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I Luk Kim e2229646e6 Add oversold bounce engine experiments (v6new.259-264) — blocked by architecture
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
..
__init__.py feat: implement Phase 4 -- event-driven backtester 5 months ago
replay.py feat: implement Phase 4 -- event-driven backtester 5 months ago
run.py Add oversold bounce engine experiments (v6new.259-264) — blocked by architecture 5 months ago