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I Luk Kim 68102f1b3a Add reaction_close salvage variant to PeerSympathy engine
Add peer_sympathy_entry_timing_policy ("next_open"|"reaction_close") and
peer_sympathy_leader_filing_time_buckets to StrategyEngineConfig. The
reaction_close variant enters peers at peer's T 16:00 ET close on the
SAME trading day as the leader's print, addressing the v1 hypothesis
failure where T+1 gap had already absorbed the news overnight.

Lookahead defenses tightened for the new branch: cutoff is T 16:00 ET
(_bar_close_timestamp(decision_date)) instead of T+1 09:30 ET; bucket
allow-list excludes AMC filings (which under PEAD's reaction_date=T+1
convention pass the timestamp check but defeat same-session sympathy).
LeaderPrint now carries filing_time_bucket from the runner.

Runner: split _schedule_peer_sympathy_candidates into two phases.
reaction_close fires BEFORE _select_candidates_for_date(date) and emits
into _scheduled_add_ons[date]; next_open keeps the existing tail-of-loop
position emitting into _scheduled_delayed_entries[next_date].

v2 backtest (1052 trading days, midlarge-liquid-long-v1 snapshot):
  trades 256→120, return -52.9%→-2.4%, MDD 61.6%→24.5%, SQS 19.6→30.2.

Sample sympathy plays: GOOGL on META +7.7%, AVGO on COHR +6.3%,
SLB on HAL +5.5%, GE on HWM +5.1%. Profit factor 0.977 (one tweak
from breakeven). Verdict: VIABLE BUT WEAK — salvage hypothesis
empirically validated, near breakeven, not promoted yet.

35/35 peer_sympathy unit tests pass (29 pre-existing + 6 new for
reaction_close path).

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
3 months ago
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.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
peer_sympathy_poc_v2_reaction_close.json Add reaction_close salvage variant to PeerSympathy engine 3 months ago
return_max_long_v7.1.json Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
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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
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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
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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_v7.356_plus_earnings_runup_v1.json Add v7.356+EarningsRunup composite config (NEUTRAL — not promoted) 3 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