fithia2

Commit Graph

Author	SHA1	Message	Date
I Luk Kim	126445ae0e	Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra - v9.5.36 promoted: megacap reaction_min 0.02→0.03 on v9.5.20 cap=0.70 base; Full 13,244%/MDD 11.67%/Sharpe 3.579/OOT 304%; clean Pareto win - Pruned 130 experiment configs → keep 3 (v9.4.5 max-return, v9.5.36 balanced/champion, v9.5.18 cap=0.55 conservative); rebuilt index - PEAD engine probes: low_vol anomaly + breakout_52w (retained as falsification probes; not promoted) - Risk analysis: 11.67% MDD confirmed structurally HYMC (6-day giveback, not controllable); per-name cap sweep on next_open_long/reaction_close falsified (0 MDD impact) - ORB: port soft-day primary-trigger filter to live engine (6-gate parity with simulator) - TGTC trader infrastructure + advisor service (new) - ORB v46/v49 sweep configs, intraday scripts, docs Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	3 months ago
I Luk Kim	9e622c6614	Investigate compound mode: V23 is absolute champion in all modes - V23 pure compound (live-equivalent): 200d +148.13% DD-14.23%, 400d +209.41% DD-17.35% - Hybrid V2 compound tested: 200d +175.41% looks promising but 400d +181.71% DD-23.72% loses to V23 by -27.7pp return AND -6.4pp worse DD → rejected - Safe v9 compound 400d: +128.49% DD-14.43% — better DD but -81pp return vs V23 → rejected - V23 tight governor compound 400d: +192.54% DD-17.32% — marginal gain, not worth config - Live paper trader uses compound mode (engine.py:1816 session_equity = initial_equity + P&L) - All improvement axes exhausted; V23 daily_reset declared TERMINAL Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago
I Luk Kim	b98442b28a	Add paper trader improvements, web GUI updates, and experiment registry cleanup - Paper trader: Alpaca broker fixes, catchup-thread state improvements - Web GUI: intraday backtest duplicate run button, paper trading fixes - Experiment registry: cleanup old v15/v16 experiments, update index - Tests: Oracle client test additions Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago
I Luk Kim	b3ba914a8d	Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314) Key changes from v7.314 baseline (CW 2012%, SQS 90.0): - max_position_value_pct 15→25, non_a_tier_target_1_fraction 0.2→0 - max_daily_new_risk_pct 30→50 (via v7.330, CW champion 2148%) - bullish_raised_recovery per_trade_risk_pct 0.71→0.55 (DD improvement) - bullish_raised_recovery max_holding_days 12→10 (sweet spot, +98pp CW) Result: v7.356 CW 2159% (+147pp), SQS 90.7 (+0.7), risk 66.2 (+2.9), robustness 94.3 (+0.5) All metrics improved simultaneously — return increase AND DD reduction achieved. Also includes: web UI updates, pipeline scripts, v16/v17/v18/v19 experiment pruning, Form4 preset additions, snapshot registry updates, domain.py enhancements. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago

4 Commits (main)