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557d54921a
V31 research findings (2026-04-22): - Hard gate (max_gap_zscore_20d=1.0): 45.2% vs V24 95.3% — catastrophically bad. All three terciles are profitable; hard rejection removes positive-EV trades. - Negative weight (weight_gap_zscore=-0.05): 90.6% DD-12.33% Sh=2.649. Signal too weak (G2 failed at 0.181R < 0.30R threshold). G2 ≥ 0.30R validated as reliable promotion gate: OBV-slope (G2=0.394R) passed; all signals below 0.30R failed in backtest. All 7 signal axes exhausted — V24 is the peak for current feature library. domain.py: add max_gap_zscore_20d param (no-op at None default) orb_simulator.py: add gainers_leader hard-gate (no-op at None default) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
4 months ago | |
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| .. | ||
| backtest | 4 months ago | |
| common | 4 months ago | |
| db | 5 months ago | |
| export | 4 months ago | |
| features | 4 months ago | |
| intraday | 4 months ago | |
| labeler | 4 months ago | |
| llm | 5 months ago | |
| oracle_client | 4 months ago | |
| parser | 5 months ago | |
| review | 5 months ago | |
| schemas | 5 months ago | |
| __init__.py | 5 months ago | |