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I Luk Kim 3c13c9e1b5 Add vix_pead regime sizing mode and macro experiments (v6new.19-21) ... New in allocator.py: - vix_pead mode: boosts sizing at VIX>18 (PEAD favorable), penalizes VIX 15-18 - Fixed vix_scaler application to support boost (scaler > 1.0) Results: - v6new.19 (spy_qqq risk_off=0.55): SQS 62.8 — reduces size in favorable PEAD regime - v6new.21 (vix_pead boost+penalty): SQS 46.9 — penalty too aggressive, kills trades VIX signal is real (62.3% vs 48.2% WR) but sizing alone can't capture it: - Boosting doesn't help because same trades just get bigger - Penalizing shrinks or drops trades, losing count - Need the signal in TRADE SELECTION, not just sizing v6new.9 (SQS 63.3) remains best. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>		5 months ago
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LEADERBOARD.md	Add vix_pead regime sizing mode and macro experiments (v6new.19-21)	5 months ago
attention_probe_20260317.md	Add attention client and continue PEAD research	5 months ago
experiment_registry.json	Add attention-aware PEAD caps and promote step75	5 months ago
improvement_journal.jsonl	Add vix_pead regime sizing mode and macro experiments (v6new.19-21)	5 months ago