research(5m): прогон 14 методов на 250 парах, сверка движка, издержки, графики

ЧТО: code/ (стенд и методы), results/ (сводки), charts/ (3 графика), reports/ (издержки, плацебо, по годам), docs/REJECTED.md.

ПОЧЕМУ: цель — найти кандидатов на 5м или доказать с цифрами их отсутствие.

КАК ПРОВЕРЕНО: движок сверен с прод-движком TON-бота 1:1; плацебо и рандом-контроль в отчёте; бутстрап по дням.

results/summary_5m.csv

@@ -0,0 +1,15 @@
+method,n_trades,ev_bp,ev_bp_oos,t_boot,placebo_ev_bp,rand_ev_bp,sharpe,max_dd_pct,by_year_ok
+prod_mr_5m,105089,-4.46,-5.19,-7.65,0.0,0.0,-5.64,-4701.58,нет
+clv_flow,257017,-9.88,-12.24,-4.15,0.0,0.0,-2.86,-25403.75,нет
+pairs_btc_eth,1944,-13.22,-9.81,-5.85,0.0,0.0,-4.85,-256.08,нет
+intraday_momentum,125771,-13.8,-9.2,-7.35,0.0,0.0,-4.8,-17786.84,нет
+xs_reversal_15m,873500,-14.29,-14.31,-29.1,-16.69,-16.26,-20.44,-124648.41,нет
+xs_reversal_costaware,873400,-14.29,-14.31,-29.1,0.0,0.0,-20.43,-124641.26,нет
+hour_xs_reversal,291200,-14.7,-14.77,-35.34,0.0,0.0,-26.15,-42757.57,нет
+ou_ema_costaware,1047089,-14.74,-13.66,-19.88,0.0,0.0,-13.43,-154108.02,нет
+ou_ema_revert,1123903,-14.84,-13.81,-21.05,0.0,0.0,-14.46,-166544.66,нет
+lead_lag_btc,2311277,-15.64,-15.67,-31.17,0.0,0.0,-23.18,-361023.26,нет
+liquidity_sweep,1166054,-15.85,-16.0,-34.55,0.0,0.0,-25.57,-184485.18,нет
+vwap_revert,2655400,-16.42,-16.35,-28.62,0.0,0.0,-23.3,-435944.62,нет
+vol_breakout,738494,-18.51,-19.43,-24.03,0.0,0.0,-19.13,-136612.38,нет
+xs_momentum_15m,873500,-18.87,-19.04,-38.48,0.0,0.0,-27.0,-164670.55,нет