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I Luk Kim 85c4d98987 Add v6new experiment suite: scoring v8/v9/v9g, cross-event drift, coverage engines
Scoring additions (libs/backtest/scoring.py):
- v8: conditional financial bonus (eps_growth_qoq/revenue_growth_qoq)
- v9: cross-event drift momentum (+/-10% from prior same-ticker 5d return)
- v9g: gated variant — reject events with negative prior drift

Snapshot export (libs/export/snapshot_export.py):
- _enrich_prior_event_drift: computes prior_event_fwd5d for all snapshots
- smallcap-liquid-long-v1 universe profile ($500M-$2B)
- market_cap_max support in screener and filtering

8 experiment configs (v6new.1-v6new.8):
- v6new.1: unknown event reclassification (neutral)
- v6new.2: financial features (neutral, EPS growth is noise)
- v6new.3: small-cap (blocked, survivorship bias)
- v6new.4-6: cross-event drift variants (rejected)
- v6new.7: engine pruning (quality up, count down)
- v6new.8: coverage expansion with 2 new post-market engines (best result)

Best result: v6new.8 SQS 41.5 vs v6.29 control 32.3 on same conditions.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
5 months ago
..
__init__.py feat: implement Phase 3 -- LLM enrichment, labeler, review queue, dataset export 5 months ago
snapshot_export.py Add v6new experiment suite: scoring v8/v9/v9g, cross-event drift, coverage engines 5 months ago