for stat_arb_simulator_vertex.py
25% BTC, 75% trading script results in:
daily return w/ futures leverage (20x): 0.0068740981056503135 (0.68%) daily stddev w/ futures leverage (20x): 0.0936598511001627 (9%)
""" Optimal Portfolio Sortino Ratio: 0.0734 """
Hourly predictions, forward tested on past 5mo.
Win rate ~ 56% over ~300 samples.