research: sector residual, earnings gap/SUE, history-depth scaffolding

Browse Source

Tier-1 alpha research (local only, no production deploy):

Sector residual momentum: two-factor SPY+sector residual and sector demean signals, IC harness + A/B. Sector resid clears pre-registered bars narrowly (PROMOTE for human wire design only). Sector demean fails t vs market resid.

Earnings: earnings_events backfill (FMP bulk paid; FMP/AV per-symbol), 2a gap diagnostic report-only, 2b SUE IC (PARK; incomplete 48/506 coverage).

History-depth: pre-registered doc + runner for MacBook deep rebuild/harness.

Do not ship production residual or filters from this branch.

...

This commit is contained in:

dennisthiessen

2026-07-19 09:33:34 +02:00

parent 8f285acb00

commit fa25b6ee68

18 changed files with 6093 additions and 25 deletions

Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL

Download Patch File Download Diff File Expand all files Collapse all files

scripts/run_sector_residual_research.py

+1014

File diff suppressed because it is too large Load Diff