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5b7e17d50a
V28 (diag_orb_volatility_features.py): tests gap_zscore_20d, range_compression_10_60, atr_ratio_10_60. At 400d: gap_zscore passes G1(n=176)+G3(+10.6pp WR)+G4+G5 but fails G2 (avg_R gap 0.181R < 0.30R threshold). ABORT — V24 champion. V29 (diag_orb_structural_features.py): tests grav_pull_20_50, market_temp_5_20, momentum_20d — structural/regime axis orthogonal to OBV-slope. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
4 months ago | |
|---|---|---|
| .. | ||
| __init__.py | ||
| diag_afternoon_momentum.py | ||
| diag_fixed_pct_exit.py | ||
| diag_gapdown_catalyst_short.py | ||
| diag_gapdown_short.py | ||
| diag_gapdown_short_v2.py | ||
| diag_orb_momentum_features.py | 4 months ago | |
| diag_orb_quality_features.py | 4 months ago | |
| diag_orb_short_volume.py | 4 months ago | |
| diag_orb_softday_quality_gates.py | ||
| diag_orb_structural_features.py | 4 months ago | |
| diag_orb_tape_ignition.py | 4 months ago | |
| diag_orb_volatility_features.py | 4 months ago | |
| run_slippage_ladder.py | ||