Strategy: the tuned sweep

non-resultstrategy

Question

Find the interior expected-value optimum over the declared execution-parameter grid.

Verdict

THE OPTIMUM IS NOT IDENTIFIED. Expected value rises monotonically to the edge of the grid on depth_bps, sell_depth_bps, ttl_days, and the best configuration sits at that edge. The grid bound chose this configuration, not the data. (grid_edge_unidentified: true; canonical digest 1eeb1ad85faa5d700330d0180334d38a8ea859596f3d140ffe2213e12e525887)

In plain language (5 terms)

This site's own explanation of the words above. The verdict itself is published exactly as the research index records it and is not rewritten here.

depth_bps: How far below the going rate a buy order is placed, in basis points. Deeper means a better price if it fills, and a smaller chance it fills at all.
sell_depth_bps: The same setting on the way out: how far above the going rate the sell order is placed once the buy has filled.
ttl_days: How many days an order is left sitting before it is given up on. This is the patience setting.
grid_edge_unidentified: The best setting the search found sat on the outer edge of the range that was searched. That means the edge of the search chose it, not the data. Widen the range and the answer would move, so this is not an answer yet.
canonical digest: A fingerprint of the exact numbers a verdict was written against. If the underlying result is ever regenerated and changes, the fingerprint stops matching and the claim no longer applies.

Population: Tradeable tier, daily panel.
Resolution: Daily-panel sweep (grid search), ordinary panel bar resolver.
Cutoff: Development span only.
Baseline: The declared 648-configuration grid; deflation threshold |t|>=4.11 against 1,296 configurations counted from the automatic tuning ledger.

Limitations

THE OPTIMUM IS NOT IDENTIFIED -- expected value rises monotonically to the grid edge on three axes; the grid bound chose the reported configuration, not the data.

Notes

The evidentiary basis for the v2 NotFrozen non-result recorded in ADR-0007 and mirrored in the `v2-not-frozen` entry below. 1,296 configurations counted from the automatic tuning ledger (deflation threshold |t|>=4.11 vs. the 648-configuration declared grid's 3.95).

Source

Citation: po-research:strategy:1fcc0561f6e2e96e
Write-up: docs/research/strategy.md
Data: docs/research/strategy.json, docs/research/strategy-frontier.csv
Artifact: research-index.json v1 — sha256:cb3d976779a5cbcb4188039a8d26d5e558a2d844030a638c2f16fe5a8eb0a2fe
Build data cutoff: 2026-08-12
Issues: #6, #75, #84, #90, #126