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fithia2/apps/intraday_bt
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I Luk Kim bba1ce6789 Add V47 near-miss composite diagnostic on V46 400d base 
Tests momentum_20d, grav_pull_20_50, range_pos_52w, obv_slope_20 on V46's
284-trade set (400d). All signals collapse vs V24 base: best G2=0.118R
(momentum_20d) vs 0.291R on V24 and pre-committed gate of 0.30R.
Composite gate (2+ features ≥ 0.20R) also fails. Axis permanently closed.

V46's PEAD event catalyst selection fundamentally changes the ticker/entry
universe vs V24's pure momentum base — momentum signals non-transferable.
V47 requires new data sources (options flow, 13F institutional ownership).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 		4 months ago
..
scripts Add V47 near-miss composite diagnostic on V46 400d base 4 months ago
__init__.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
composite.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
evaluate.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
lab.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
momentum_quarterly.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
momentum_research.py Clean up superseded configs and commit accumulated R&D infrastructure 4 months ago
momentum_wfv.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
oracle.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
orb_research.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
overfit_check.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
portfolio_report.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
run.py Clean up superseded configs and commit accumulated R&D infrastructure 4 months ago
scenario_test.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
sweep.py Clean up superseded configs and commit accumulated R&D infrastructure 4 months ago