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fithia2/configs/experiments
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I Luk Kim bb659cf7ae Add reaction-based position sizing to reduce mean-reversion loss risk 
New feature: reaction_size_cap_threshold in RiskConfig
- When abs(reaction_day_return) > threshold, position size scales down
- Formula: scaler = threshold / abs(reaction) (linear inverse)
- E.g. threshold=8%: 8% reaction → 100%, 16% → 50%, 24% → 33%

Paper trading impact simulation (top 10 trades):
- PII (react +14%): loss $501 → $288 (saved $214)
- VSCO (react +18%): loss $792 → $350 (saved $442)
- RYTM (react +12%): loss $397 → $256 (saved $141)
- Winners (react <5%): unchanged (SSRM, FLS, LW, KGS all 100%)
- Total loss reduction: $2,610 → $1,813 (-30%)
- Net PnL improvement: +$797

v6new.24 backtest: Train SQS 92.5 (session best), risk=75.6.
Public SQS 52.5 (lower return due to sizing, but best risk profile).

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
 		5 months ago
..
baseline_v1.json feat: implement Phase 4 -- event-driven backtester 5 months ago
earnings_only_v1.json feat: scoring cleanup — alpha-only composite, default-deny unknown events, new exit/risk features 5 months ago
earnings_smallmid_v1.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
earnings_smallmid_v2.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
earnings_smallmid_v3.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
exec_opt_a_wider.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
exec_opt_b_tight.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
exec_opt_c_no_partial.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
exec_opt_d_wide_trail.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
exec_opt_e_big_winners.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
expanded_scored_v1.json feat: Phase 5 fundamental strategy improvements 5 months ago
pead_5pct_longshort_v2.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_best_combo.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_drift_a.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_drift_a_phase6.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_drift_b.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_drift_c.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_expanded_combo_a.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_expanded_combo_b.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_expanded_combo_c.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_expanded_continuous.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_expanded_maxcand4.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_expanded_nosectorlimit.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_expanded_stop2.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_longshort.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_longshort_v2.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_longshort_v2_expanded.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_lowliq.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_macro.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_midcap.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_nft.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_nft_macro.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_notrail.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_phase6.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_short.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_smallmid.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_smallmid_v2.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_stop2.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_stop4.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_uncapped.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_7pct_vol1x.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_10pct.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_10pct_expanded.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_10pct_smallmid.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_combo_10pct_maxcand3.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_portfolio_v2.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step1_fixedr.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step2_notrail.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step3_10pct.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step4_longonly.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step5_maxcand3.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step6_drift.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step7_fixedr.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step8_nft.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step9_stop2.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step10_short.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step11_score60.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step12_vol2x.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step13_best.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step14_score65.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step15_react7.