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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>		7 months ago
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__init__.py	feat: implement Phase 4 -- event-driven backtester	7 months ago
allocator.py	Add vix_pead regime sizing mode and macro experiments (v6new.19-21)	7 months ago
artifacts.py	Implement multi-engine PEAD strategy research workflow	7 months ago
calendar.py	feat: implement Phase 4 -- event-driven backtester	7 months ago
domain.py	Add v6new experiment suite: scoring v8/v9/v9g, cross-event drift, coverage engines	7 months ago
execution.py	Implement multi-engine PEAD strategy research workflow	7 months ago
manifests.py	Implement multi-engine PEAD strategy research workflow	7 months ago
metrics.py	Recalibrate public SQS and exposure-aware tracking	7 months ago
scoring.py	Add v10 macro regime scoring (VIX+HY) and FRED macro features — SQS 59.1 (rejected)	7 months ago
selector.py	Add attention-aware PEAD caps and promote step75	7 months ago
snapshot_store.py	Implement multi-engine PEAD strategy research workflow	7 months ago
splits.py	feat: implement Phase 4 -- event-driven backtester	7 months ago
tracker.py	Add attention client and continue PEAD research	7 months ago