Hypotheses
Yamanaka Specialist Allocation: Sparse Four-Asset Bybit Breakout Experts
Derived by the Research Lead from Interview with Atsushi Yamanaka (ATC 2011), https://www.mql5.com/en/articles/544: test the disclosed idea of concentrating capital in specialists ranked by historical profit factor and…
Hypothesis
Derived by the Research Lead from Interview with Atsushi Yamanaka (ATC 2011), https://www.mql5.com/en/articles/544: test the disclosed idea of concentrating capital in specialists ranked by historical profit factor and win rate, with Parabolic SAR trailing exits. The complete locally archived interview was read. It does not disclose reproducible entries or ranking windows; the breakout experts, sparse eligibility gate, cost treatment, and allocation rules below are Research Lead choices, not Yamanaka's strategy. Use completed UTC 4-HOUR bars. Execute ordinary market orders at the signal bar close on this 24/7 venue, the registry equivalent of next-bar-open execution. Maintain separate causal shadow histories for every specialist, including unallocated ones, so allocation does not censor future eligibility. This is a research prediction, not a claim of a demonstrated edge. The central test is whether specialist selection improves on identical experts with constant equal allocation.
Backtest and paper results are hypothetical. Trading involves risk of loss.