promote residual momentum ranking

2026-07-02 21:00:39 +02:00
parent 849489a4b5
commit aadec7d403
21 changed files with 310 additions and 185 deletions
@@ -10,8 +10,8 @@ class BenchmarkPrice(Base):
    """Daily close for a benchmark index (e.g. SPY), used to compute trade alpha.

    A standalone price series, deliberately NOT a tracked ``Ticker`` — so the
-    benchmark never enters the scanner, the momentum-percentile ranking, or the
-    rankings table. One row per (symbol, date).
+    benchmark never becomes a trade candidate or rankings-table row. Its closes
+    are used for residual momentum and trade alpha. One row per (symbol, date).
    """

    __tablename__ = "benchmark_prices"