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I Luk Kim 090bfa8e36 Add contrarian feature analysis + v15 scoring (v6new.174-188)
Data analysis revealed OBV Q1 (distribution) has 56.4% WR vs Q5 51.2% —
contrarian signal confirmed. Previous OBV bonus was applied in wrong
direction. Corrected with v15 scoring models.

Best result: v6new.185 (entropy + risk 0.058) CW 274.4% but SQS 72.2,
still below v6new.122 (72.4). WFV/robustness offsets CW gains.

v6new.122 confirmed as optimal under current SQS v4 formula.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
5 months ago
..
__init__.py feat: implement Phase 4 -- event-driven backtester 5 months ago
allocator.py Add technical/scientific feature experiments (v6new.106-173) and v6new.122 SQS 72.4 5 months ago
artifacts.py Add score and event_type to trade blotter output 5 months ago
attention.py Unify BacktestRunner and PaperTradingEngine trade decision logic 5 months ago
calendar.py feat: implement Phase 4 -- event-driven backtester 5 months ago
domain.py Add technical/scientific feature experiments (v6new.106-173) and v6new.122 SQS 72.4 5 months ago
execution.py Add score and event_type to trade blotter output 5 months ago
manifests.py Implement multi-engine PEAD strategy research workflow 5 months ago
metrics.py Recalibrate public SQS and exposure-aware tracking 5 months ago
scoring.py Add contrarian feature analysis + v15 scoring (v6new.174-188) 5 months ago
selector.py Add attention-aware PEAD caps and promote step75 5 months ago
snapshot_store.py Implement multi-engine PEAD strategy research workflow 5 months ago
splits.py feat: implement Phase 4 -- event-driven backtester 5 months ago
tracker.py Add attention client and continue PEAD research 5 months ago