{% from "_macros.html" import empty %}

Model variants × strategies

Click a cell to add or remove that model × strategy in the Edge Finder (outlined = shown there); + on a row or column adds it across the Edge Finder’s models or strategies. P&L in $ on {{ pnl.year }} (latest saved run per model; weekends up in brackets). Green: the best model for that strategy. Titles rows are the championship markets (models whose only change is gridq price titles like the model without it). Research only: live prices always use the baseline.{% if user.role == 'admin' %} Per-variant accuracy: racinglines model matrix f1.{% endif %}

{% if not pnl.rows %}{{ empty("No saved sweeps for " ~ pnl.year ~ " yet.") }}{% else %}
{% for v in pnl.variants %}{% endfor %} {% for r in pnl.rows %}{% if loop.first or r.group != loop.previtem.group %}{% endif %} {% for c in r.cells %}{% set v = pnl.variants[loop.index0] %}{% endfor %}{% endfor %}
Strategy{% if pnl.runs[v].sweep %}{{ v }}{% else %}{{ v }}{% endif %}
{{ r.group }}
{{ r.label }}{{ " *" if r.key == 'early' }}{% if r.group != 'Titles' %} {% endif %}{% if c %}{% if r.group != 'Titles' %}{% else %}{{ c.pnl|money(true) }}{% endif %}{% endif %}

* In-sample. Fifteen weekends: differences between models are not significance-tested.

{% endif %}