Objective
Research VIX DMA edge probability/Kelly/SH variants (qm-a3a). (#650) (commit a8b955c0 — Research VIX DMA edge probability/Kelly/SH variants (qm-a3a). (#650)).
Approach
Reuses research/findings/vix-dma-edge-qm-a3a.md — preserved verbatim via pointer.
Files / code / data changed
- Commit
a8b955c0(2026-08-06T12:08:15Z):
backtest/vix_dma_edge.py | 303 ++++-
research/findings/README.md | 1 +
research/findings/vix-dma-edge-qm-a3a.json | 1580 +++++++++++++++++++++++++
research/findings/vix-dma-edge-qm-a3a.md | 84 ++
research/scripts/audit_vix_dma_edge_qm_a3a.py | 460 +++++++- Source report:
research/findings/vix-dma-edge-qm-a3a.md
Results
See research/findings/vix-dma-edge-qm-a3a.md for tables/metrics/conclusions.
Conclusions
Commit a8b955c0 merged via PR; outcome inferred from commit success and subsequent build.
Problems / follow-ups
- None fabricated; see linked findings.
Links
- Commit:
a8b955c0 - Task:
qm-a3a - Findings:
research/findings/vix-dma-edge-qm-a3a.md