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fithia2/configs/intraday/strategies
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I Luk Kim 4b8a157a67 Promote V24 ORB Gainers: add OBV-slope(20d) accumulation quality weight 
Phase 1 diagnostic (diag_orb_quality_features.py) on V23 200d trade set found
obv_slope_20 passes all edge gates: Pearson=+0.2349 with r_multiple, top-tercile
WR 75% vs bottom 59.4% (+15.6pp), avg_R gap +0.394R. Hurst_60 and OU-θ_60 failed.

Weight sweep: 0.05 is Pareto-dominant (0.10/0.15 blow DD).

200d (same window): V24 +94.8% DD-11.3% Sharpe 2.83 vs V23 +85.0% DD-11.6% Sharpe 2.66
400d (same window): V24 +162.1% DD-13.7% Sharpe 2.47 vs V23 +149.4% DD-13.7% Sharpe 2.36
V24 Pareto-dominates V23 on both windows. V23 marked superseded.

Code changes:
- libs/intraday/features.py: add compute_obv_slope_approx() + enrich_daily_bars field
- libs/intraday/domain.py: add weight_obv_slope field to ORBStrategyParams
- libs/intraday/orb_simulator.py: wire obv_slope_20 read/store/score in gainers_leader branch
- configs: orb_gainers_v24_quality_overlay.yaml (new champion, live_readiness: experimental)
- configs: orb_gainers_v23.yaml status → superseded

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 		4 months ago
..
hypergap_failure_v1.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
leader_intraday_momentum_defended.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
leader_intraday_momentum_high_wr.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
leader_intraday_momentum_high_wr_intraday_first.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
leader_intraday_momentum_safe.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
orb_gainers_v23.yaml Promote V24 ORB Gainers: add OBV-slope(20d) accumulation quality weight 4 months ago
orb_gainers_v23_broad.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
orb_gainers_v23_safe.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
orb_gainers_v23_safe_v2.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
orb_gainers_v23_safe_v3.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
orb_gainers_v23_safe_v4.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
orb_gainers_v23_safe_v6.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
orb_gainers_v23_safe_v7.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
orb_gainers_v23_safe_v8.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
orb_gainers_v23_safe_v9.yaml Document V23 TRUE 400d result and fix Safe v9 framing 4 months ago
orb_gainers_v24_losscap.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
orb_gainers_v24_quality_overlay.yaml Promote V24 ORB Gainers: add OBV-slope(20d) accumulation quality weight 4 months ago
orb_leader_hybrid_v2.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
orb_pullback_v1.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
vwap_reclaim_v1.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago
vwap_reclaim_v1_highgap.yaml Investigate compound mode: V23 is absolute champion in all modes 4 months ago