Gahow Wang 3d69744068 research: lagged futures signals for stock exposure vs matched ETF rules (none passes, retain baseline) ...

128 fixed runs (32 profiles x daily ledger / overnight-only x 2 costs) plus 12
post-hoc availability diagnostics on overnight_recovery_top10, 2006-10 to 2026-09.
Futures trend/shock/rates rules do not beat the same rules on SPY/QQQ/IEF or a
static 75% exposure; all six default schemes fail the gates.

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

2026-10-24 21:54:27 -07:00

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lab

research: lagged futures signals for stock exposure vs matched ETF rules (none passes, retain baseline)

2026-10-24 21:54:27 -07:00

__init__.py

Add point-in-time S&P 500 backtest to expose survivorship bias

2026-04-17 16:26:02 +08:00

ARCHIVE.md

chore: remove pre-lab research and dead strategies; index them in research/ARCHIVE.md

2026-10-09 22:20:59 -07:00

factor_panel_check.py

feat(research): Tiingo backfill of delisted names; honest PIT panels

2026-10-08 09:48:05 -07:00

midsmall_rebuild.py

research: commit the 2026-10-07/08 studies left in the working tree, overnight mid/small (STOP)

2026-10-09 22:20:43 -07:00

midsmall_scan.py

feat(research): Tiingo backfill of delisted names; honest PIT panels

2026-10-08 09:48:05 -07:00

permanent_yearly.py

research: add strategy evaluation and exploration scripts

2026-05-14 12:54:08 +08:00

prod_impact.py

feat(research): Tiingo backfill of delisted names; honest PIT panels

2026-10-08 09:48:05 -07:00

shield_lab.py

research: commit the 2026-10-07/08 studies left in the working tree, overnight mid/small (STOP)

2026-10-09 22:20:43 -07:00

svr_overlay.py

research: commit the 2026-10-07/08 studies left in the working tree, overnight mid/small (STOP)

2026-10-09 22:20:43 -07:00

tr9_audit.py

live: commit the TrendRider V9/V10 registrations the monitor already runs

2026-10-09 22:20:28 -07:00

tr9_lab.py

live: commit the TrendRider V9/V10 registrations the monitor already runs

2026-10-09 22:20:28 -07:00

tr9_long.py

live: commit the TrendRider V9/V10 registrations the monitor already runs

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tr9_run.py

live: commit the TrendRider V9/V10 registrations the monitor already runs

2026-10-09 22:20:28 -07:00

tr9_trials.py

live: commit the TrendRider V9/V10 registrations the monitor already runs

2026-10-09 22:20:28 -07:00