-small-changes threshold 7.5%; max daily turnover 25%.
Status
Applied for future recommendations only. User-specific saved strategy rows are retained for developer inspection but are not the normal-user strategy path.
Backtest report path
docs/readiness/strategy-lock-profitability-latest.md