Files
foxhunt/crates
jgrusewski 501e301f88 feat(hyperopt): add w_dd and dd_threshold to 24D search space
Previously fixed at w_dd=1.0, dd_threshold=0.02. Now PSO can search:
- w_dd: [0.0, 5.0] — drawdown penalty weight (0=disabled, 5=aggressive)
- dd_threshold: [0.01, 0.15] — drawdown % before penalty starts

Search space expanded from 22D to 24D. Backward compatible: vectors
shorter than 24 elements use defaults via bounds check.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-29 20:35:29 +02:00
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