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Gahow Wang b8bac26b8f feat: register V7+VT36 as SOTA and add monitor hot-reload

- Register trend_rider_v7_vt36 (target_vol=0.36, min_lev=0.75) in
  strategy registry, ETF universe map, and bridge metadata.
  10y backtest: Ann 60.5%, Sharpe 1.87, MaxDD -29.2%.

- Add hot-reload to monitor: each phase re-imports trader module to
  pick up newly registered strategies without restart. New strategies
  are logged on detection.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-05-21 20:57:16 +08:00

data: update S&P 500 membership history

2026-05-14 12:54:03 +08:00

docs/superpowers/specs

docs: add US alpha research design spec

2026-04-17 23:41:10 +08:00

research: add strategy evaluation and exploration scripts

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

fix(v7): ensure SHY column exists for profit-take park allocation

2026-05-21 20:57:06 +08:00

test: add strategy and integration tests

2026-05-14 12:54:10 +08:00

.gitignore

chore: update .gitignore for SEC data and tool configs

2026-05-14 12:53:55 +08:00

.python-version

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

bridge.py

feat: register V7+VT36 as SOTA and add monitor hot-reload

2026-05-21 20:57:16 +08:00

CLAUDE.md

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

data_manager.py

fix: handle single-ticker yahoo panels

2026-04-18 00:03:07 +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

Integrate factor attribution into backtest CLI

2026-04-07 18:10:21 +08:00

Makefile

Add strategy ranking tool with Makefile shortcut

2026-05-14 12:49:14 +08:00

metrics.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

pyproject.toml

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +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: register V7+VT36 as SOTA and add monitor hot-reload

2026-05-21 20:57:16 +08:00

universe_history.py

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

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

universe.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

uv.lock

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +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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