MATVARD Research Snapshot

Generado: 2026-03-18T17:10:40.924100+00:00

Dataset

• Symbol: PAXGUSDT
• Timeframe: M15
• Days: 365
• Candles: 35040
• Source: database.candles

Estrategias comparadas

• Baseline: paxg_mean_reversion_robust_sl04
• MATVARD runtime: paxg_matvard_hybrid

Resultado ejecutivo

• Winner heuristico: paxg_mean_reversion_robust_sl04
• Mean reversion total_pct: 44.71%
• MATVARD hybrid total_pct: 37.00%
• Delta total_pct: -7.71 pp
• Delta max_dd_pct: 30.40 pp
• Delta profit_factor: -0.191
• Delta win_rate_pct: -3.98 pp

Mean Reversion

• Trades: 295
• Win rate: 30.85%
• Profit factor: 1.569
• Total return: 44.71%
• Max drawdown: 9.60%

MATVARD Hybrid

• Trades: 67
• Win rate: 26.87%
• Profit factor: 1.378
• Total return: 37.00%
• Max drawdown: 40.00%

Lectura profesional

• Este snapshot usa la implementacion ya existente paxg_matvard_hybrid en backend, no una idea teorica aparte.
• Si MATVARD mejora retorno o drawdown frente al baseline, el siguiente paso es abrir sus componentes: contexto, valor, ritmo y sizing.
• Si no mejora de forma clara, la decision correcta es refinar ContextScore y la capa DVA antes de tocar runtime live.

Artefactos

• JSON research: storage/reports/matvard/matvard_v1_research_report.json
• Script: scripts/run_matvard_research_report.py