← Ideas Team 1 Execution

Problem

SmartXGB predictions were insufficiently reliable for determining which coins to reduce.


Solution

Adopted statistical filtering based on data quality and market conditions:

Filter Threshold Rationale
Training rows ≥20,000 Limited data undermines statistical validity
Trading volume ≥70th percentile Avoid illiquid markets

Risk Consideration

Low-volume environments combined with tight operational constraints (e.g., 9,000 stop-loss) increase the likelihood of illiquid conditions where positions become difficult to exit.