SPEC-EAV-001 v0.2 · Layer L1 Entry logic
L-03 Parameter sensitivity
Reference output only. This item is presented, never judged — judging the merit of entry logic would break P-01.
L-03 shows whether performance collapses at neighbouring parameter values. It is produced only where a parameter set has been supplied, and is presented, not judged.
What it examines
Performance at parameter values adjacent to those submitted.
How it is computed
Where a parameter set is supplied, display performance at adjacent parameter values.
Judgment states
| Pass | The structure is observed and meets the threshold. |
|---|---|
| Caution | The structure is observed but sits at the boundary of the threshold. Evidence figures are presented alongside. |
| Defect | The structure is not observed, or clearly falls outside the threshold. |
| Not judgeable | The required input data is absent. Marked distinctly from a pass. |
Threshold
Not fixed. Determined from calibration data. See SPEC-EAV-001 §11.
Basis
Jung Chunghwa, FX Market Structure and Systematic Trading (2026), ISBN 979-11-220192-1-6. Research note R-001, Structural problems of EA-based systematic trading (2026-08-20).
Questions this item answers
- How do I test whether my EA's parameters are overfitted?
Related items
Related terminology
Revision · SPEC-EAV-001 v0.2 · 2026-08-21