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I Luk Kim 236148de2e Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code
- Delete v7.360-v7.363 experiment configs (rotation/momentum tests)
- Remove _schedule_momentum_breakout_candidates() from backtester run.py
- Remove MomentumBreakoutConfig from domain.py
- Delete momentum_calendar.py, momentum_screener.py, build_momentum_calendar.py
- Delete data/momentum_calendar/ parquet data

Valid period performance was -31.36% vs +152.4% baseline — sleeve is not viable
without walk-forward validation. Abandoning for now.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
6 months ago
..
__init__.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 6 months ago
attention.py Add attention client and continue PEAD research 7 months ago
client.py Add attention client and continue PEAD research 7 months ago
company.py feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 7 months ago
dividends.py Add Form4 residual-cash sleeve and UI support 6 months ago
earnings_surprise.py Add earnings surprise feature pipeline and v11 scoring 7 months ago
exceptions.py test: Phase 1/2 체크리스트 재작성 및 Oracle 실연동 통합 테스트 7 months ago
filings.py Add v7.120 composed GLD experiment updates 6 months ago
financial.py feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 7 months ago
finra.py test: Phase 1/2 체크리스트 재작성 및 Oracle 실연동 통합 테스트 7 months ago
fred.py test: Phase 1/2 체크리스트 재작성 및 Oracle 실연동 통합 테스트 7 months ago
models.py Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code 6 months ago
price.py Add earnings surprise feature pipeline and snapshot export improvements 7 months ago
screener.py feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 7 months ago