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2 Commits (e46395bfeb09995b71f58536f3b93b02844e57ea)

Author SHA1 Message Date
I Luk Kim 5c6950af9d Fix gap_vs_market computation in diag_orb_trending_features.py 
Was using non-existent gap_pct key in enrichment dict; now computes from
today_open and prev_close fields. V30 results: hurst INVERTED+G2 FAIL,
ou_theta G1 FAIL (near-zero Pearson). gap_vs_market re-running as V30b.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 6 months ago
I Luk Kim 733d8dabbd Add V29/V30 ORB diagnostic scripts; document V29 structural axis failure 
V29 (diag_orb_structural_features.py): grav_pull G2 FAIL (+0.203R), market_temp G1 FAIL,
momentum_20d near-miss G2 FAIL (+0.291R). All 3 pass G1+G3 but miss G2 threshold.

V30 (diag_orb_trending_features.py): hurst_60d, ou_theta_60d, gap_vs_market (idiosyncratic
gap above QQQ). Running.

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