Bollinger_MR_Regime — settings
Unguarded: PASSGuarded: FAIL · 3 failDirectionalgunbot-quant
The same document for both runs of the same measurement — first as the strategy ships, then with the break-even guard. Everything else about the two runs is identical.
As it ships PASS
Exits: the strategy's own exits, stops included
Which settings actually do anything
Each posture setting was run low and high on a trimmed window. The direction that puts more capital at risk is the aggressive one — measured, not assumed. A setting that changed nothing in either direction is inert at these defaults and is excluded from the postures.
- 77 settings read by the strategy
- 40 of them are posture settings (size, exposure, ladder, stop, target)
- 9 measurably move the run
- 31 are inert:
SIG_adxMin,SIG_cmoOs,SIG_crsiEntry,SIG_dpoZ,SIG_entryZ,SIG_expand,SIG_fisherOs,SIG_gapThresh,SIG_kcMult,SIG_mult,SIG_ob,SIG_os,SIG_qqeFactor,SIG_rsmAdx,SIG_rsmRsi,SIG_smiOs,SIG_spike,SIG_stcHigh,SIG_stcLow,SIG_stochLevel,SIG_strong,SIG_uoOb,SIG_uoOs,SIG_wick,SIG_wtOs,SIG_entryVotes,SIG_exitVotes,SIG_chandMult,SIG_crsiExit,SIG_exitZ,SIG_tpMult
Live settings
| Setting | Calm | Default | Aggressive | Direction |
|---|---|---|---|---|
SIG_adxMax |
18.3515 | 36.7031 | 73.4062 | higher = braver |
SIG_atrMult |
1 | 1.9807 | 3.9614 | higher = braver |
SIG_entryB |
0.1534 | 0.3068 | 0.6136 | higher = braver |
SIG_std |
5.5362 | 2.7681 | 1.38405 | lower = braver |
SIG_maxExposure |
0.425 | 0.85 | 1 | higher = braver |
SIG_maxAdds |
12 | 4 | 1 | lower = braver |
SIG_addScale |
0.5 | 1 | 2 | higher = braver |
SIG_addSpacing |
2 | 1 | 0.5 | lower = braver |
SIG_exitB |
0.3272 | 0.6544 | 1.3088 | higher = braver |
The postures
| Setting | calm | cautious | medium | bold | aggressive |
|---|---|---|---|---|---|
SIG_adxMax |
18.3515 | 25.95 | ships | 51.91 | 73.4062 |
SIG_atrMult |
1 | 1.407 | ships | 2.801 | 3.9614 |
SIG_entryB |
0.1534 | 0.2169 | ships | 0.4339 | 0.6136 |
SIG_std |
5.5362 | 3.915 | ships | 1.957 | 1.38405 |
SIG_maxExposure |
0.425 | 0.601 | ships | 0.922 | 1 |
SIG_maxAdds |
12 | 7 | ships | 2 | 2 |
SIG_addScale |
0.5 | 0.7071 | ships | 2 | 2 |
SIG_addSpacing |
2 | 2 | ships | 0.7071 | 0.5 |
SIG_exitB |
0.3272 | 0.4627 | ships | 0.9255 | 1.3088 |
medium is the strategy exactly as it ships, so it sets nothing. cautious
and bold are the geometric midpoint between shipped and each extreme —
geometric because the candidates are generated multiplicatively, so the
arithmetic midpoint would bunch both towards the brave end.
Ladder floor
A ladder setting is the number of entries a position may be built from. Orientation drives it to 1 at one end -- which is a single all-in order, not the ladder strategy under test -- so it is floored at 2 rungs. The floor does not cap the other end: a posture may still run a deep ladder, it just may not collapse to one rung.
| Posture | Setting | Orientation wanted | Floored to |
|---|---|---|---|
| aggressive | SIG_maxAdds |
1 | 2 |
Every number on this page is read from the run record that produced it — the audit pipeline writes the page and the record together, so the two cannot drift apart.
With the break-even guard FAIL · 3 fail
Exits: no exit below average entry plus fees, stops included
Which settings actually do anything
Each posture setting was run low and high on a trimmed window. The direction that puts more capital at risk is the aggressive one — measured, not assumed. A setting that changed nothing in either direction is inert at these defaults and is excluded from the postures.
