Today
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standalone forward-test page (same file as the Space; open locally if the Space is down)
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ML overlay verdict: no material edge (+0.08 OOS SR = noise)
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ML overlay experiment: walk-forward HGBT filter/scale, verdict = no material edge over baseline
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sweep v2 verdict: PASS (DSR 0.998, PBO 0.26) + era analysis
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PASS: daily-panel sweep verdict with era analysis
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coinmetrics daily panel ingest
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daily multi-asset strategy grid
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daily panel sweep runner (66 trials, per-config CPCV)
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CSCV aligns to most recent observations
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daily panel engine (divisor fix: cash for unlisted, not leverage)
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carry(): add missing vol_window param
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corrected costs: carry +$22k but PSR 0.53, REJECT
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sweep runner: per-config isolation, counted trials = evaluated configs
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136-config sweep report, corrected costs, verdict FAIL
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FIX slippage: k*sigma_daily*sqrt(Q/ADV), realized vol from data
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engine passes realized daily vol to impact model
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corrected costs: still negative, REJECT
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sweep verdict + corrected cost model + corrected demo results
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parameterized strategy grid (donchian breakout fix)
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strategy sweep runner (136 counted trials)
2 days ago
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real-data eval result: ma_crossover REJECT
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real-data eval result: funding_carry REJECT
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package
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demo strategies
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eval runner
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real-data eval result: ma_crossover REJECT
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pinned deps
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CPCV/purge/embargo splitters + leakage audit
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DSR/PBO/PSR/MinBTL statistics
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synthetic data generator for smoke tests
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dataset ingest script
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vectorized backtest engine
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data loader with sanity assertions
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fee/slippage/funding cost models
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eval repo README with validation results
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initial commit
