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
@@ -308,11 +308,11 @@ export function BacktestPanel() {
{report.sweep && report.sweep.length > 0 && report.sweep[0].min_momentum_percentile != null && (
<div>
<p className="mb-2 text-xs font-medium uppercase tracking-widest text-gray-500">
Momentum-percentile sweep
Residual-momentum percentile sweep
</p>
<p className="mb-2 text-[11px] text-gray-500">
How many setups qualify and how they perform at each momentum-rank cutoff (floors
held fixed). 80 = only the top 20% of the universe by 12-1 momentum each week; 0 =
How many setups qualify and how they perform at each production-rank cutoff (floors
held fixed). 80 = only the top 20% of the universe by residual 12-1 momentum each week; 0 =
floors only. Lower = more trades, watch that expectancy holds. Your current setting is
highlighted; set it in Admin Settings Activation.
</p>
@@ -320,7 +320,7 @@ export function BacktestPanel() {
<table className="w-full text-sm">
<thead>
<tr className="border-b border-white/[0.06] text-left text-xs uppercase tracking-wider text-gray-500">
<th className="px-4 py-2.5">Min momentum %ile</th>
<th className="px-4 py-2.5">Min residual %ile</th>
<th className="px-4 py-2.5 text-right">Qualified</th>
<th className="px-4 py-2.5 text-right">Wins</th>
<th className="px-4 py-2.5 text-right">Losses</th>
@@ -541,10 +541,7 @@ export function BacktestPanel() {
Strategy variants
</p>
<p className="mb-2 text-[11px] text-gray-500">
{report.strategy_variants.note ?? 'Research-only portfolio variants.'}{' '}
<span className="text-gray-300">
Residual momentum stays research-only until a variant beats production under the promotion rules.
</span>
{report.strategy_variants.note ?? 'Research-only portfolio variants.'}
</p>
<div className="glass overflow-x-auto">
<table className="w-full text-sm">