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