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I Luk Kim 236148de2e Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code
- Delete v7.360-v7.363 experiment configs (rotation/momentum tests)
- Remove _schedule_momentum_breakout_candidates() from backtester run.py
- Remove MomentumBreakoutConfig from domain.py
- Delete momentum_calendar.py, momentum_screener.py, build_momentum_calendar.py
- Delete data/momentum_calendar/ parquet data

Valid period performance was -31.36% vs +152.4% baseline — sleeve is not viable
without walk-forward validation. Abandoning for now.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
..
__init__.py
alternative_etf_parking_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
backfill_market_cap.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
build_dividend_pit_cache.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
build_form4_pit_cache.py Add v7.120 composed GLD experiment updates 4 months ago
build_ownership_13d13g_pit_cache.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
build_ranking_model.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
concurrent_position_analysis.py
coverage_check.py
deepeval_effective_n.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
dividend_capture_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
entry_timing_experiment.py
event_type_decomposition.py
fix_null_symbols.py
free_attention_probe.py
idle_capital_ideas_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
insider_form4_idle_alpha_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
insider_form4_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
kill_switch_impact_analysis.py
label_horizon_analysis.py
management_change_analysis.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
ownership_13d13g_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
parking_only_backtest.py Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
parking_strategy_probe.py Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
peer_relative_idle_alpha_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
put_spread_overlay_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
run_composite_eval.py Add non-core allocator v2 and Form4 freshness presets 4 months ago
run_deepeval_phase1.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
run_engine_ablation.py Add non-core allocator v2 and Form4 freshness presets 4 months ago
run_fullsplit_batch.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
signal_quality_analysis.py
simulate_2week.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
universe_builder.py
wikimedia_low_attention_probe.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
yahoo_gainers_hypothesis_probe.py Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code 4 months ago