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fithia2/configs/experiments
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I Luk Kim 465e248cb4 Wire pct-trailing end-to-end for EarningsRunup; tune v2 risk profile 
Fix EarningsRunup trailing config that was previously captured in
Candidate.features only. Add activation-gated pct trailing to
update_trailing_stop with entry-relative giveback semantics
("lock in peak − giveback% of entry"). Plumb through
Candidate → ExecutionConfig → simulator. Default None preserves
legacy pct_X behavior — no impact on engines that don't opt in.

Add earnings_runup_poc_v2_tuned config: per_trade_risk_pct 0.65→0.30,
max_positions 30→8, max_positions_per_sector 30→4, macro_vix_max=30,
trailing_warmup_days 7→0 (activation gate replaces warmup).

v2 backtest (4y, 121 trades) vs v1 baseline (119 trades):
  Total return:  +37.27%  →  +254.69%
  Max drawdown:  53.23%   →  23.97%
  SQS:           45.2     →  69.7
  Robustness:    50.1     →  100.0
  Risk score:    23.5     →  35.0
  STOP r-mult:   −0.41    →  +0.65 (trailing-locked winners)

Promotion thresholds met: MDD < 25%, return preserved, SQS > 55.
Recommend integration as PEAD sleeve adjunct (orthogonal entry timing:
pre-print attention runup vs post-print drift) rather than standalone.

7 new pct-trailing tests: activation gate, ratchet, no-ratchet-down,
reversal-stop, legacy compat, end-to-end engine wiring. 28 passed.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 		3 months ago
..
.id_lock Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code 4 months ago
.index.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
earnings_runup_poc_v1.json Add 3 candidate engine classes beyond PEAD: EarningsRunup, PeerSympathy, VolBreakout52w 3 months ago
earnings_runup_poc_v2_tuned.json Wire pct-trailing end-to-end for EarningsRunup; tune v2 risk profile 3 months ago
empty_strategy.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
pead_step14_diag.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
peer_sympathy_poc_v1.json Add 3 candidate engine classes beyond PEAD: EarningsRunup, PeerSympathy, VolBreakout52w 3 months ago
return_max_long_v7.1.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.2.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.3.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.4.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.5.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.6.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.7.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.8.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.9.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.10.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.11.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.12.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.13.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.14.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.15.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.16.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.17.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.18.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.19.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.20.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.21.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.22.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.23.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.24.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.25.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.26.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.27.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.28.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.29.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.30.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.31.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.32.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.33.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.34.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.35.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.36.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.37.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.38.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.39.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.40.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.41.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.42.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.43.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.44.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.45.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.46.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.48.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.49.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.50.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.51.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.52.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.53.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.56.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.57.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.59.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.60.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.61.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.62.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.64.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.66.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.67.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.69.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.70.json Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code 4 months ago
return_max_long_v7.70_midwide.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.71.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.73.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.74.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.75.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.76.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.77.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.78.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.79.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.80.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.81.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.82.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.83.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.84.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.85.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.86.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.87.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.88.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.89.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.90.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.91.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.92.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.93.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.94.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.95.json Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
return_max_long_v7.96.json Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
return_max_long_v7.97.json Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
return_max_long_v7.98.json Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
return_max_long_v7.120_composed_gld.json Add v7.120 composed GLD experiment updates 4 months ago
return_max_long_v7.121.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.122.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.124.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.125.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.126.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.127.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
return_max_long_v7.128_composed_gld.json Add v7.120 composed GLD experiment updates 4 months ago
return_max_long_v7.267_composed_gld_cp_guarded.json Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314) 4 months ago
return_max_long_v7.268_composed_gld_cp_guarded_temp100.json Clean up: reduce Oracle timeout, fix company endpoint, archive old v7/v15/v16 experiments 4 months ago
return_max_long_v7.356-mod1_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
return_max_long_v7.356-mod2_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
return_max_long_v7.356-mod3_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
return_max_long_v7.356-mod4_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
return_max_long_v7.356-mod5_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
return_max_long_v7.356-mod9_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
return_max_long_v7.356-mod11_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
return_max_long_v7.356-mod12_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
return_max_long_v7.356-mod17_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
return_max_long_v7.356-mod18_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
return_max_long_v7.356_composed_gld.json Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314) 4 months ago
return_max_long_v7.356_composed_gld_compound.json Paper trader Phase 1 fixes: multi-session isolation, pipeline halt, snapshot refresh unblock 4 months ago
return_max_long_v7.359_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
return_max_long_v7.360_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
return_max_long_v7.361_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
return_max_long_v7.362_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
return_max_long_v7.363_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
return_max_long_v7.364_composed_gld.json Investigate compound mode: V23 is absolute champion in all modes 4 months ago
vol_breakout_52w_poc_v1.json Add 3 candidate engine classes beyond PEAD: EarningsRunup, PeerSympathy, VolBreakout52w 3 months ago