fithia2

Commit Graph

Author	SHA1	Message	Date
I Luk Kim	e38c314a09	Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure New features: - Ownership 13D/13G residual-cash sleeve with PIT calendar and quality filters - Risk-off alpha sleeve (GLD/DBC rotation on crisis regime signals) - Crisis relay target in parking: evaluates before defensive relay - Bearish symbol allocation split (bearish_alloc_pct + sgov remainder) - Alternative defensive ETF candidate (cash_parking_defensive_alt_symbol) - Composite eval and engine ablation tools - experiment and overfit CLI apps New experiments: - v17.x series (v17.1 champion SQS 78.4; v17.5–v17.129 exhausted) - v18.x and v19.x families from v12.8 OOT defense branch - v7.119 composed variants (idle alpha + ownership + risk-off sleeves) - parking_only configs: bufb, jepq, merix, regime_tiered - empty_strategy baseline config Web app: - Restructured into routers/services modules (experiments, leaderboard, runs, sqs, docs) - Ownership sleeve and risk-off sleeve controls in backtest UI - Frontend: ComposeStrategy page, tradeSleeves lib, idle decomposition display Research tools: - Ownership 13D/13G probe and PIT cache builder - Dividend capture probe and cache builder - Insider Form4 idle alpha probe - Alternative ETF parking probe, put-spread overlay probe - Wikimedia low-attention and peer-relative idle alpha probes Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago
I Luk Kim	9cb91ee846	Add synthetic scenario robustness testing system Builds a full synthetic market data pipeline to test strategies against 12 diverse market regimes (bull/bear/crash/chop/rotation/liquidity drought) that may not exist in historical data. Computes Regime Robustness Score (RRS) to detect overfitting and environment-specific fragility. - libs/backtest/scenarios/: price_gen, macro_gen, event_gen, coupling, store_builder, scenarios (12 pre-built), robustness (RRS) - apps/scenario/cli.py: `fithia2 scenario-test` with Rich output - apps/tracker/cli.py: scenario-test command routing - tests/: 83 unit tests across 3 new test files - docs/scenario_test.md: usage guide and result interpretation - docs/research_workflow_and_handoff.md: Step 5.5 scenario test added Fix: no_signal scenario uses drift=0% (was +10%) for fair signal integrity scoring. Fix: synthetic candidates now carry macro_vix/macro_hy_spread from macro_by_date to pass selector engine filters. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	5 months ago
I Luk Kim	76581ead04	Remove overlay backtesting and scoring	5 months ago
I Luk Kim	a81b3a6ac4	Update tracker, leaderboard, docs, and overlay leaderboard Additional tracker/leaderboard updates, overlay leaderboard, and documentation improvements. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>	5 months ago

4 Commits (main)