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
@@ -39,8 +39,8 @@ SUPPORTED_TICKER_UNIVERSES = {"sp500", "nasdaq100", "nasdaq_all"}
 # Track Record's qualified stats. The outcome evaluator deliberately ignores
 # these — every setup is evaluated so the gate itself can be validated.
 #
-# The core selection is cross-sectional 12-1 momentum (top percentile of the
-# universe, long-only). R:R and confidence are floors; high-conviction /
+# The core selection is residual cross-sectional 12-1 momentum (top percentile
+# of the universe, long-only). R:R and confidence are floors; high-conviction /
 # clean-read are optional tighteners (off by default).
 _ACTIVATION_FLOAT_KEYS: dict[str, str] = {
    "min_momentum_percentile": "activation_min_momentum_percentile",