fix: Puell Multiple indicator range regression (#22)#25
Open
Emivvvvv wants to merge 4 commits intoZaczero:mainfrom
Open
fix: Puell Multiple indicator range regression (#22)#25Emivvvvv wants to merge 4 commits intoZaczero:mainfrom
Emivvvvv wants to merge 4 commits intoZaczero:mainfrom
Conversation
Contributor
Owner
|
We talked with Colin and it turns out we thought of modeling price versus metric peaks some time ago (years back), and the decision was to model the price highs, allowing for metrics to go above 100% and just clip them. |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.

This PR fixes issue #22
The Issue:
The "High Model" math incorrectly assumed diminishing returns would follow a permanent straight line, resulting in a ceiling that was far too low for the current cycle.
The Fix:
Verification:
I compared the old logic vs the new logic on historical data. The chart below shows how the Old Version (Red) spiked to unrealistic levels (because the ceiling model collapsed), while the New Version (Green) remains stable and realistic.