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126445ae0e
- v9.5.36 promoted: megacap reaction_min 0.02→0.03 on v9.5.20 cap=0.70 base; Full 13,244%/MDD 11.67%/Sharpe 3.579/OOT 304%; clean Pareto win - Pruned 130 experiment configs → keep 3 (v9.4.5 max-return, v9.5.36 balanced/champion, v9.5.18 cap=0.55 conservative); rebuilt index - PEAD engine probes: low_vol anomaly + breakout_52w (retained as falsification probes; not promoted) - Risk analysis: 11.67% MDD confirmed structurally HYMC (6-day giveback, not controllable); per-name cap sweep on next_open_long/reaction_close falsified (0 MDD impact) - ORB: port soft-day primary-trigger filter to live engine (6-gate parity with simulator) - TGTC trader infrastructure + advisor service (new) - ORB v46/v49 sweep configs, intraday scripts, docs Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
3 months ago | |
|---|---|---|
| .. | ||
| scripts | 3 months ago | |
| __init__.py | 4 months ago | |
| composite.py | 4 months ago | |
| evaluate.py | 4 months ago | |
| lab.py | 3 months ago | |
| momentum_quarterly.py | 4 months ago | |
| momentum_research.py | 4 months ago | |
| momentum_wfv.py | 4 months ago | |
| oracle.py | 4 months ago | |
| orb_research.py | 3 months ago | |
| orb_validate.py | 3 months ago | |
| overfit_check.py | 4 months ago | |
| portfolio_report.py | 4 months ago | |
| run.py | 3 months ago | |
| scenario_test.py | 4 months ago | |
| sweep.py | 3 months ago | |