Auto-tune
Kereon's optimizer: it finds a strategy's adjustable numbers itself, tests them, and recommends new settings only if they survive walk-forward testing.
Every number that changes a trade is a knob. Each knob is swept alone around its current value (the sensitivity lines), the two that move the score most are crossed in a grid, and the pick is the cell whose neighborhood scores best — a plateau, not a lone spike.
Inputs
- The pick. At least 10 trades; beats your current score; not worse on both CAGR and drawdown.
- Walk-forward gate. 5 windows, 30% of each held out: the blind score must be at least half the tuned score, positive on average, and positive in at least 60% of windows.
How to read it
No recommendation is a result too: no setting beat yours in a way that held up out of sample.
How to use it
Run it after building a rule to see whether its numbers are fragile. A strategy whose score collapses one step away from its settings is fitted to noise.
Limitations
Still history, tested twice in different ways. If the two-knob grid fails the gate, the single most sensitive knob is tried alone; if that fails too, nothing is recommended.
In Kereon
Strategies · Optimize. Up to six knobs get a sensitivity line; the grid shrinks as the basket of symbols grows, to keep the job to minutes.
Also called: optimise, optimize, optimiser, parameter sweep, sensitivity, plateau, walk forward.