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2026.06.12 @ 12.30.41 |
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[ /sean/datasets ] :: (stability.py) Consolidating reports (25 was already too many). Script now outputs 2 sets of distinct but similar reports (5 in total to date). Each one will cover 1M, YTD, 1Y, 2Y, and 5Y and return top 20 results per timeframe. Files with 'nofilter' in the name have no chaos filtering and no volatility smoothing (1). More reports will appear later as I deem them needed. + [SET 1] STABILITY BASED Currently, 3 reports with varying "chaos" limiters and a 'nofilter' report.
Reports that use chaos values will list them in the filename. Example: stability-chaos=[Move]pct@[Limit]pct@[Smooth].txt
- Move
..... threshold % for abnormal daily returns, - Limit
..... allowed % of abnormal days - Smooth
..... volatility dampener; 1=none, higher=magnified, lower=minimized
Current file(s):
- stability-chaos=4pct@10pct@1.5.txt ("stability obsessed")
- stability-chaos=5pct@12pct@1.0.txt ("sane institutional")
- stability-chaos=6pct@18pct@0.7.txt ("momentum friendly")
- stability-nofilter.txt ("Catch all")
+ [SET 2] CATAGORY BASED
Reports that prioritize based on catagory order in filename: (1st sort)_(2nd sort)_(3rd sort)_(etc). The current catagories available are:
- Return
- Updays
- Consistency
- Efficiency
- Stability
- Momentum
Current file(s):
- momentum_stability_return-nofilter.txt
Use at your own discretion, and as always, dbl-check values.
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Displaying 15 [ 1
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