chore: add backtest #39 and HMM investigation artifacts
Added research artifacts from HMM investigation:
- backtest_39_h1_hmm.py — H1 vs M15 HMM comparison attempt
- 39_h1_hmm_results/ — Partial backtest results
- analyze_*.py — ML model and H1 feature analysis scripts
- *_output.txt — Analysis outputs showing HMM degeneracy
Updated:
- data/risk_state.txt — Latest risk state (daily_loss: 18.77, daily_profit: 22.49)
Note: Backtest #39 had import compatibility issues but led to critical
discovery of alternating HMM pattern bug (fixed in c02c2e9).
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
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co-authored by
Claude Sonnet 4.5
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date:2026-02-09
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daily_loss:0.0
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daily_profit:7.17
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daily_loss:18.77
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daily_profit:22.49
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consecutive_losses:0
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total_loss:0
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saved_at:2026-02-09T07:08:09.193663+07:00
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total_loss:3.45
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saved_at:2026-02-09T10:34:43.763326+07:00
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