chore: untrack generated data; add momentum + fundamentals experiment

Browse Source

- Stop tracking data/sp500_history.json (rebuilt daily from Wikipedia by
  universe_history.load_sp500_history) and ignore data/books/ (per-machine
  live book state, like data/trader_*.json).
- research/lab/momentum_fundamentals.py: financial-statement vetoes and
  confirmations on overnight_recovery_top10 (2011-16 design, 2017-26
  holdout). No return gain; re-sorting the momentum top 30 by fundamental
  momentum lowers MaxDD at equal return.

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

...

This commit is contained in:

Gahow Wang

2026-09-29 14:42:49 +08:00

parent ad569f1cea

commit 5e0ab6eb3b

4 changed files with 144 additions and 2 deletions

Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL

Download Patch File Download Diff File Expand all files Collapse all files

1

data/sp500_history.json

File diff suppressed because one or more lines are too long