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- 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 | |
|---|---|---|
| .. | ||
| v28_probe | 4 months ago | |
| v29 | 4 months ago | |
| audit_short_volume_coverage.py | 4 months ago | |
| backfill_finra_short_volume_cdn.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 | 5 months ago | |
| enrich_peer_surprise_features.py | 4 months ago | |
| enrich_prior_drift.py | 5 months ago | |
| enrich_technical_features.py | 5 months ago | |
| enrich_tier2_features.py | 4 months ago | |
| enrich_tier3_features.py | 5 months ago | |
| ensemble_overlay_backtest.py | 4 months ago | |
| llm_parser_test.py | 5 months ago | |
| ml_predictor_feasibility.py | 4 months ago | |
| morning_momentum_backtest.py | 4 months ago | |
| orb_continuation_labels.py | 3 months ago | |
| orb_continuation_labels_broad.py | 3 months ago | |
| orb_exit_audit.py | 3 months ago | |
| orb_exit_sweep.py | 3 months ago | |
| orb_per_bar_state.py | 3 months ago | |
| orb_phase_d_clean.py | 3 months ago | |
| orb_phase_d_walkforward.py | 3 months ago | |
| orb_synthetic_entries.py | 3 months ago | |
| orb_synthetic_per_bar_state.py | 3 months ago | |
| probe_lgbm_topn_vs_v13e.py | 3 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 | |
| train_lgbm_v1_scorer.py | 3 months ago | |
| train_ml_v3_logreg.py | 3 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 | |