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fithia2/apps/intraday_bt/scripts
History
I Luk Kim 126445ae0e Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 
- v9.5.36 promoted: megacap reaction_min 0.02→0.03 on v9.5.20 cap=0.70 base; Full 13,244%/MDD 11.67%/Sharpe 3.579/OOT 304%; clean Pareto win
- Pruned 130 experiment configs → keep 3 (v9.4.5 max-return, v9.5.36 balanced/champion, v9.5.18 cap=0.55 conservative); rebuilt index
- PEAD engine probes: low_vol anomaly + breakout_52w (retained as falsification probes; not promoted)
- Risk analysis: 11.67% MDD confirmed structurally HYMC (6-day giveback, not controllable); per-name cap sweep on next_open_long/reaction_close falsified (0 MDD impact)
- ORB: port soft-day primary-trigger filter to live engine (6-gate parity with simulator)
- TGTC trader infrastructure + advisor service (new)
- ORB v46/v49 sweep configs, intraday scripts, docs

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 		3 months ago
..
__init__.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
analyze_orb_no_trade_days.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
build_daily_from_intraday.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
build_daily_snapshot.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
diag_afternoon_momentum.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
diag_fixed_pct_exit.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
diag_gapdown_catalyst_short.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
diag_gapdown_short.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
diag_gapdown_short_v2.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
diag_orb_52w_high.py Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 4 months ago
diag_orb_activist_binary.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
diag_orb_bb_pctb.py Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 4 months ago
diag_orb_breadth.py Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 4 months ago
diag_orb_form4_insider.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
diag_orb_gap_residual.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
diag_orb_momentum_features.py Diagnose RSI-14/BB%B axis for V27: ABORT — redundant with OBV-slope 4 months ago
diag_orb_near_miss_composite_v46.py Add V47 near-miss composite diagnostic on V46 400d base 4 months ago
diag_orb_obv_acceleration.py Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 4 months ago
diag_orb_premarket_accel.py Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 4 months ago
diag_orb_qqq_quality.py V32 exit sweep FAILED; V33 QQQ ORB quality FAILED — V24 absolute terminal 4 months ago
diag_orb_quality_features.py Promote V24 ORB Gainers: add OBV-slope(20d) accumulation quality weight 4 months ago
diag_orb_remaining.py Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 4 months ago
diag_orb_rsi14.py Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 4 months ago
diag_orb_sector_etf.py Add V45 sector ETF diagnostic script; document exhausted signal axes 4 months ago
diag_orb_short_volume.py Diagnose FINRA short-volume axis for V25: NULL result, V24 remains champion 4 months ago
diag_orb_short_volume_v46.py Close V25 FINRA short-volume axis: backfill CDN data + Phase 1 diagnostic 4 months ago
diag_orb_softday_quality_gates.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
diag_orb_structural_features.py Add V28/V29 ORB diagnostic scripts; V27/V28 axis verdicts documented 4 months ago
diag_orb_tape_ignition.py Diagnose ORB tape ignition (V26): NULL result, V24 remains champion 4 months ago
diag_orb_trending_features.py Fix gap_vs_market computation in diag_orb_trending_features.py 4 months ago
diag_orb_volatility_features.py Add V28/V29 ORB diagnostic scripts; V27/V28 axis verdicts documented 4 months ago
honest_g2_check.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
oos_variant_check.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
p18_regime_sizing.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
p20_pre_overextended.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
p21_pre_distribution_shorts.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
p22_pre_universe_shift.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
p22b_stability_check.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
run_slippage_ladder.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago