Extends selector with new scoring model support, adds execution
enhancements, and improves snapshot store loading and split handling.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Remove 5 non-alpha features (earnings surprise, risk penalty, parse confidence,
direction clarity, LM sentiment) from composite score to eliminate double-counting
with hard gates and noise sources. Redistribute weights to 5 alpha features.
Add default-deny for unknown event types, no-follow-through early exit (D+1),
kill switch log-only mode, macro regime size scaler. Remove SUE gate (Gate 8).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Fix kill switch reset: remove unreachable drawdown recovery condition
(equity can't change while trading is halted), reset peak_equity and
drawdown_pct to 0 on cooldown expiry
- Raise veto_oneoff_penalty threshold 0.5 → 0.7 (was blocking 67% of
candidates due to high median oneoff_penalty in dataset)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Flip scoring weights so event/document quality is primary signal (55%)
and market confirmation is secondary (35%). Add research mode with
kill-switch cooldown/reset, veto gates for bad events, reduced portfolio
risk, and 4 diagnostic analysis scripts.
Phase A: Research mode kill-switch reset, risk reduction (0.5%/trade,
max 4 positions), bullish-only direction for all event types.
Phase B: 2 new sub-scorers (parse_confidence, direction_clarity),
4 veto gates (oneoff risk, parse confidence, unknown/bearish direction).
Phase C: signal_quality, event_type_decomposition, kill_switch_impact,
concurrent_position analysis scripts.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
I Luk Kim