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137b413084
5 1-min microstructure features tested on V24 200d trade set (n=101). range_coil_orb shows directional signal (Pearson=-0.128, WR gap +9.9pp) but fails G1 (n=101 < 120) and G2 (avg_R gap 0.195R < 0.30R threshold). p-value ~0.10 — insufficient for promotion. V24 remains champion. Script fetches 1-min bars from Oracle and caches to data/cache/intraday_1min/. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
4 months ago | |
|---|---|---|
| .. | ||
| 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 | |