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1e7fcde14d
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 | |
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| .. | ||
| v28_probe | 4 months ago | |
| v29 | 4 months ago | |
| audit_short_volume_coverage.py | 4 months ago | |
| build_pit_earnings_calendar.py | 4 months ago | |
| enrich_catalyst_persistence_features.py | 4 months ago | |
| enrich_earnings_history_features.py | 4 months ago | |
| enrich_macro_features.py | 4 months ago | |
| enrich_midwide_pipeline.sh | ||
| enrich_peer_surprise_features.py | 4 months ago | |
| enrich_prior_drift.py | ||
| enrich_technical_features.py | ||
| enrich_tier2_features.py | 4 months ago | |
| enrich_tier3_features.py | ||
| ensemble_overlay_backtest.py | 4 months ago | |
| llm_parser_test.py | ||
| ml_predictor_feasibility.py | 4 months ago | |
| morning_momentum_backtest.py | 4 months ago | |
| recompute_reset_common_window_batch.py | 4 months ago | |
| test_orb_paper.py | 4 months ago | |
| test_orb_schedule.py | 4 months ago | |
| v11_experiments.py | 4 months ago | |
| v12_experiments.py | 4 months ago | |
| v13_experiments.py | 4 months ago | |
| v14_experiments.py | 4 months ago | |