| 06-26 05:00 | L2 |
weights |
"{\"vwap\": 0.239, \"bollinger\": 0.393, \"trend_follow\": 0.225, \"mean_reversion\": 0.144}" |
"{\"mean_reversion\": 0.15, \"bollinger\": 0.383, \"vwap\": 0.203, \"trend_follow\": 0.264}" |
applied |
auto-fitness (virtual, α=0.15) |
| 06-25 05:00 | L2 |
weights |
"{\"vwap\": 0.274, \"bollinger\": 0.4, \"trend_follow\": 0.205, \"mean_reversion\": 0.121}" |
"{\"mean_reversion\": 0.144, \"bollinger\": 0.393, \"vwap\": 0.239, \"trend_follow\": 0.225}" |
applied |
auto-fitness (virtual, α=0.15) |
| 06-24 05:00 | L2 |
weights |
"{\"vwap\": 0.305, \"bollinger\": 0.399, \"trend_follow\": 0.193, \"mean_reversion\": 0.102}" |
"{\"mean_reversion\": 0.121, \"bollinger\": 0.4, \"vwap\": 0.274, \"trend_follow\": 0.205}" |
applied |
auto-fitness (virtual, α=0.15) |
| 06-19 05:00 | L2 |
weights |
"{\"vwap\": 0.337, \"bollinger\": 0.385, \"trend_follow\": 0.19, \"mean_reversion\": 0.087}" |
"{\"mean_reversion\": 0.102, \"bollinger\": 0.399, \"vwap\": 0.305, \"trend_follow\": 0.193}" |
applied |
auto-fitness (virtual, α=0.15) |
| 06-18 05:00 | L2 |
weights |
"{\"vwap\": 0.378, \"bollinger\": 0.386, \"trend_follow\": 0.159, \"mean_reversion\": 0.077}" |
"{\"mean_reversion\": 0.087, \"bollinger\": 0.385, \"vwap\": 0.337, \"trend_follow\": 0.19}" |
applied |
auto-fitness (virtual, α=0.15) |
| 06-17 05:00 | L2 |
weights |
"{\"vwap\": 0.419, \"bollinger\": 0.394, \"trend_follow\": 0.12, \"mean_reversion\": 0.067}" |
"{\"mean_reversion\": 0.077, \"bollinger\": 0.386, \"vwap\": 0.378, \"trend_follow\": 0.159}" |
applied |
auto-fitness (virtual, α=0.15) |
| 06-16 05:00 | L2 |
weights |
"{\"vwap\": 0.461, \"bollinger\": 0.404, \"trend_follow\": 0.08, \"mean_reversion\": 0.055}" |
"{\"mean_reversion\": 0.067, \"bollinger\": 0.394, \"vwap\": 0.419, \"trend_follow\": 0.12}" |
applied |
auto-fitness (virtual, α=0.15) |
| 06-15 05:00 | L2 |
weights |
"{\"vwap\": 0.508, \"bollinger\": 0.418, \"trend_follow\": 0.042, \"mean_reversion\": 0.033}" |
"{\"mean_reversion\": 0.055, \"bollinger\": 0.404, \"vwap\": 0.461, \"trend_follow\": 0.08}" |
applied |
auto-fitness (virtual, α=0.15) |