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
@@ -3,8 +3,8 @@
 Fetches the S&P 500 proxy (SPY) daily closes via Alpaca and persists them, so
 paper-trade alpha — a trade's return minus the benchmark's return over the same
 holding period — can be computed. The benchmark is a standalone series, NOT a
-tracked ``Ticker``, so it never contaminates the scanner, momentum-percentile
-ranking, or rankings.
+tracked ``Ticker``; its closes feed residual momentum and alpha, but it never
+becomes a trade candidate or rankings-table row.
 """

 from __future__ import annotations