research: ORB (STOP), overnight-only momentum (STOP), Alpaca paper forward test

- orb_stocks_in_play: 5-min bounds -70%/yr (conservative) vs +71%/yr
  (optimistic); the optimistic bound breaks even at 3.6 bp slippage a side.
- overnight_only: the momentum sleeve's names earn their return overnight
  (Sharpe 1.57) and nothing intraday; held close->open only, net Sharpe
  1.29-1.42 at 1 bp a side, below the 1.5 gate.
- overnight_paper.py + systemd unit: MOC buy / MOO sell of the top 10 on the
  Alpaca paper account from 2026-10-12, with a fills-vs-prints report.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

deploy/start-overnight-paper.sh

@@ -0,0 +1,13 @@
+#!/usr/bin/env bash
+# Overnight-only momentum book on Alpaca's PAPER account (overnight_paper.py daemon).
+# Started by the quant-trading-overnight-paper.service systemd --user unit.
+# Keys are read from the repo-root .env by the script itself; Alpaca is reached directly (no proxy).
+set -euo pipefail
+
+SCRIPT_DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
+PROJECT_ROOT="$( cd "$SCRIPT_DIR/.." && pwd )"
+cd "$PROJECT_ROOT"
+
+export PATH="/home/gahow/.local/bin:$PATH"
+
+exec uv run python overnight_paper.py daemon

deploy/systemd/quant-trading-overnight-paper.service

@@ -0,0 +1,14 @@
+[Unit]
+Description=Overnight-only momentum book on Alpaca paper (MOC buy, MOO sell)
+After=network-online.target
+
+[Service]
+Type=simple
+WorkingDirectory=/home/gahow/projects/quant-trading
+ExecStart=/home/gahow/projects/quant-trading/deploy/start-overnight-paper.sh
+Restart=always
+RestartSec=30
+Environment=PYTHONUNBUFFERED=1
+
+[Install]
+WantedBy=default.target