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I Luk Kim 557d54921a V31 gap-zscore signal test: FAILED on both hard gate and negative weight ... V31 research findings (2026-04-22): - Hard gate (max_gap_zscore_20d=1.0): 45.2% vs V24 95.3% — catastrophically bad. All three terciles are profitable; hard rejection removes positive-EV trades. - Negative weight (weight_gap_zscore=-0.05): 90.6% DD-12.33% Sh=2.649. Signal too weak (G2 failed at 0.181R < 0.30R threshold). G2 ≥ 0.30R validated as reliable promotion gate: OBV-slope (G2=0.394R) passed; all signals below 0.30R failed in backtest. All 7 signal axes exhausted — V24 is the peak for current feature library. domain.py: add max_gap_zscore_20d param (no-op at None default) orb_simulator.py: add gainers_leader hard-gate (no-op at None default) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>		4 months ago
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__init__.py	Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs	4 months ago
cache.py	Add expanded ORB simulator features and metrics	4 months ago
catalyst.py	Investigate compound mode: V23 is absolute champion in all modes	4 months ago
domain.py	V31 gap-zscore signal test: FAILED on both hard gate and negative weight	4 months ago
features.py	Promote V24 ORB Gainers: add OBV-slope(20d) accumulation quality weight	4 months ago
metrics.py	Investigate compound mode: V23 is absolute champion in all modes	4 months ago
orb_simulator.py	V31 gap-zscore signal test: FAILED on both hard gate and negative weight	4 months ago
screener.py	Investigate compound mode: V23 is absolute champion in all modes	4 months ago
simulator.py	Investigate compound mode: V23 is absolute champion in all modes	4 months ago