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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
..
__init__.py Add unit tests for ORBTradingEngine._compute_sizing_capital 4 months ago
test_bar_high_breakout.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
test_detection_guards.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
test_live_opening_burst.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
test_live_reclaim.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
test_record_trade.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
test_screener.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
test_sizing.py Add unit tests for ORBTradingEngine._compute_sizing_capital 4 months ago
test_soft_day_filter.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
test_state_trigger_type.py Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra 3 months ago
test_stop_check.py Add run_stop_check unit tests covering stop_loss, breakeven, and tighten 4 months ago