MADTIP — Indicator & Parameter Space

Search

Chen et al. (ESWA 332:133666). A genetic algorithm selects a diverse mix of trend, momentum, volatility, and volume indicators; Simulated Annealing (or Firefly / PSO) then tunes their parameters. Active indicators vote; a trade fires only when more than half agree.

Asset Frequency Market

Direction Local search Validation

Date window Start End

Profile Population Generations

Local iters Min categories Vote threshold

Random Forest baseline (paper comparison)

Results

No job yet. Paper universe: BTC, ETH, AAPL, NVDA, SPY, TSMC / TAIEX.

Fold	Train	Test	IS Sharpe	OOS Sharpe	B&H	RF	Active

Walk-forward OOS equity

Exported strategy

// TQG-compliant MADTIP majority-vote strategy will appear here

Library

Strategies that beat buy-and-hold on concatenated OOS land here.