Grid Search V3-FIXED Results — Signal Deduplication (2016-2025)

Run date: 2026-03-18 Data range: 2016-01-01 to 2025-06-30 OOS split: 2024-01-01 CRITICAL FIX: cooldown_days=90 applied to all bottom_bounce signals

⚠️ Bug Fix: Signal Deduplication

이전 v3에서 Bottom Bounce 시그널이 바운스 조건이 충족되는 모든 날에 발생하여 거래 수가 ~30배 부풀려졌습니다. cooldown_days=90을 적용하여 같은 종목에 최소 90일 간격으로만 시그널이 발생하도록 수정했습니다.

BB20 시그널 (cooldown 적용): 5599개
BB30 시그널 (cooldown 적용): 4453개
쿨다운 위반: BB20=0, BB30=0

Stage 1: Universe Filter Sweep

Total combos tested: 512
Valid combos (≥30 trades): 462

Top 10 Universe Configs

Rank	Cash/MCap	Runway Q	ATH DD	Phase	IPO Age	Min MCap	Trades	Mean Ret	Win Rate	Sharpe
1	2.0	4	-0.95	Phase 2	2	$10M	35	46.6%	71.4%	0.757
2	2.0	4	-0.95	Phase 2	0	$10M	36	45.1%	69.4%	0.735
3	2.0	4	-0.9	Phase 2	2	$10M	41	44.9%	70.7%	0.714
4	2.0	0	-0.95	Phase 2	2	$10M	39	43.1%	69.2%	0.687
5	2.0	2	-0.95	Phase 2	2	$10M	39	43.1%	69.2%	0.687
6	2.0	4	-0.85	Phase 2	2	$10M	45	41.6%	71.1%	0.672
7	2.0	4	-0.8	Phase 2	2	$10M	45	41.6%	71.1%	0.672
8	2.0	2	-0.95	Phase 2	0	$10M	40	41.9%	67.5%	0.671
9	2.0	0	-0.95	Phase 2	0	$10M	40	41.9%	67.5%	0.671
10	2.0	0	-0.9	Phase 2	2	$10M	47	42.0%	68.1%	0.645

Stage 2: Entry × Exit Optimization

Total strategy combos: 360

Top 10 Strategies

Rank	Entry	TP	SL	MaxD	Trades	Mean Ret	Median	Win%	Sharpe	IS	OOS
1	bottom_bounce_20	0.5	-0.5	365	39	45.4%	55.5%	79%	0.891	45.4%	45.3%
2	bottom_bounce_20	0.5	-0.5	365	39	45.4%	55.5%	79%	0.891	45.4%	45.3%
3	bottom_bounce_30	0.5	-0.7	365	39	44.1%	54.5%	82%	0.878	39.2%	52.1%
4	bottom_bounce_30	0.5	-0.7	365	39	44.1%	54.5%	82%	0.878	39.2%	52.1%
5	bottom_bounce_20	0.5	-0.5	365	36	44.9%	55.9%	78%	0.862	46.8%	41.5%
6	bottom_bounce_20	0.5	-0.5	365	35	44.6%	55.5%	77%	0.844	46.4%	41.5%
7	bottom_bounce_20	1.0	-0.7	365	41	68.0%	105.0%	73%	0.841	71.8%	61.6%
8	bottom_bounce_20	0.5	-0.7	365	41	46.0%	55.5%	78%	0.832	46.5%	45.2%
9	bottom_bounce_20	0.5	-0.5	180	36	39.5%	53.1%	75%	0.831	43.9%	31.7%
10	bottom_bounce_20	0.5	-0.7	365	39	44.3%	55.5%	79%	0.829	43.5%	45.5%