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Mar 21, 2026
Pure-Python KNN engine + backtester sweeping 216 parameter combos across BTC daily data. Key finding: Lorentzian + distance-weighted voting (k=12, conf=0.85, LB=6, hold=6) ranked nersent#1 at 61.5% WR, 1.81 PF. https://claude.ai/code/session_01PyzFqG78nx4TBaJDvp3Zhm
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