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e2229646e6
Bounce engine (buy negative reaction, bet on mean reversion) could not execute: system architecture ties scoring to single model per backtest, and selector/store indexes are optimized for positive-reaction PEAD. Negative-reaction candidates get score=0 from PEAD scoring, blocking engine selection regardless of engine-level threshold overrides. Implementing bounce trades requires: dual scoring model support, selector changes for negative-reaction candidate routing, and store indexing changes. Deferred to future refactor. Current best CW return: 293.2% (v6new.255) Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com> |
5 months ago | |
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| .. | ||
| backtest | 5 months ago | |
| experiments | 5 months ago | |
| app.yaml | 5 months ago | |
| fred_series.yaml | 5 months ago | |
| symbols.yaml | 5 months ago | |
| symbols_backup_largecap.yaml | 5 months ago | |
| symbols_largecap.yaml | 5 months ago | |
| symbols_midcap.yaml | 5 months ago | |
| symbols_smallmid.yaml | 5 months ago | |