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85c4d98987
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 | |
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| .. | ||
| backtest | 5 months ago | |
| common | 5 months ago | |
| db | 5 months ago | |
| export | 5 months ago | |
| features | 5 months ago | |
| labeler | 5 months ago | |
| llm | 5 months ago | |
| oracle_client | 5 months ago | |
| parser | 5 months ago | |
| review | 5 months ago | |
| schemas | 5 months ago | |
| __init__.py | 5 months ago | |