You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
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 |
| .. |
|
__init__.py
|
feat: implement Phase 4 -- event-driven backtester
|
5 months ago |
|
test_allocator.py
|
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
|
4 months ago |
|
test_artifacts.py
|
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
|
4 months ago |
|
test_attention.py
|
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
|
4 months ago |
|
test_breakout_52w.py
|
Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra
|
3 months ago |
|
test_calendar.py
|
feat: implement Phase 4 -- event-driven backtester
|
5 months ago |
|
test_capital_mode.py
|
Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra
|
3 months ago |
|
test_cross_sectional_momentum.py
|
PEAD session: add 4 candidate engines + Oracle vocab normalizer + auto-refresh disable
|
3 months ago |
|
test_domain.py
|
Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314)
|
4 months ago |
|
test_earnings_calendar.py
|
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
|
4 months ago |
|
test_earnings_runup.py
|
PEAD session: add 4 candidate engines + Oracle vocab normalizer + auto-refresh disable
|
3 months ago |
|
test_event_gen.py
|
Add synthetic scenario robustness testing system
|
5 months ago |
|
test_execution.py
|
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
|
4 months ago |
|
test_experiments.py
|
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
|
4 months ago |
|
test_low_vol_anomaly.py
|
Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra
|
3 months ago |
|
test_macro_gen.py
|
Fix cash parking phantom-money bug + live engine parking liquidation for events
|
5 months ago |
|
test_manifests.py
|
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
|
4 months ago |
|
test_metrics.py
|
Recalibrate public SQS and exposure-aware tracking
|
5 months ago |
|
test_non_core_allocator_v2.py
|
Add non-core allocator v2 and Form4 freshness presets
|
4 months ago |
|
test_peer_sympathy.py
|
PEAD session: add 4 candidate engines + Oracle vocab normalizer + auto-refresh disable
|
3 months ago |
|
test_price_gen.py
|
Fix cash parking phantom-money bug + live engine parking liquidation for events
|
5 months ago |
|
test_run_volatility_crush.py
|
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
|
4 months ago |
|
test_run_window_extension.py
|
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
|
4 months ago |
|
test_scenario_robustness.py
|
Add synthetic scenario robustness testing system
|
5 months ago |
|
test_scoring.py
|
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
|
4 months ago |
|
test_selector.py
|
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
|
4 months ago |
|
test_snapshot_store.py
|
Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra
|
3 months ago |
|
test_snapshots.py
|
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
|
4 months ago |
|
test_splits.py
|
Update tests for pipeline, backtest engine, paper trader, and new modules
|
5 months ago |
|
test_store_builder.py
|
Add synthetic scenario robustness testing system
|
5 months ago |
|
test_tracker.py
|
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
|
4 months ago |
|
test_vol_breakout_52w.py
|
PEAD session: add 4 candidate engines + Oracle vocab normalizer + auto-refresh disable
|
3 months ago |