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I Luk Kim b3ba914a8d Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314)
Key changes from v7.314 baseline (CW 2012%, SQS 90.0):
- max_position_value_pct 15→25, non_a_tier_target_1_fraction 0.2→0
- max_daily_new_risk_pct 30→50 (via v7.330, CW champion 2148%)
- bullish_raised_recovery per_trade_risk_pct 0.71→0.55 (DD improvement)
- bullish_raised_recovery max_holding_days 12→10 (sweet spot, +98pp CW)

Result: v7.356 CW 2159% (+147pp), SQS 90.7 (+0.7), risk 66.2 (+2.9), robustness 94.3 (+0.5)
All metrics improved simultaneously — return increase AND DD reduction achieved.

Also includes: web UI updates, pipeline scripts, v16/v17/v18/v19 experiment pruning,
Form4 preset additions, snapshot registry updates, domain.py enhancements.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
..
__init__.py feat: implement ACE-F v1 Phase 1 -- Stock Oracle 기반 이벤트 파이프라인 5 months ago
builder.py Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314) 4 months ago
event_features.py Add earnings surprise feature pipeline and snapshot export improvements 5 months ago
financial_features.py implement Phase 2 gap items: backfill CLI, retry, financial features 5 months ago
intraday_features.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
market_features.py Add technical/scientific feature experiments (v6new.106-173) and v6new.122 SQS 72.4 5 months ago
text_features.py feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago