Slot sweep — best_symbols_v2

Fixed mode best return: N=8 → +24.98% (DD 61.66%)
Fixed mode best Sharpe: N=12 → Sharpe 0.029 (return +17.54%)
Compound mode best return: N=6 → +25.08% (DD 64.99%)
Compound mode best Sharpe: N=8 → Sharpe 0.030 (return +23.95%)

2026-05-20 podaci

Izuzetak od N=2 pravila. Najlabaviji entry gate znači da prva dva signala iz klastera nisu najbolja — treba mu N=6-8.

Fixed-slots mode

Slots	Accepted	Skipped	Skip %	Realized $	Equity $	Return %	Max DD %	Sharpe*
1	1	1222	99.9%	$-42.62	$957.38	-4.26%	4.26%	0.000
2	289	934	76.4%	$-503.61	$496.39	-50.36%	69.01%	-0.063
3	426	797	65.2%	$-667.64	$332.36	-66.76%	80.10%	-0.088
4	499	724	59.2%	$-752.39	$247.61	-75.24%	83.67%	-0.119
6	1107	116	9.5%	$181.20	$1181.20	+18.12%	72.34%	0.017
8	1200	23	1.9%	$249.85	$1249.85	+24.98%	61.66%	0.028
12	1223	0	0.0%	$175.36	$1175.36	+17.54%	47.54%	0.029
16	1223	0	0.0%	$131.52	$1131.52	+13.15%	38.04%	0.029

Slots	Accepted	Skipped	Skip %	Realized $	Equity $	Return %	Max DD %	Sharpe*
1	631	592	48.4%	$-105.02	$894.98	-10.50%	90.36%	-0.005
2	924	299	24.4%	$-267.05	$732.95	-26.70%	90.72%	-0.020
3	1057	166	13.6%	$-0.48	$999.52	-0.05%	83.82%	-0.000
4	1130	93	7.6%	$205.30	$1205.30	+20.53%	75.89%	0.017
6	1198	25	2.0%	$250.75	$1250.75	+25.08%	64.99%	0.026
8	1219	4	0.3%	$239.47	$1239.47	+23.95%	55.83%	0.030
12	1223	0	0.0%	$161.82	$1161.82	+16.18%	43.36%	0.029
16	1223	0	0.0%	$124.32	$1124.32	+12.43%	35.38%	0.030

\* Sharpe proxy = mean(per-trade $ PnL) / stdev(per-trade $ PnL), nije anualizovan.

Provenance: tools/analysis/slot_count_sweep.py --generator growth_threshold_quality_best_symbols_cycle_v2

Izvor: crypto_scanner/reports/analysis/2026-05-20_best_v2_slot_sweep.md