promote residual momentum ranking
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This commit is contained in:
2026-07-02 21:00:39 +02:00
parent 849489a4b5
commit aadec7d403
21 changed files with 310 additions and 185 deletions
@@ -41,16 +41,16 @@ export function ActivationSettings() {
<p className="mt-1 text-xs text-gray-500">
What counts as a signal worth acting on. Drives the Dashboard's "Qualified" metric, the
Signals "Qualified only" view, and the Track Record's qualified stats. The core selection is
<span className="text-gray-300"> cross-sectional momentum</span> the ticker must rank in the
top slice of the universe by 12-1 month momentum, the one signal the backtest showed predicts
forward returns. R:R and confidence stay as floors. Tune the cutoff against the Track Record's
<span className="text-gray-300"> residual cross-sectional momentum</span> the ticker must rank in the
top slice of the universe by beta-adjusted 12-1 month momentum, the production signal promoted
from the backtest. R:R and confidence stay as floors. Tune the cutoff against the Track Record's
momentum sweep to see what actually wins.
</p>
</div>
<div className="grid gap-4 md:grid-cols-3">
<label className="block space-y-1">
<span className="text-xs text-gray-400">Min Momentum Percentile</span>
<span className="text-xs text-gray-400">Min Residual Momentum Percentile</span>
<input
type="number"
min={0}
@@ -60,7 +60,7 @@ export function ActivationSettings() {
onChange={(e) => setForm((prev) => ({ ...prev, min_momentum_percentile: Number(e.target.value) }))}
className="w-full input-glass px-3 py-2 text-sm"
/>
<span className="text-[11px] text-gray-600">Ticker's 12-1 momentum rank. 80 = top 20% of the universe. 0 disables. The core gate.</span>
<span className="text-[11px] text-gray-600">Ticker's residual 12-1 momentum rank. 80 = top 20% of the universe. 0 disables. The core gate.</span>
</label>
<label className="block space-y-1">
<span className="text-xs text-gray-400">Min Risk:Reward (1 : x)</span>
@@ -100,7 +100,7 @@ export function ActivationSettings() {
Require a directional call (exclude NEUTRAL)
<span className="mt-0.5 block text-[11px] text-gray-500">
On by default. A NEUTRAL ("No Clear Setup") recommendation isn't a tradeable signal, so it
never qualifies or becomes a top pick. Turn off to also count no-clear-direction momentum leaders.
never qualifies or becomes a top pick. Turn off to also count no-clear-direction residual momentum leaders.
</span>
</span>
</label>