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I Luk Kim 126445ae0e Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra
- 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
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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 Close V25 FINRA short-volume axis: backfill CDN data + Phase 1 diagnostic 4 months ago
backfill_finra_short_volume_cdn.py Close V25 FINRA short-volume axis: backfill CDN data + Phase 1 diagnostic 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
orb_continuation_labels.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
orb_continuation_labels_broad.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
orb_exit_audit.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
orb_exit_sweep.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
orb_per_bar_state.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
orb_phase_d_clean.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
orb_phase_d_walkforward.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
orb_synthetic_entries.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
orb_synthetic_per_bar_state.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
probe_lgbm_topn_vs_v13e.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 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
train_lgbm_v1_scorer.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
train_ml_v3_logreg.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 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