4 Commits

Include renames

Author	SHA1	Message	Date
dennisthiessenandClaude Fable 5	ae1aeb3c84	Align backtest production sim with live runtime config ... The portfolio monitor's Production row now replays the live qualification flag and the Admin exit policy (mode/ATR multiplier/hold days) instead of a frozen research-variant gate, so Admin tuning is reflected in the next run. Single-source the 80/20 strategy_rank weights in momentum_service and pin every dual-defined constant with a parity test. Behavior-preserving today: the production sim reproduces the README baseline exactly. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>	2026-07-09 14:28:50 +02:00
dennisthiessen	5f2d108227	Promote production portfolio strategy	2026-07-04 07:48:38 +02:00
dennisthiessen	aadec7d403	promote residual momentum ranking	2026-07-02 21:00:39 +02:00
dennisthiessenandClaude Opus 4.8	605f95098c	momentum gate: long-only + wire the percentile onto live setups ... Part 1 — long-only. The momentum edge is long top-momentum; the gate was qualifying shorts on high-momentum names (fighting the trend), which showed as the -0.13R Short(qual.) drag. While the gate is active, shorts no longer qualify (backend qualification, backtest _momentum_qualifies, and the frontend mirror). Part 2 — production wiring. Live setups now carry a real momentum rank, so the dashboard, the Track Record's qualified stats, and outcome evaluation all gate on the same value instead of deferring to floors: - new momentum_service.compute_momentum_percentiles: 12-1 momentum per ticker, ranked across the universe into a {symbol: percentile} map. - the daily R:R scan ranks the universe up front and stores each setup's percentile (new trade_setups.momentum_percentile column, migration 010). - enhance_trade_setup mutates the same row, so the percentile is preserved; _trade_setup_to_dict + TradeSetupResponse expose it to the API. Until a fresh scan runs, pre-existing setups have a null percentile and the gate falls back to floors for them (longs) / excludes them (shorts) — they fill in on the next scan. 341 backend tests pass; frontend build clean. Needs the alembic upgrade (migration 010) on deploy. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>	2026-06-24 07:07:38 +02:00