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I Luk Kim 1e7fcde14d Diagnose FINRA short-volume axis for V25: NULL result, V24 remains champion
Phase 1 diagnostic (diag_orb_short_volume.py) tests 3 short-ratio features
(prior-day, 20d avg, 20d z-score) on V24 200d trade set via FINRA CDN data.
All features fail all gates (|Pearson| ≤ 0.062, avg_R gap < 0.30R, WR gap < 5pp).

Direction inverts Boehmer 2020 hypothesis: high short ratio correlates positively
with ORB r_multiple (short-squeeze dynamics dominate at intraday ORB timescale).
V25 short-volume overlay not wired. V24 remains live champion.

Also adds scripts/audit_short_volume_coverage.py (Phase 0 DB coverage audit).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
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backtester Investigate compound mode: V23 is absolute champion in all modes 4 months ago
experiment Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
intraday_bt Diagnose FINRA short-volume axis for V25: NULL result, V24 remains champion 4 months ago
orb_trader Investigate compound mode: V23 is absolute champion in all modes 4 months ago
overfit Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
paper_trader Fix: NameError 'sym' undefined in parking overlay gate check 4 months ago
pipeline Fix paper trader startup: run missed run_open if market still open; improve poll_error logging 4 months ago
qa feat: implement Phase 3 -- LLM enrichment, labeler, review queue, dataset export 5 months ago
review feat: implement Phase 3 -- LLM enrichment, labeler, review queue, dataset export 5 months ago
scenario Add synthetic scenario robustness testing system 5 months ago
sync feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
tools Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code 4 months ago
tracker Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
web Investigate compound mode: V23 is absolute champion in all modes 4 months ago
web_frontend Investigate compound mode: V23 is absolute champion in all modes 4 months ago
__init__.py feat: implement ACE-F v1 Phase 1 -- Stock Oracle 기반 이벤트 파이프라인 5 months ago