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fix: harden Structural S/R after OHLCV writes and surface cleanup failures
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Honor custom S/R tolerance as a transient detect, refresh levels after OHLCV
mutations without failing committed price writes, report per-ticker S/R
rebuild failures from admin cleanup, and warn in the admin UI when refresh is partial.
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dennisthiessen
2026-07-18 13:44:34 +02:00
parent b0e33e1606
commit cad4b49e7c
11 changed files with 181 additions and 23 deletions
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README.md
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@@ -204,7 +204,7 @@ Use this as the historical ranking/exit regression guardrail, not as a return pr
| Item | Historical weekly baseline |
|---|---|
| Strategy version | `residual_highvol_80_20_atr_trail3_v1` |
| Production gate | Long-only, residual 12-1 momentum percentile >= 80, headline gate-target R:R >= 2.0 (live `activation_min_rr`; the code default is 1.2), primary-target reach-probability >= 20%, NEUTRAL excluded, confidence floor off (0) |
| Production gate | Long-only, residual 12-1 momentum percentile >= 80, headline gate-target R:R >= 2.0 (live `activation_min_rr`; code default 2.0), primary-target reach-probability >= 20%, NEUTRAL excluded, confidence floor off (0) |
| Production rank | 80% residual momentum percentile + 20% 6-month realized-volatility percentile |
| Exit | Initial ATR stop plus 3x ATR trailing stop, max 30 trading days |
| Portfolio CAGR | +50.4% |