Pobednik zavisi od broja slotova: pri N=1 BB pullback +37% uz DD 5.8%, pri N=4 quality_v2 +25.5%. Preporuka je hibrid.
Cilj: izabrati najbolje generatore za live auto-trader. Uzeti su top-5 iz 2026-05-15 full backfill + ostatak postojeceg seta za baseline. Pokrenut slot_portfolio_compare nad 180d prozorom backfill DB-a sa N=1,2,3,4,5 slotova.
Pobednik zavisi od broja slotova koje ces dati skeneru:
| Konfiguracija | Pobednik | Total % | Sharpe | Max DD | Karakteristika |
|---|---|---|---|---|---|
| N=1 (concentrated) | bollinger_band_pullback_long | +37.48 | +1.76 | 5.78 | Sigurna ruka — najmanji DD u celom kohortu |
| N=2 | growth_threshold_quality_blacklist_cycle | +27.89 | +1.18 | 51.23 | Vise sirov return ali skace DD |
| N=3 | quality_best_symbols_cycle_v2 | +29.09 | +1.67 | 67.07 | Quality cohort dominira |
| N=4 (default) | quality_best_symbols_cycle_v2 | +25.50 | +1.67 | 73.22 | + sve 3 quality_* iznad +20% |
| N=5 | quality_blacklist_cycle | +25.79 | +1.41 | 80.19 | Marginalna saturacija |
DB: database/crypto_scanner_full_20260515.db, prozor 2025-11-06 → 2026-05-05 (180d), fee 0.1%, fixed slot size, capital $1000.
Tier A — kandidati za live auto-trader:
| Generator | Total % | Sharpe | Max DD | +m/-m | Komentar |
|---|---|---|---|---|---|
quality_best_symbols_cycle_v2 | +25.50 | +1.67 | 73.22 | 4/2 | Najveci EV; quality cohort |
quality_blacklist_cycle | +24.70 | +1.33 | 75.81 | 4/2 | Najsiri scope (232 trades) |
quality_best_symbols_cycle (v1) | +23.88 | +1.58 | 75.42 | 4/2 | Komplement v2 (delom razlicit symbol set) |
bollinger_band_pullback_long | +5.51 | +1.69 | 75.05 | 4/1 | Najpouzdaniji per-trade (jedini sa pos. medianom); pri N=1 +37% |
Tier B — drzati enabled kao filter input, ne kao stand-alone:
bb_adx_combo_long +1.34% (uzi filter BB-a, manje fires)multi_timeframe_bias +8.20% ali 1275 trades = puno sumaregime_cycle +4.16% (sparse, 54 trades, Sharpe +1.84 — kvalitet visok ali capacity nizak)Tier C — iskljuciti / refactor (svi pravo negativni at N=4):
growth_threshold_cycle (workhorse) -75.34% — vec dokumentovano kao strukturno neispravan (kline counterfactual)adx_di_trend, bollinger_volume_expansion, rsi_macd_trend, donchian_volume_breakout, largecap_cycle, cycle_v2 — sve -10% do -34%Slot 1-3: quality_best_symbols_cycle_v2 + v1 + blacklist (high-EV, few-big-winners)
Slot 4 : bollinger_band_pullback_long (high-consistency, low-DD hedge)Razlog mesanja: quality cohort ima negativan median (zive od retkih jackpot-a), BB pullback ima pozitivan median + 57% win rate — to dejstvuje kao psiholoski stabilizator u "tihim" sedmicama kada quality cohort ne puca.
Drugi razlog: BB pullback je forbidden_regimes=ranging_highvol, quality cohort nema regime gate. Komplementarni regime exposure — u ranging_highvol slot ostaje slobodan za quality, u trending_lowvol oba pucaju ali quality jaci zbog growth filtera.
Sken interneta pokazuje da je Supertrend (ATR-based dinamicki trailing) najpopularniji crypto auto-trader indikator koji nemamo. Citirani backtest-i:
Mi imamo ATR helper (src/feature_store.atr), nemamo Supertrend generator. Predlog za Faza 4:
supertrend_long — pure ATR trend follow (ATR=10, mult=3.0), entry on bullish flipbb_pullback_supertrend_exit — entry kao trenutni BB pullback, ali umesto fiksnog 18-bar max_hold koristi Supertrend flip kao trailing exit. Mogao bi popraviti BB-ov median (+0.56%) ostavljajuci winnere duze otvorenim.NIJE ovaj sprint — prvo treba slot-sim na trenutnoj postavi pa promo na live; Supertrend ostaje na todo.
Set enabled=true za:
growth_threshold_quality_best_symbols_cycle_v2growth_threshold_quality_best_symbols_cyclegrowth_threshold_quality_blacklist_cycle(bollinger_band_pullback_long i bb_adx_combo_long su vec bili enabled=true od backfill-a.)
JSON sa per-slot brojevima: 2026-05-17_slot_portfolio_top5.json
slot_priority mehanizam (BB pullback ide pre quality v2 jer ima manji DD profil).Izvor: crypto_scanner/reports/analysis/2026-05-17_auto_trader_candidate_selection.md