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16f49411cb
Signal axes tested (V34-V44, all failed G2 ≥ 0.30R gate): - V34 obv_slope_5 (5d): G2=0.083R (null) - V35 obv_slope composite (5d+20d): regime artifact (200d +18pp, 400d -12pp) - V36 RSI-14: G2=0.148R, G5a=0.742 (redundant with OBV) - V37 BB %B / BB width: G2=0.186R - V38 dollar_vol_trend / sleep_streak / prior_day / vol_trend: all fail G2 - V39 premarket acceleration + hold ratio: G2=0.013R (null) - V40 prior-day market breadth: G2=0.008R (null) - V41 min_obv_slope_20d=0.0 hard filter: -15pp (OBV as gate too aggressive) - V42 52w-high proximity + range position: G2=0.200R (best near-miss, fails) - V43 30-min ORB window: -14.79% (catastrophic) - V44 trailing multiplier sweep 0.6-1.0: 0.80 confirmed global optimum Infrastructure added (backward-compatible, V24 parity preserved): - features.py: obv_slope_5 enrichment key - domain.py: weight_obv_slope_5=0.0, min_obv_slope_20d=None - orb_simulator.py: 5 wiring sites for obv_slope_5; min_obv_slope_20d gate V24 remains live champion. 20 signal axes exhausted. 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_52w_high.py | 4 months ago | |
| diag_orb_bb_pctb.py | 4 months ago | |
| diag_orb_breadth.py | 4 months ago | |
| diag_orb_momentum_features.py | 4 months ago | |
| diag_orb_obv_acceleration.py | 4 months ago | |
| diag_orb_premarket_accel.py | 4 months ago | |
| diag_orb_qqq_quality.py | 4 months ago | |
| diag_orb_quality_features.py | 4 months ago | |
| diag_orb_remaining.py | 4 months ago | |
| diag_orb_rsi14.py | 4 months ago | |
| diag_orb_short_volume.py | 4 months ago | |
| diag_orb_softday_quality_gates.py | 4 months ago | |
| diag_orb_structural_features.py | 4 months ago | |
| diag_orb_tape_ignition.py | 4 months ago | |
| diag_orb_trending_features.py | 4 months ago | |
| diag_orb_volatility_features.py | 4 months ago | |
| run_slippage_ladder.py | 4 months ago | |