fithia2

Commit Graph

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	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

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>

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>

2 Commits (722e5cf6a946199eda34bf26ea4389005a43f7cb)