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step16_react7_score65.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step17_target2.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step18_nofrac.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step19_hold5.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step20_best3.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_midcap_step22_sdlong_close5.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step23_sdlong_close7.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step24_sdlong_close5_nofrac.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step25_positive_buckets.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step26_positive_buckets_nofrac.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step27_sdlong_close7_budget25.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step28_sdlong_close7_budget12.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step29_sdlong_close7_budget25_nofrac.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step30_balanced_sleeves_nofrac.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step31_balanced_sleeves_nofrac_acshort12.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step32_balanced_sleeves_nofrac_sdlong50.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step33_balanced_sleeves_nofrac_acshort6.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step34_balanced_sleeves_nofrac_aclong25.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step35_balanced_sleeves_nofrac_aclong12.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step36_balanced_sleeves_nofrac_aclong12_sdlong12.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step37_balanced_sleeves_aclong_vol3.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step38_balanced_sleeves_aclong_vol4.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step39_balanced_sleeves_sdlong12.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step40_short_core_sdlong12.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step41_short_core_sdlong12_acshort50.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step42_short_core_only.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step43_short_core_sdlong25.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step44_short_core_macro50.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step45_short_core_macro_block.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step46_short_core_macro_block_acshort12.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step47_short_core_macro_block_sdlong25.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step48_short_core_macro_block_nolong.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step49_same_day_short_macro_block.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step50_same_day_short_long_macro_block.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step51_short_core_macro_block_crashcap.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step52_short_core_macro_block_crashcap_gap10.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step53_short_core_macro_block_crashcap_gap14.json Implement multi-engine PEAD strategy research workflow 5 months ago
pead_midcap_step54_short_core_macro_block_crashcap_gap10_longtrend12.json Add attention client and continue PEAD research 5 months ago
pead_midcap_step55_short_core_macro_block_crashcap_gap10_longtrend12_sdlong25.json Add attention client and continue PEAD research 5 months ago
pead_midcap_step56_short_core_macro_block_crashcap_gap10_interleave_longtrend25.json Add attention client and continue PEAD research 5 months ago
pead_midcap_step57_short_core_macro_block_crashcap_gap10_longtrend12_sdlong25_max4.json Add attention client and continue PEAD research 5 months ago
pead_midcap_step58_short_core_macro_block_crashcap_gap7_longtrend12_sdlong25.json Add attention client and continue PEAD research 5 months ago
pead_midcap_step59_same_day_only_max4_longtrend25.json Add attention client and continue PEAD research 5 months ago
pead_midcap_step60_same_day_only_interleave_max4_longtrend25.json Add attention client and continue PEAD research 5 months ago
pead_midcap_step61_same_day_only_max5_longtrend25.json Add attention client and continue PEAD research 5 months ago
pead_midcap_step62_short_core_macro_block_crashcap_gap10_longtrend12_sdlong25_max4_acsgap10.json Add attention client and continue PEAD research 5 months ago
pead_midcap_step63_short_core_macro_block_crashcap_gap10_longtrend12_sdlong25_max4_acsgap12.json Add attention client and continue PEAD research 5 months ago
pead_midcap_step64_short_core_macro_block_crashcap_gap10_interleave_max4_acsgap10.json Add attention client and continue PEAD research 5 months ago
pead_midcap_step65_short_core_macro_block_crashcap_gap10_interleave_max4_acsgap12.json Add attention client and continue PEAD research 5 months ago
pead_midcap_step66_short_core_macro_block_crashcap_gap10_longtrend12_sdlong25_max4_acsgap10_react12.json Add attention client and continue PEAD research 5 months ago
pead_midcap_step67_short_core_macro_block_crashcap_gap10_longtrend12_sdlong25_max4_acsgap10_react14.json Add attention client and continue PEAD research 5 months ago
