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e2229646e6
Bounce engine (buy negative reaction, bet on mean reversion) could not execute: system architecture ties scoring to single model per backtest, and selector/store indexes are optimized for positive-reaction PEAD. Negative-reaction candidates get score=0 from PEAD scoring, blocking engine selection regardless of engine-level threshold overrides. Implementing bounce trades requires: dual scoring model support, selector changes for negative-reaction candidate routing, and store indexing changes. Deferred to future refactor. Current best CW return: 293.2% (v6new.255) Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com> |
5 months ago | |
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| .. | ||
| backtester | 5 months ago | |
| paper_trader | 5 months ago | |
| pipeline | 5 months ago | |
| qa | 5 months ago | |
| review | 5 months ago | |
| sync | 5 months ago | |
| tools | 5 months ago | |
| tracker | 5 months ago | |
| __init__.py | 5 months ago | |