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fithia2/libs/backtest
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I Luk Kim 9e622c6614 Investigate compound mode: V23 is absolute champion in all modes 
- V23 pure compound (live-equivalent): 200d +148.13% DD-14.23%, 400d +209.41% DD-17.35%
- Hybrid V2 compound tested: 200d +175.41% looks promising but 400d +181.71% DD-23.72%
  loses to V23 by -27.7pp return AND -6.4pp worse DD → rejected
- Safe v9 compound 400d: +128.49% DD-14.43% — better DD but -81pp return vs V23 → rejected
- V23 tight governor compound 400d: +192.54% DD-17.32% — marginal gain, not worth config
- Live paper trader uses compound mode (engine.py:1816 session_equity = initial_equity + P&L)
- All improvement axes exhausted; V23 daily_reset declared TERMINAL

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 		4 months ago
..
scenarios Add synthetic scenario robustness testing system 5 months ago
__init__.py feat: implement Phase 4 -- event-driven backtester 5 months ago
allocator.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
artifacts.py Add non-core allocator v2 and Form4 freshness presets 4 months ago
attention.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
calendar.py feat: implement Phase 4 -- event-driven backtester 5 months ago
daily_gainers.py Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code 4 months ago
dividend_calendar.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
domain.py Revert: remove daily_budget_reset from PEAD backtest 4 months ago
earnings_calendar.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
execution.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
experiments.py Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314) 4 months ago
form4_calendar.py Add v7.120 composed GLD experiment updates 4 months ago
macro_screener.py Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code 4 months ago
manifests.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
metrics.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
non_core_allocator.py Add non-core allocator v2 and Form4 freshness presets 4 months ago
overfit.py Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
ownership_calendar.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
proxies.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
ranking_models.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
scoring.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
selector.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
snapshot_store.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
snapshots.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
splits.py Enhance backtest engine: v11 scoring, selector expansion, snapshot store improvements 5 months ago
tracker.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago