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fithia2/configs/intraday
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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 V23 marked superseded.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- configs: orb_gainers_v23.yaml status → superseded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>
 		6 months ago
..
strategies Promote V24 ORB Gainers: add OBV-slope(20d) accumulation quality weight 6 months ago
default.yaml Investigate compound mode: V23 is absolute champion in all modes 6 months ago
sweep_basic.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_leader_sector_entropy_vix.yaml Add expanded ORB simulator features and metrics 6 months ago
sweep_leader_vix_entropy.yaml Add expanded ORB simulator features and metrics 6 months ago
sweep_leader_vix_entropy_scalers.yaml Add expanded ORB simulator features and metrics 6 months ago
sweep_midlarge.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb.yaml Add expanded ORB simulator features and metrics 6 months ago
sweep_orb_eval.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_p3b_maxgap_timeout.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_p4_weights.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_p5_momentum.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_p5_walkforward.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_p6_fine.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_p7_regime.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_p8_bars.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_p8b_bars_timeout.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_p9_stops.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_p10_trail_atr.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_rebuild_p1.yaml Add expanded ORB simulator features and metrics 6 months ago
sweep_orb_rebuild_p2.yaml Add expanded ORB simulator features and metrics 6 months ago
sweep_orb_rebuild_p3.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_v55.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_v55b.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_v55c.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_v57.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_v57b.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_v58.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_v58b.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_v59.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_v60.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_v62.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_orb_v62_stop.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago
sweep_volume.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 6 months ago