Discarded Paths
7 experiments rejected or superseded since R100. The graveyard is the most valuable epistemic asset — prevents re-running dead hypotheses.
How to read this table: Each row documents why a hypothesis didn't work and under what FUTURE condition it would be worth retrying. If you have a new idea, grep this page first — if it's already here, save the Colab hours.
| Round | Date | Paradigm | Hypothesis | Predicted Δ | Actual Δ | Failure mode | Re-explore trigger | Salvage |
|---|---|---|---|---|---|---|---|---|
R119 |
mtf-filter | 4h EMA/RSI/slope as a no-trade filter on V66 avoids whipsaws | +5-10% compound, MDD ↓ | All 5 filter variants HURT; MTF_all strictly worse (-119 min α) | noise | Only with a LEARNED MTF gate (RL or attention), not hand-coded | Confirms R096 — MTF context belongs in features, not in gates | |
R118 |
alt-model | XGBoost gives independent alpha vs NN, ensemble diversity | +10-20% min α via decorrelation | min α -128% (0/4 beats B&H); compound +245% (flat) | regime-fragility | Only with sequence-aware features (lagged returns matrix) | Feature importances confirm clean 36-feature set is dominant | |
R116 |
sizing | Fractional Kelly / vol-scaled / DD-throttled reduces MDD | MDD ↓ 5-10pp at modest compound cost | ALL 9 configs lose compound; 100% per trade optimal | regime-fragility + engine bug (MDD all 100%) | ONLY after fixing equity tracking bug | Engine bug documented; vol_scaled revisitable post-fix | |
R115 |
other | Asymmetric voting threshold beats default (3,3) | +5-10% compound via tighter danger detection | (3,3) confirmed global max across 25 configs | marginal | Only if voting mechanism changes (confidence-weighted) | Voting threshold is solved — no further sweeps needed | |
R114 |
ensemble | Confidence-weighted voting > binary ≥3/5 | +10-15% compound via better signal extraction | ALL 21 configs lose -99% compound | marginal (binary already extracts salient signal) | Only if ensemble composition changes (GRU+LSTM+Tformer) | Confirms voting robust; future ensemble work skips this dim | |
R113 |
hybrid-sma | Multi-attack (A1 cooldown + A2 dual-regime + A5 exit-AND) | +25-35% compound, +245% min α maintained | ALL 8 configs REJECTED; baseline V66 wins all | regime-fragility (Agent B over-predicted) | Only with new regime detection (not ATR-based) | Maps V66 hyperparameter landscape — sharp local max confirmed | |
R112 |
exit-logic | Sweep cd_loss_uniform around 48 to find better cooldown | Marginal improvement via fine tuning | Baseline (48) confirmed optimal | marginal — V66 at sweet spot | Only with new exit logic (not just duration) | V66 hyperparameters exhausted → paradigm shift needed |