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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 | |
|---|---|---|
| .. | ||
| __init__.py | 4 months ago | |
| diag_afternoon_momentum.py | 4 months ago | |
| diag_fixed_pct_exit.py | 4 months ago | |
| diag_gapdown_catalyst_short.py | 4 months ago | |
| diag_gapdown_short.py | 4 months ago | |
| diag_gapdown_short_v2.py | 4 months ago | |
| diag_orb_quality_features.py | 4 months ago | |
| diag_orb_short_volume.py | 4 months ago | |
| diag_orb_softday_quality_gates.py | 4 months ago | |
| diag_orb_tape_ignition.py | 4 months ago | |
| run_slippage_ladder.py | 4 months ago | |