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I Luk Kim 1e7fcde14d Diagnose FINRA short-volume axis for V25: NULL result, V24 remains champion 
Phase 1 diagnostic (diag_orb_short_volume.py) tests 3 short-ratio features
(prior-day, 20d avg, 20d z-score) on V24 200d trade set via FINRA CDN data.
All features fail all gates (|Pearson| ≤ 0.062, avg_R gap < 0.30R, WR gap < 5pp).

Direction inverts Boehmer 2020 hypothesis: high short ratio correlates positively
with ORB r_multiple (short-squeeze dynamics dominate at intraday ORB timescale).
V25 short-volume overlay not wired. V24 remains live champion.

Also adds scripts/audit_short_volume_coverage.py (Phase 0 DB coverage audit).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 		4 months ago
..
v28_probe Add V28 Stage A wiki signal probe script 4 months ago
v29 Investigate compound mode: V23 is absolute champion in all modes 4 months ago
audit_short_volume_coverage.py Diagnose FINRA short-volume axis for V25: NULL result, V24 remains champion 4 months ago
build_pit_earnings_calendar.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
enrich_catalyst_persistence_features.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
enrich_earnings_history_features.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
enrich_macro_features.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
enrich_midwide_pipeline.sh Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
enrich_peer_surprise_features.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
enrich_prior_drift.py Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
enrich_technical_features.py Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
enrich_tier2_features.py Speed up snapshot refresh: batch prefetch, unbuffered output, incremental-first 4 months ago
enrich_tier3_features.py Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
ensemble_overlay_backtest.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
llm_parser_test.py Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
ml_predictor_feasibility.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
morning_momentum_backtest.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
recompute_reset_common_window_batch.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
test_orb_paper.py Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
test_orb_schedule.py Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
v11_experiments.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
v12_experiments.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
v13_experiments.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
v14_experiments.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago