yirugi
/
fithia2
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
You cannot select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
main
Branches Tags
${ item.name }
Create tag ${ searchTerm }
Create branch ${ searchTerm }
from 'main'
${ noResults }
fithia2/apps/tools
History
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
..
__init__.py feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
alternative_etf_parking_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
backfill_market_cap.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
build_dividend_pit_cache.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
build_form4_pit_cache.py Add v7.120 composed GLD experiment updates 4 months ago
build_ownership_13d13g_pit_cache.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
build_ranking_model.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
concurrent_position_analysis.py feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
coverage_check.py feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
deepeval_effective_n.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
dividend_capture_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
entry_timing_experiment.py feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
event_type_decomposition.py feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
fix_null_symbols.py feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
free_attention_probe.py Add attention client and continue PEAD research 5 months ago
idle_capital_ideas_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
insider_form4_idle_alpha_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
insider_form4_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
kill_switch_impact_analysis.py Enhance backtest engine: v11 scoring, selector expansion, snapshot store improvements 5 months ago
label_horizon_analysis.py feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
management_change_analysis.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
ownership_13d13g_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
parking_only_backtest.py Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
parking_strategy_probe.py Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
peer_relative_idle_alpha_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
put_spread_overlay_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
run_composite_eval.py Add non-core allocator v2 and Form4 freshness presets 4 months ago
run_deepeval_phase1.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
run_engine_ablation.py Add non-core allocator v2 and Form4 freshness presets 4 months ago
run_fullsplit_batch.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
signal_quality_analysis.py feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
simulate_2week.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
universe_builder.py feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
wikimedia_low_attention_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
yahoo_gainers_hypothesis_probe.py Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code 4 months ago