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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0 V24 → status: superseded.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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| .. | ||
| hypergap_failure_v1.yaml | 4 months ago | |
| leader_intraday_momentum_defended.yaml | 4 months ago | |
| leader_intraday_momentum_high_wr.yaml | 4 months ago | |
| leader_intraday_momentum_high_wr_intraday_first.yaml | 4 months ago | |
| leader_intraday_momentum_safe.yaml | 4 months ago | |
| orb_gainers_v23.yaml | 4 months ago | |
| orb_gainers_v23_broad.yaml | 4 months ago | |
| orb_gainers_v23_safe.yaml | 4 months ago | |
| orb_gainers_v23_safe_v2.yaml | 4 months ago | |
| orb_gainers_v23_safe_v3.yaml | 4 months ago | |
| orb_gainers_v23_safe_v4.yaml | 4 months ago | |
| orb_gainers_v23_safe_v6.yaml | 4 months ago | |
| orb_gainers_v23_safe_v7.yaml | 4 months ago | |
| orb_gainers_v23_safe_v8.yaml | 4 months ago | |
| orb_gainers_v23_safe_v9.yaml | 4 months ago | |
| orb_gainers_v24_losscap.yaml | 4 months ago | |
| orb_gainers_v24_quality_overlay.yaml | 4 months ago | |
| orb_gainers_v41_obv_filter.yaml | 4 months ago | |
| orb_gainers_v43_30min.yaml | 4 months ago | |
| orb_gainers_v46_prior_event.yaml | 4 months ago | |
| orb_leader_hybrid_v2.yaml | 4 months ago | |
| orb_pullback_v1.yaml | 4 months ago | |
| vwap_reclaim_v1.yaml | 4 months ago | |
| vwap_reclaim_v1_highgap.yaml | 4 months ago | |