2 Commits (16f49411cb855ae1f04908269b1a53ac719d12db)

Author	SHA1	Message	Date
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	d7bfda039b	Add expanded ORB simulator features and metrics ... - orb_simulator.py: min_abs_gap_pct filter, premarket dollar vol filter, rolling_loss circuit breaker, drawdown_governor, streak_sizing, trailing_tighten_at_r, allow_doji/red_to_green breakout, abs_gap scoring for gainers_leader, ORBSimulationState, run_orb_simulation_with_state API - metrics.py: loss_containment_score and related metrics - features.py: enrich_daily_bars with gap_zscore, ATR ratio, range compression - domain.py: extended ORBStrategyParams with new fields - cache.py: DailyBarCache with merged parquet storage and coverage metadata - simulator.py: base simulator updates for new entry/exit mechanics - configs/intraday: updated orb_gainers_v23.yaml with canonical params - Added BLD to midlarge symbol snapshot Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago