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_maker.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,105089,2.54,1.81,4.31,0.0,0.0,3.21,-206.28,да
+clv_flow,257017,-2.88,-5.24,-1.24,0.0,0.0,-0.83,-7515.49,нет
+pairs_btc_eth,1944,-6.22,-2.81,-2.67,0.0,0.0,-2.25,-125.6,нет
+intraday_momentum,125771,-6.8,-2.2,-3.64,0.0,0.0,-2.37,-9612.33,нет
+xs_reversal_15m,873500,-7.29,-7.31,-14.85,-9.69,-9.26,-10.43,-63587.41,нет
+xs_reversal_costaware,873400,-7.29,-7.31,-14.85,0.0,0.0,-10.43,-63587.26,нет
+hour_xs_reversal,291200,-7.7,-7.77,-18.56,0.0,0.0,-13.7,-22437.45,нет
+ou_ema_costaware,1047089,-7.74,-6.66,-10.64,0.0,0.0,-7.1,-81067.29,нет
+ou_ema_revert,1123903,-7.84,-6.81,-11.5,0.0,0.0,-7.71,-88139.97,нет
+lead_lag_btc,2311277,-8.64,-8.67,-19.41,0.0,0.0,-13.19,-199385.49,нет
+liquidity_sweep,1166054,-8.85,-9.0,-21.45,0.0,0.0,-14.93,-102923.7,нет
+vwap_revert,2655400,-9.42,-9.35,-18.64,0.0,0.0,-13.83,-250067.88,нет
+vol_breakout,738494,-11.51,-12.43,-16.09,0.0,0.0,-12.11,-84977.02,нет
+xs_momentum_15m,873500,-11.87,-12.04,-24.21,0.0,0.0,-16.99,-103609.55,нет