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I Luk Kim 8dacdaab4e Add v10 macro regime scoring (VIX+HY) and FRED macro features — SQS 59.1 (rejected)
New features:
- _enrich_macro_features() in snapshot_export: adds macro_vix, macro_hy_spread from FRED
- compute_return_max_long_score_v10: +12% bonus in favorable regime (VIX>18+HY>3.25)
- _macro_regime_score(): regime-aware scoring component

Findings:
- VIX signal is statistically strong: 62.3% WR (VIX>18+HY>3.25) vs 50.8% (other)
- But scoring bonus promotes marginal trades, diluting OOS quality
- Same pattern as eps_growth, drift bonus: raw signal ≠ scoring improvement
- v6new.17 SQS 59.1 < v6new.9 SQS 63.3

v6new.9 remains best at SQS 63.3 after 17 experiments.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
5 months ago
..
backtest feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
experiments Add v10 macro regime scoring (VIX+HY) and FRED macro features — SQS 59.1 (rejected) 5 months ago
app.yaml feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
fred_series.yaml feat: implement ACE-F v1 Phase 1 -- Stock Oracle 기반 이벤트 파이프라인 5 months ago
symbols.yaml feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
symbols_backup_largecap.yaml feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
symbols_largecap.yaml feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
symbols_midcap.yaml feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
symbols_smallmid.yaml feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago