feat(quant): T2 real-money executor scaffold (dry) + OOS profit validation - #236

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agent/20260815-quant-oos-profit

Commits on Aug 14, 2026

feat(quant): scale-free ML direction model v2 + honest OOS eval script
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8d668f0
docs(coordination): record paper entry unblock (ML model v2)
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cd0ee30
docs(coordination): record paper entry unblock in context
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03ac5a3
docs(coordination): session paper-fix deployment verification
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aa8832f
fix(quant): RL bridge onehot/features/clamp + drop dead tickers
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05bd3fd
docs(coordination): close RL bridge and dead ticker items
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96d716d
feat(quant): backfill history, retrain ML/PPO, fix signal source selection
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9501cf2
docs(coordination): record backfill + ML/PPO retrain stage
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35fff86
feat(quant): orderbook research expansion + docs sync
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docs(coordination): record orderbook research expansion
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ed6689b
chore(quant): mm-watcher auto-runs market-making sim at 1000 snapshots/pair
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0e303a9
fix(quant): bitstamp has no SOL/USDT - per-exchange symbol filter; interval 5s
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e622845
docs(coordination): orderbook watcher record
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ac8dbb2
feat(quant): inventory-aware MM simulator v2 + WATCH signals in morning brief
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docs(coordination): MM v2 research + morning brief WATCH
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d306aac
fix(ops): health check watches current models (ppo_v9, catboost v2)
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3be4cd2
docs(coordination): disk cleanup + health check model paths
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docs(coordination): final MM run on 14.5k snapshots - negative verdict
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feat(quant): WATCH backtest, ML drift monitor, feature experiment, retrain timers
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3171c6b
docs(coordination): record WATCH verification + ML automation stage
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839c66a
chore(ops): sync orderbook unit to deployed state (6 exchanges, 5s interval)
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ee84cae
fix(quant): honest PPO OOS validation - clamp like inference bridge
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174c395
fix(quant): apply action clamp to legacy train script validation too
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db27bdb
docs(coordination): record honest PPO OOS finding + horizon experiment
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ef0ee81
docs(coordination): record 10k backfill + retrain no-improvement result
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4b0a1e6
feat(quant): monthly backtest of deployed Directional v2 rules
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4f5f269
feat(quant): monthly backtest --months window parameter
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d70286b
feat(quant): strategy research - found positive-OOS trend-following LS
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7c88f3a
docs(coordination): record profitable strategy research result
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11de569
feat(quant): corrected engine - compounding + next-bar timing; MA-LS earns
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9f95fbb
docs(coordination): record earning algorithm MA-LS finding
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ed052f3

Commits on Aug 15, 2026

Commits on Aug 16, 2026