Homyak Weekly Report
Baseline trades
9408
Baseline pips
2303.8
Shadow trades
3595
Shadow pips
2361.6
Shadow PF
1.1182
Delta pips
57.8
Review Notes
- Busy-day overtrading still appears in the journal profile. Weekly review should compare dense-session trades against quiet-session expectancy.
- Anchoring remains high because the system trades one symbol in a narrow price band. Weekly review should focus on regime context, not absolute price levels.
- Negative shadow years remain: 2018, 2026. Do not auto-promote recommendations without targeted validation.
Deploy Checklist
- Rebuild shadow/backtest on the latest 30-60 day journal slice before changing live parameters.
- If shadow PF drops below 1.05, hold deployment and inspect missed-signal vs false-positive balance.
- Apply parameter changes to Homyak.java only after shadow and live-forward sandbox agree on signal direction.
- After deployment, monitor 1-2 sessions of logs for trendBuy/trendSell, shadowBuy/shadowSell, and AI soft-allow behavior.
Weak Regimes
| Year | Baseline pips | Shadow pips | Delta |
|---|---|---|---|
| 2018 | 260.3 | -16.3 | -276.6 |
| 2023 | -43.0 | 267.1 | 310.1 |
| 2026 | -103.1 | -152.4 | -49.3 |
Recommended Parameters
| Parameter | Value | Source | Confidence |
|---|---|---|---|
UseTrendRegimeFilter | True | shadow-backtest | high |
UseAdaptiveShadowFilter | True | shadow-backtest | high |
MinAdx | 18.0 | buy-rule | high |
BuyMaxAbsEmaSeparationPips | 3.0 | buy-rule | high |
BuyRegimeMaxSpreadPips | 1.5 | buy-rule | medium |
SellMinBullishEmaSeparationPips | 2.0 | sell-rule | high |
ManualReviewRequired | True | risk-control | high |
Current Code vs Recommendations
| Parameter | Current | Recommended | Status |
|---|---|---|---|
UseTrendRegimeFilter | True | True | match |
UseAdaptiveShadowFilter | True | True | match |
MinAdx | 18.0 | 18.0 | match |
BuyMaxAbsEmaSeparationPips | 3.0 | 3.0 | match |
BuyRegimeMaxSpreadPips | 1.5 | 1.5 | match |
SellMinBullishEmaSeparationPips | 2.0 | 2.0 | match |
ManualReviewRequired | __MISSING__ | True | missing |
Weak Side Review
| Year | Side | Trades | Pips | Win rate | Main issue |
|---|---|---|---|---|---|
| 2018 | BUY | 534 | 20.5 | 0.4625 | weak_pattern_body |
| 2018 | SELL | 525 | 239.8 | 0.4762 | weak_pattern_body |
| 2023 | BUY | 545 | -239.8 | 0.4495 | weak_pattern_body |
| 2023 | SELL | 535 | 196.8 | 0.4654 | weak_pattern_body |
| 2026 | BUY | 229 | -92.6 | 0.4323 | weak_pattern_body |
| 2026 | SELL | 249 | -10.5 | 0.4819 | weak_pattern_body |
Next Focus
- Validate 2026 SELL and BUY separately against live-forward logs before touching global thresholds.
- Carry 2018 as a structural edge-case year: use it as a guardrail, not as the main optimization target.
- Prefer side-specific regime filters over universal stop/take-profit edits.