- 77 settings read by the strategy
- 40 of them are posture settings (size, exposure, ladder, stop, target)
- 8 measurably move the run
- 32 are inert:
SIG_adxMin,SIG_atrMult,SIG_cmoOs,SIG_crsiEntry,SIG_dpoZ,SIG_entryZ,SIG_expand,SIG_fisherOs,SIG_gapThresh,SIG_kcMult,SIG_mult,SIG_ob,SIG_os,SIG_qqeFactor,SIG_rsmAdx,SIG_rsmRsi,SIG_smiOs,SIG_spike,SIG_stcHigh,SIG_stcLow,SIG_stochLevel,SIG_strong,SIG_uoOb,SIG_uoOs,SIG_wick,SIG_wtOs,SIG_entryVotes,SIG_exitVotes,SIG_chandMult,SIG_crsiExit,SIG_exitZ,SIG_tpMult
Live settings
| Setting | Calm | Default | Aggressive | Direction |
|---|---|---|---|---|
SIG_adxMax |
18.3515 | 36.7031 | 73.4062 | higher = braver |
SIG_entryB |
0.6136 | 0.3068 | 0.1534 | lower = braver |
SIG_std |
1.38405 | 2.7681 | 5.5362 | higher = braver |
SIG_maxExposure |
0.425 | 0.85 | 1 | higher = braver |
SIG_maxAdds |
12 | 4 | 1 | lower = braver |
SIG_addScale |
0.5 | 1 | 2 | higher = braver |
SIG_addSpacing |
2 | 1 | 0.5 | lower = braver |
SIG_exitB |
0.3272 | 0.6544 | 1.3088 | higher = braver |
The postures
| Setting | calm | cautious | medium | bold | aggressive |
|---|---|---|---|---|---|
SIG_adxMax |
18.3515 | 25.95 | ships | 51.91 | 73.4062 |
SIG_entryB |
0.6136 | 0.4339 | ships | 0.2169 | 0.1534 |
SIG_std |
1.38405 | 1.957 | ships | 3.915 | 5.5362 |
SIG_maxExposure |
0.425 | 0.601 | ships | 0.922 | 1 |
SIG_maxAdds |
12 | 7 | ships | 2 | 2 |
SIG_addScale |
0.5 | 0.7071 | ships | 2 | 2 |
SIG_addSpacing |
2 | 2 | ships | 0.7071 | 0.5 |
SIG_exitB |
0.3272 | 0.4627 | ships | 0.9255 | 1.3088 |
medium is the strategy exactly as it ships, so it sets nothing. cautious
and bold are the geometric midpoint between shipped and each extreme —
geometric because the candidates are generated multiplicatively, so the
arithmetic midpoint would bunch both towards the brave end.
Ladder floor
A ladder setting is the number of entries a position may be built from. Orientation drives it to 1 at one end -- which is a single all-in order, not the ladder strategy under test -- so it is floored at 2 rungs. The floor does not cap the other end: a posture may still run a deep ladder, it just may not collapse to one rung.
| Posture | Setting | Orientation wanted | Floored to |
|---|---|---|---|
| aggressive | SIG_maxAdds |
1 | 2 |
Every number on this page is read from the run record that produced it — the audit pipeline writes the page and the record together, so the two cannot drift apart.
What the guard is, and what a better number under it means. The break-even guard refuses any exit below average entry plus fees. It cannot improve a strategy's judgement — it can only stop it selling at a loss, which means holding the position instead. Across the pack that turns a strategy that churned into one that buys and waits: trade counts collapse and time in market rises towards 100%. In a window where the asset itself rose, that reads as a much better return while being strictly less of a strategy.
So read the return next to round trips, time in market and edge vs buy and hold. The last of those is the one that matters: not one strategy in this matrix beat simply holding the asset, in either run.
Ignore the win rate and the profit factor under the guard. Both count closed trades only, and the guard closes nothing at a loss — in all 101 guarded runs the number of losing closed trades is exactly zero. So the win rate goes to 100% and the profit factor becomes undefined for arithmetic reasons, while the losses sit in the position that is still open. The unrealised row is where they went.