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08e41831bc
V24 → V46 via PEAD (Post-Earnings Announcement Drift) signal. Stocks with earnings_release or guidance_update in prior 7 calendar days show +14.5pp win rate improvement and +0.348R advantage on ORB breakouts. Phase 1 diagnostic (291 V24 200d trades): Pearson=+0.135, Δ=+0.348R, WR gap=+14.5pp — all gates pass. Phase 2 validation (w=0.12, Pareto-optimal from sweep): 200d: V46 +114.60% / -11.83% / 3.21 vs V24 +94.78% / -11.29% / 2.83 400d: V46 +173.78% / -14.11% / 2.60 vs V24 +162.1% / -13.70% / 2.471 Code changes: - libs/intraday/domain.py: add prior_event_lookback_days: int = 0 param - libs/intraday/orb_simulator.py: fix bug — weight_event_catalyst now wired for gainers_leader engine (was restricted to stocks_in_play_dual_regime only) - apps/intraday_bt/run.py: _prefetch_prior_event_features_db() helper + DB routing in both catalyst trigger blocks when prior_event_lookback_days>0 V24 → status: superseded. V46 → status: live_champion. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
4 months ago | |
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| .. | ||
| scripts | 4 months ago | |
| __init__.py | 4 months ago | |
| composite.py | 4 months ago | |
| evaluate.py | 4 months ago | |
| lab.py | 4 months ago | |
| momentum_quarterly.py | 4 months ago | |
| momentum_research.py | 4 months ago | |
| momentum_wfv.py | 4 months ago | |
| oracle.py | 4 months ago | |
| orb_research.py | 4 months ago | |
| overfit_check.py | 4 months ago | |
| portfolio_report.py | 4 months ago | |
| run.py | 4 months ago | |
| scenario_test.py | 4 months ago | |
| sweep.py | 4 months ago | |