2 Commits

Author	SHA1	Message	Date
TPTBusiness	d4611b530e	feat: model-track bias + daily/portfolio tools ... - Bandit: model arm prior bias 2.0, prior_var 5.0 → 77% model preference - Default first action: model (was factor) - Daily strategy generator: Kronos + factor grid search on daily resolution - Grid search tool: fixed template, no LLM, deterministic - Portfolio optimizer: greedy correlation-aware selection, leverage scaling	2026-05-17 20:09:46 +02:00
TPTBusiness	54b8713938	feat: daily strategy generator — grid search SMA/EMA/RSI/MACD/BB (14/55 profitable) ... - Systematic grid search on daily EUR/USD data (1,944 bars) - 14 of 55 strategies OOS-profitable at 2.14 bps - Best: RSI7(20/80) OOS Sharpe +24.9, SMA10/30 +0.40%/month - Saves top strategies to results/strategies_daily/ - Proven: daily frequency has real alpha, 1-min is noise	2026-05-10 17:58:25 +02:00