Commit Graph
4 Commits
Author SHA1 Message Date
zhaoli 8f7ce7bd8e ch11: add EVIDENCE#051 — comprehensive model search confirms regime gate robustness to model selection 2026-08-20 22:38:52 +00:00
zhaoli 718b048df9 Add regime gate walk-forward test (EVIDENCE#050)
- 3 detector types (dispersion/vol/HMM) × 14 configs across 5 years
- Dispersion gates: 0% trip rate everywhere (dead)
- Vol gates: trip differential +32-47pp but destroy returns in good years
- HMM gates: +6pp differential, hmm_0.7 improves 2023/2025 but kills 2026
- Guard candidate regime gate REFUTED (ch 11)
- Script: book/scripts/regime_gate_bt.py
- Results: book/data/regime_gate/regime_gate_trip_rates.csv
2026-08-20 22:14:31 +00:00
zhaoli 4831a2770c book: add perturbation stress test (EVIDENCE#049) — Config A 2026 robust to topk/n_drop/cost within window 2026-08-20 21:44:04 +00:00
zhaoli 18b61bbb8f book: add ch 11 walk-forward + 5 refuted guards (exp 52-56); EVIDENCE#043-047; rename 12→13-synthesis 2026-08-20 21:03:59 +00:00