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fithia2/libs/backtest
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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
..
scenarios Add synthetic scenario robustness testing system 5 months ago
__init__.py feat: implement Phase 4 -- event-driven backtester 5 months ago
allocator.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
artifacts.py Add non-core allocator v2 and Form4 freshness presets 4 months ago
attention.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
breakout_52w.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
breakout_52w_cache.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
calendar.py feat: implement Phase 4 -- event-driven backtester 5 months ago
cross_sectional_momentum.py Add xsmom disk cache + promote v9.3.2b as champion, retire v9 sweep configs 3 months ago
daily_gainers.py Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code 4 months ago
dividend_calendar.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
domain.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
earnings_calendar.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
earnings_runup.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
earnings_runup_cache.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
execution.py Wire pct-trailing end-to-end for EarningsRunup; tune v2 risk profile 3 months ago
experiments.py Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314) 4 months ago
form4_calendar.py Add v7.120 composed GLD experiment updates 4 months ago
low_vol_anomaly.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
low_vol_cache.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
macro_screener.py Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code 4 months ago
manifests.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
metrics.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
non_core_allocator.py Add non-core allocator v2 and Form4 freshness presets 4 months ago
overfit.py Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
ownership_calendar.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
peer_sympathy.py Fix capital_bucket propagation in synthetic engine candidates + ER silo sweep 3 months ago
proxies.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
ranking_models.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
scoring.py PEAD session: add 4 candidate engines + Oracle vocab normalizer + auto-refresh disable 3 months ago
selector.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
snapshot_store.py Add xsmom disk cache + promote v9.3.2b as champion, retire v9 sweep configs 3 months ago
snapshots.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
splits.py Enhance backtest engine: v11 scoring, selector expansion, snapshot store improvements 5 months ago
tracker.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
vol_breakout_52w.py Fix capital_bucket propagation in synthetic engine candidates + ER silo sweep 3 months ago
xsmom_cache.py Add xsmom disk cache + promote v9.3.2b as champion, retire v9 sweep configs 3 months ago