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126445ae0e
- 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 | |
|---|---|---|
| .. | ||
| cash_parking.md | 4 months ago | |
| current_best_non_core_stack.md | 4 months ago | |
| experiment_management.md | 4 months ago | |
| intraday_orb_reset_comp_workflow.md | 3 months ago | |
| leader_intraday_momentum_workflow.md | 4 months ago | |
| orb_gainers_strategy_workflow.md | 3 months ago | |
| orb_gainers_v23_strategy.md | 4 months ago | |
| orb_gainers_v49_91_strategy.md | 3 months ago | |
| overfit_check.md | 5 months ago | |
| public_sqs_calculation.md | 4 months ago | |
| research_workflow_and_handoff.md | 4 months ago | |
| return_max_long_v7.119_composed_gld_explained.md | 4 months ago | |
| scenario_test.md | 5 months ago | |
| tgtc_v1_development_report.md | 3 months ago | |
| v7.70 전략 완전 해설.md | 5 months ago | |
| v12.61 전략 완전 해설.md | 5 months ago | |