Tuning the leaders — and letting the exam judge.
The four Round-3 leaders went through plateau-seeking parameter search: tuned on the first 70% of history, then graded on the sealed final 30% they never saw. Defaults sat the same exam. Whoever scores better OOS wins — no exceptions, no excuses.
In-sample, tuning "improved" everything. Out-of-sample, it won only twice. RevertX's and BreakoutGuard's defaults beat or matched their tuned versions on the exam — Lesson 9's tailored suit, caught in the act by walk-forward discipline. The two real wins: RSI on GBPUSD (gentler 35/65 zones: −7.7% → +2.3% OOS) and a small consistent Sentinel tweak (lower dead zone, 1:3 targets).
This is the system working, not failing: every rejected parameter set here is a live-money loss that never happened.
RSI
| PF in-sample | PF sealed exam | return OOS | max DD OOS | trades OOS | |
|---|---|---|---|---|---|
| tuned | 1.00 | 0.88 | -1.3% | 2.5% | 82 |
| defaults | 1.07 | 1.03 | +0.9% | 3.9% | 247 |
tuned params: rsi_period=20, zone=[25, 75], atr_mult=1.5, rr=2.0
Tuning looked fine in-sample and failed the exam (0.88 vs default 1.03). Textbook mild overfit — defaults stay.
| PF in-sample | PF sealed exam | return OOS | max DD OOS | trades OOS | |
|---|---|---|---|---|---|
| tuned | 1.16 | 1.06 | +2.3% | 3.9% | 239 |
| defaults | 1.10 | 0.80 | -7.7% | 11.6% | 226 |
tuned params: rsi_period=20, zone=[35, 65], atr_mult=1.5, rr=2.0
Gentler zones (35/65) + period 20 flipped GBPUSD from −7.7% to +2.3% OOS with a third of the drawdown. A real, exam-passing improvement.
RevertX
| PF in-sample | PF sealed exam | return OOS | max DD OOS | trades OOS | |
|---|---|---|---|---|---|
| tuned | 1.82 | 1.48 | +0.8% | 0.5% | 37 |
| defaults | 1.44 | 2.34 | +0.6% | 0.2% | 14 |
tuned params: adx_range_threshold=30.0, rsi_oversold=30.0, atr_mult=1.5, rr=3.0
Defaults scored OOS PF 2.34 — the tuned version was worse. RevertX's four locks are already well-placed. Caveat: only 14 OOS trades; the wobble band is wide.
| PF in-sample | PF sealed exam | return OOS | max DD OOS | trades OOS | |
|---|---|---|---|---|---|
| tuned | 1.78 | 1.19 | +0.1% | 0.2% | 12 |
| defaults | 0.75 | 2.13 | +0.3% | 0.2% | 8 |
tuned params: adx_range_threshold=25.0, rsi_oversold=25.0, atr_mult=1.0, rr=2.0
Same story, tiny sample (8 OOS trades). Defaults win; judge again after forward testing accumulates trades.
Sentinel
| PF in-sample | PF sealed exam | return OOS | max DD OOS | trades OOS | |
|---|---|---|---|---|---|
| tuned | 1.21 | 1.06 | +2.2% | 4.3% | 582 |
| defaults | 1.10 | 1.04 | +1.5% | 4.2% | 592 |
tuned params: wae_dead_zone_pip=20.0, atr_mult=1.5, rr=3.0
Lower Waddah dead zone (20) + wider 1:3 targets nudged OOS PF 1.04→1.06 and return +1.5%→+2.2% across 582 trades — small but consistent, and it agreed across both windows.
| PF in-sample | PF sealed exam | return OOS | max DD OOS | trades OOS | |
|---|---|---|---|---|---|
| tuned | 1.29 | 0.91 | -3.3% | 8.1% | 237 |
| defaults | 1.19 | 0.90 | -3.4% | 6.3% | 248 |
tuned params: wae_dead_zone_pip=20.0, atr_mult=2.0, rr=3.0
Both tuned and default lose OOS on H4 (~0.90). Sentinel's USDJPY edge lives on H1 in recent conditions — restrict it there.
BreakoutGuard
| PF in-sample | PF sealed exam | return OOS | max DD OOS | trades OOS | |
|---|---|---|---|---|---|
| tuned | 2.25 | 1.98 | +1.2% | 1.0% | 14 |
| defaults | 1.29 | 2.16 | +1.2% | 0.8% | 11 |
tuned params: squeeze_threshold=0.003, volume_ma_mult=1.2, atr_mult=2.0, rr=3.0
Defaults OOS PF 2.16; tuning matched but didn't beat. With 11–14 trades per window, changing anything on this evidence would be needle-chasing.
| PF in-sample | PF sealed exam | return OOS | max DD OOS | trades OOS | |
|---|---|---|---|---|---|
| tuned | 1.07 | 2.77 | +1.1% | 0.5% | 10 |
| defaults | 1.07 | 2.77 | +1.1% | 0.5% | 10 |
tuned params: squeeze_threshold=0.0015, volume_ma_mult=1.0, atr_mult=1.5, rr=2.0
Tuner literally converged to near-defaults — identical OOS result. The strategy is what it is: rare, high-quality trades.
RevertX — defaults, all majors H1 (few, high-quality fades; needs forward trades to firm up the small sample)
Sentinel — USDJPY H1 only, with the tweak (dead zone 20, 1:3 targets)
BreakoutGuard — defaults, H4 majors (rare trades, strong quality)
RSI — GBPUSD H4 with tuned zones (35/65, period 20); other pairs benched
Benched pending redesign: MA Crossover (blanket use), AdaptiveEdge, Combined, Grid, both scalpers.