pead_midcap_step68_short_core_macro_block_crashcap_gap10_longtrend12_sdlong25_max4_acsgap10_react12_acswiki115.json Add attention-aware PEAD caps and promote step75 5 months ago
pead_midcap_step69_short_core_macro_block_crashcap_gap10_longtrend12_sdlong25_max4_acsgap10_react12_acswiki125.json Add attention-aware PEAD caps and promote step75 5 months ago
pead_midcap_step70_short_core_macro_block_crashcap_gap10_longtrend12_sdlong25_max4_acsgap10_react12_sdswiki115.json Add attention-aware PEAD caps and promote step75 5 months ago
pead_midcap_step71_short_core_macro_block_crashcap_gap10_longtrend12_sdlong25_max4_acsgap10_react12_sdlongwikimax13.json Add attention-aware PEAD caps and promote step75 5 months ago
pead_midcap_step72_short_core_macro_block_crashcap_gap10_longtrend12_sdlong25_max4_acsgap10_react12_sdlongwikimax15.json Add attention-aware PEAD caps and promote step75 5 months ago
pead_midcap_step73_short_core_macro_block_crashcap_gap10_longtrend12_sdlong25_max4_acsgap10_react12_sdlongwikimax17.json Add attention-aware PEAD caps and promote step75 5 months ago
pead_midcap_step74_short_core_macro_block_crashcap_gap10_longtrend12_sdlong25_max4_acsgap10_react12_sdlongwikimax20.json Add attention-aware PEAD caps and promote step75 5 months ago
pead_midcap_step75_short_core_macro_block_crashcap_gap10_longtrend12_sdlong25_max4_acsgap10_react12_sdlongwikimax25.json Add attention-aware PEAD caps and promote step75 5 months ago
pead_pure_5pct.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
pead_pure_7pct.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
phase5_no_trail_v1.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
phase5_v1.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
phase6_v1.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
phase7_smallmid_v1.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
phase7_smallmid_v2.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
phase7_smallmid_v3.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
phase7_smallmid_v3_slip10.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
phase7_smallmid_v3_slip15.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
phase7_smallmid_v3_slip20.json feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
realdata_scored_v1.json feat: add rule-based entry score model for backtester 5 months ago
realdata_test_v1.json fix: correct simulation loop and equity curve calculation after real-data testing 5 months ago
return_max_long_v6new.1.json Add v6new experiment suite: scoring v8/v9/v9g, cross-event drift, coverage engines 5 months ago
return_max_long_v6new.2.json Add v6new experiment suite: scoring v8/v9/v9g, cross-event drift, coverage engines 5 months ago
return_max_long_v6new.3.json Add v6new experiment suite: scoring v8/v9/v9g, cross-event drift, coverage engines 5 months ago
return_max_long_v6new.4.json Add v6new experiment suite: scoring v8/v9/v9g, cross-event drift, coverage engines 5 months ago
return_max_long_v6new.5.json Add v6new experiment suite: scoring v8/v9/v9g, cross-event drift, coverage engines 5 months ago
return_max_long_v6new.6.json Add v6new experiment suite: scoring v8/v9/v9g, cross-event drift, coverage engines 5 months ago
return_max_long_v6new.7.json Add v6new experiment suite: scoring v8/v9/v9g, cross-event drift, coverage engines 5 months ago
return_max_long_v6new.8.json Add v6new experiment suite: scoring v8/v9/v9g, cross-event drift, coverage engines 5 months ago
return_max_long_v6new.9.json Add v6new.9: coverage expansion with tuned risk — SQS 63.3 beats v6.29 (62.8) 5 months ago
return_max_long_v6new.10.json Add v6new.10 (engine pruning) — SQS 61.9, confirms v6new.9 remains best at 63.3 5 months ago
return_max_long_v6new.11.json Add v6new.11 (engine tuning) — SQS 62.7, v6new.9 (63.3) remains best 5 months ago
return_max_long_v6new.12.json Add v6new.12-13 (risk sizing tuning) — neutral, v6new.9 (63.3) confirmed optimal 5 months ago
return_max_long_v6new.13.json Add v6new.12-13 (risk sizing tuning) — neutral, v6new.9 (63.3) confirmed optimal 5 months ago
return_max_long_v6new.14.json Add v6new.14-16 (execution tuning) — all worse, v6new.9 (63.3) holds 5 months ago
return_max_long_v6new.15.json Add v6new.14-16 (execution tuning) — all worse, v6new.9 (63.3) holds 5 months ago
return_max_long_v6new.16.json Add v6new.14-16 (execution tuning) — all worse, v6new.9 (63.3) holds 5 months ago
return_max_long_v6new.17.json Add v10 macro regime scoring (VIX+HY) and FRED macro features — SQS 59.1 (rejected) 5 months ago
return_max_long_v6new.19.json Add vix_pead regime sizing mode and macro experiments (v6new.19-21) 5 months ago
return_max_long_v6new.20.json Add vix_pead regime sizing mode and macro experiments (v6new.19-21) 5 months ago
return_max_long_v6new.21.json Add vix_pead regime sizing mode and macro experiments (v6new.19-21) 5 months ago
return_max_long_v6new.22.json Add v6new.22: paper trade loss fixes — SQS 61.9 but blocks $1.5K live losses 5 months ago
return_max_long_v6new.23.json Add v6new.23: OME risk halved + vol/reaction gates — SQS 62.3, best loss profile 5 months ago
return_max_long_v6new.24.json Add reaction-based position sizing to reduce mean-reversion loss risk 5 months ago