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Enrichment sizing: parameter sweep + walk-forward validation + blog post

Results: - 6-config sweep: all positive sizing lift (+0.45% to +0.63%) - Walk-forward: 3/3 OOS folds positive (+0.52% to +12.58%)

Results:

  • 6-config sweep: all positive sizing lift (+0.45% to +0.63%)
  • Walk-forward: 3/3 OOS folds positive (+0.52% to +12.58%)
  • Best params stable across folds: min=0.7, max=1.5
  • Sharpe improved, drawdown reduced in every config

Blog: From Binary Filters to Stake Sizing

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

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