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Gahow Wang 5e0ab6eb3b chore: untrack generated data; add momentum + fundamentals experiment 
- 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>
2026-09-29 14:42:49 +08:00
data
chore: untrack generated data; add momentum + fundamentals experiment
2026-09-29 14:42:49 +08:00
deploy
chore(deploy): keep start scripts and systemd units in deploy/
2026-09-25 11:42:40 +08:00
docs/superpowers/specs
docs: add US alpha research design spec
2026-04-17 23:41:10 +08:00
research
chore: untrack generated data; add momentum + fundamentals experiment
2026-09-29 14:42:49 +08:00
scripts
chore(deploy): keep start scripts and systemd units in deploy/
2026-09-25 11:42:40 +08:00
strategies
feat: us_momentum_qqq_trend; alpha-vs-QQQ research across new data sources
2026-09-29 13:40:15 +08:00
tests
feat: us_momentum_qqq_trend; alpha-vs-QQQ research across new data sources
2026-09-29 13:40:15 +08:00
web
feat: named live books; start selected_2026_09 (26 strategies)
2026-09-25 20:46:09 +08:00
.env.example
refactor: wire web to the in-repo engine and shared data dir
2026-09-25 11:42:35 +08:00
.gitignore
chore: untrack generated data; add momentum + fundamentals experiment
2026-09-29 14:42:49 +08:00
.python-version
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
backtest_runner.py
feat: robust-momentum strategies live; fix live universe, lots and UI backtests
2026-09-25 19:12:02 +08:00
bridge.py
feat: us_momentum_qqq_trend; alpha-vs-QQQ research across new data sources
2026-09-29 13:40:15 +08:00
CLAUDE.md
chore: untrack generated data; add momentum + fundamentals experiment
2026-09-29 14:42:49 +08:00
data_manager.py
feat: robust-momentum strategies live; fix live universe, lots and UI backtests
2026-09-25 19:12:02 +08:00
factor_attribution.py
Reject empty attribution semantics headers
2026-04-07 18:10:21 +08:00
factor_backtest.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_deep_analysis.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_final_check.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_loop.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_real_backtest.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_research.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_robustness.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_yearly_fresh.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_yearly_report.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
main.py
feat: robust-momentum strategies live; fix live universe, lots and UI backtests
2026-09-25 19:12:02 +08:00
Makefile
Add strategy ranking tool with Makefile shortcut
2026-05-14 12:49:14 +08:00
metrics.py
fix(report): correct periodic returns, injection metrics and live view
2026-09-25 01:16:33 +08:00
precompute_backtest.py
feat: robust-momentum strategies live; fix live universe, lots and UI backtests
2026-09-25 19:12:02 +08:00
pyproject.toml
feat: robust-momentum strategies live; fix live universe, lots and UI backtests
2026-09-25 19:12:02 +08:00
rank_strategies.py
Add strategy ranking tool with Makefile shortcut
2026-05-14 12:49:14 +08:00
README.md
auto mode for continuous running
2026-04-05 00:50:26 +08:00
trader.py
feat: us_momentum_qqq_trend; alpha-vs-QQQ research across new data sources
2026-09-29 13:40:15 +08:00
universe_history.py
feat: robust-momentum strategies live; fix live universe, lots and UI backtests
2026-09-25 19:12:02 +08:00
universe.py
feat: robust-momentum strategies live; fix live universe, lots and UI backtests
2026-09-25 19:12:02 +08:00
uv.lock
feat: robust-momentum strategies live; fix live universe, lots and UI backtests
2026-09-25 19:12:02 +08:00
weekly_strategy_report.py
Add weekly strategy report comparing top strategies to baselines
2026-05-14 12:49:18 +08:00
yearly_sweep.py
feat: add yearly sweep script for parameter optimization
2026-05-14 12:54:13 +08:00

README.md

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