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fithia2/configs/intraday
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I Luk Kim 08e41831bc Promote ORB Gainers V46: PEAD prior-event signal (D-7 lookback, w=0.12) 
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V24 → status: superseded.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
..
strategies Promote ORB Gainers V46: PEAD prior-event signal (D-7 lookback, w=0.12) 4 months ago
default.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
sweep_basic.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_leader_sector_entropy_vix.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_leader_vix_entropy.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_leader_vix_entropy_scalers.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_midlarge.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_orb_eval.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p3b_maxgap_timeout.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p4_weights.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p5_momentum.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p5_walkforward.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p6_fine.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p7_regime.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p8_bars.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p8b_bars_timeout.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p9_stops.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p10_trail_atr.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_rebuild_p1.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_orb_rebuild_p2.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_orb_rebuild_p3.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v55.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v55b.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v55c.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v57.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v57b.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v58.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v58b.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v59.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v60.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v62.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v62_stop.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_volume.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago