1 Commits (ecbff65ea40ac29146805da511186d17a23d7de7)

Author SHA1 Message Date
I Luk Kim 236148de2e Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code
- Delete v7.360-v7.363 experiment configs (rotation/momentum tests)
- Remove _schedule_momentum_breakout_candidates() from backtester run.py
- Remove MomentumBreakoutConfig from domain.py
- Delete momentum_calendar.py, momentum_screener.py, build_momentum_calendar.py
- Delete data/momentum_calendar/ parquet data

Valid period performance was -31.36% vs +152.4% baseline — sleeve is not viable
without walk-forward validation. Abandoning for now.

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