3 Commits (5cb2b9fcb8849860f537b009716efaa1c5dea2bc)

Author SHA1 Message Date
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
I Luk Kim bc4ffecb10 Add v6new.275: SQS 72.7 #1, CW 312.6% — OME early fail day 1
OME engine early_failure_no_progress_days=1 (from day 2 in v272) further
improves capital recovery speed. 198 trades, 312.6% CW return.

SQS 72.7 = new #1 on leaderboard (including overlays).
Test return +45.5%, Profit Factor 19.23.

Key: cutting OME losers at day 1 instead of day 2 frees capital faster
while losing only marginal OME winners that needed >1 day to show progress.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
5 months ago
I Luk Kim 2395a0c0c3 feat: PEAD mid-cap strategy + pipeline hardening + README cleanup
- Implement PEAD 7% Long+Short strategy with mid-cap universe expansion
- Add Stock Oracle screener/company clients, text sentiment features
- Enhance backtest engine: short-side execution, walk-forward CV, MFE/MAE analysis
- Harden pipeline: sequential Oracle API calls, scoring recalibration (event_quality 65%)
- Add experiment configs for 60+ strategy variants and journal tracking
- Add review/analysis CLI tools
- Remove obsolete dev/phase0-4 design documents and analysis scripts
- Clean README to reflect only implemented features (remove unbuilt adapters/engines)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
5 months ago