Picking a Network by the Width of Its Good Zone, Not Its Best Point — 42 "Potentially Best" Networks

Every trained network becomes a signal through two knobs: the window W over which its probabilities are summed and the threshold θ that sum must reach. Pick the single best cell of that grid and you usually pick noise. So each of 450 buy candidates and 75 sell candidates was traded on a 72 × 50 grid of W and θ, and for each one we measured how wide the area is where profit stays within 90% of its best. In every loss family the network with the widest such zone was kept — plus, if another epoch earned more than twice as much, that one too. The result: 22 buy and 20 sell networks, all scored on the same validation month.

① A grid of 3,600 cells for every network

For each candidate, every cell of the grid is a run of one side on its own: the signal fires the moment the sum of probabilities over the last W minutes reaches θ; the trade is a long for a buy network or a short for a sell network; one trade per 2.3% zigzag leg; take-profit 1.9%, stop 2.5%; costs 0.07% per side; $1000 start. W runs 10 to 720 minutes in 10-minute steps (72 rows), and θ/W — the average probability needed in the window — runs 0.02 to 1.00 in steps of 0.02 (50 columns).

The 90% zone is the largest rectangle around the best cell in which every cell earns at least 90% of the best. Its area, in cells, says how forgiving the network is: a wide zone means a slightly different window or threshold gives nearly the same money; a one-cell zone means the result exists at one point only. The network's working W and θ are taken from the middle of its zone, not from the best cell.

② Wide and modest, or narrow and rich

Within each loss family the network with the largest 90% zone is the first pick; ties go to more money. Then the richest network of the same family is checked: if it earns more than twice the first pick, it is kept as well and marked as added for money.

For buy networks this rule mattered in four families. In `bce`, `pos` and `focal`, epoch 3 earned the same $30.27 across most or all of the grid — 72, 1,944 and 504 cells — because at that epoch money barely depends on W or θ. The richest epochs of the same families earned five to seven times more ($151.32, $211.01, $164.91) but in zones of 1 to 4 cells. In `ladder`, epoch 0 ($119.61) was added over epoch 6 ($27.84). Altogether 450 buy candidates → 22 networks, 75 sell candidates → 20 networks (three added for money). `dice` (buy) and `focal` (sell) earn nothing in any cell.

③ Sell networks earn less, and the warning that comes with all of this

Sells were scored in a month when BTC rose about 29%, so shorting was swimming against the tide: the best sell picks earned $20–88, against $28–211 for buys. Most sell zones are one or two cells wide; the widest, `l3` epoch 4, holds 90% of its money over W 230–290 minutes and 14 cells. Three sell networks were added for money: `l2s1` e0 ($46.84), `l2s2` e9 ($59.83) and `l2s5` e21 ($87.66) — each in a single cell.

The width rule is a guard against luck, not a cure for it. Every candidate, every zone and every profit here was measured on the same 38 validation days. A wide zone on validation is a better bet than a sharp peak, but it is still a bet about the future. That is why the next step pairs these networks into one bot and then — the part that matters — checks the pairs on stretches they were not chosen on.

Reproduce this study

• Research log (.md, Ukrainian): goal, data, plan, scripts, every confirmed stage and table — enough to rerun the study
• Reproduction kit (.zip): the study's scripts, project rules and base scripts that build every class

Comments

Discussion is powered by GitHub. Enable it by adding secrets/giscus.json (repo IDs from giscus.app).