Increase rsiThreshold from 55 to 70. The current threshold of 55 is too permissive, potentially allowing entries in weak or overextended momentum conditions that quickly reverse. A higher threshold (70) ensures stronger bullish momentum confirmation before entry, filtering out lower-quality pullback signals. Given the 14.3% win rate, the entry criteria are clearly not selective enough; this change targets Sharpe by improving signal quality and win rate.
第三方公开时序研究的技术指标迁移草稿；待 QuantElse 使用原始行情复现。
Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 1h · 240 samples
2026-07-21T00:00:00Z · Public third-party claim; retain attribution and source terms.
catalog-default-v1
model-based fees · model-based slippage
Imported from Minara public Marketplace API; no QuantElse execution, fees, funding or slippage were recomputed.
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