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
@@ -173,8 +173,8 @@ async def _enrich_entry(
        "dimensions": dims,
        "rr_ratio": setup.rr_ratio if setup else None,
        "rr_direction": setup.direction if setup else None,
-        # 12-1 cross-sectional momentum percentile (the top-pick selector); ticker-
-        # level, so any of the ticker's setups carries the same value.
+        # Residual 12-1 activation percentile (the top-pick selector); ticker-level,
+        # so any of the ticker's setups carries the same value.
        "momentum_percentile": setup.momentum_percentile if setup else None,
        "sr_levels": sr_levels,
        "last_close": last_close,