start experiment 29 (exp/29-isolation-run-m1-does-adding-multi-horiz)

code/MANIFEST.txt

@@ -1,15 +1,23 @@
 # TradeAC custom-qlib-code snapshot (auto-generated)
-# parent repo HEAD : 93cb283ef322fefcf7f583168eec5648dc95d858
+# parent repo HEAD : 894ac260a618d3b15857567bad948b7c5a89e31e
 #   tac-qlib/tac_qlib/contrib
 #   tac-qlib/tac_qlib/data
 # per-file hashes (git hash-object):
   1b6298c4a5652f2e863cbdc385a1014a570fcd59  tac-qlib/tac_qlib/contrib/__init__.py
+  b5e28b7c0a10ab553eaa6303013a880731742378  tac-qlib/tac_qlib/contrib/__pycache__/__init__.cpython-312.pyc
   c76a9f17f680e74eea766eff27f7624359749ed6  tac-qlib/tac_qlib/contrib/data/__init__.py
+  715ab312125a446af751b928fe41cf41b99ffcd0  tac-qlib/tac_qlib/contrib/data/__pycache__/__init__.cpython-312.pyc
+  a82a6a236db93097d48748e541c2cf9caa4e48b5  tac-qlib/tac_qlib/contrib/data/__pycache__/handler.cpython-312.pyc
   0dd25ef161c6e0f15eafc84886e7e1381deb38c3  tac-qlib/tac_qlib/contrib/data/handler.py
   b151d139a0dcde87d74b21e7c4b729176ba5c39b  tac-qlib/tac_qlib/contrib/model/__init__.py
+  483221cf1d5bad779d3cf9505269b7fb0b3f165d  tac-qlib/tac_qlib/contrib/model/__pycache__/__init__.cpython-312.pyc
+  1286dec07a861f25691b24f71ecc22d8eb3537df  tac-qlib/tac_qlib/contrib/model/__pycache__/rank_ensemble.cpython-312.pyc
+  5185764bd55dbc63d16582bfcb6adc11b7e6d342  tac-qlib/tac_qlib/contrib/model/__pycache__/rank_gbdt.cpython-312.pyc
   d3f051f3a8650c42fedc7b367b966f7c74fb5789  tac-qlib/tac_qlib/contrib/model/rank_ensemble.py
   ccfe7d554989aa7f3e5a2128ae663e51b2207149  tac-qlib/tac_qlib/contrib/model/rank_gbdt.py
   4afcf9058231111c412925f4c4b84e81d656db87  tac-qlib/tac_qlib/contrib/strategy/__init__.py
+  13a8e4a41ce9afde97a55756d666d3ff5cbbec0e  tac-qlib/tac_qlib/contrib/strategy/__pycache__/__init__.cpython-312.pyc
+  0bb5804a79611c66bc25988226ca0f1cdbe1a7eb  tac-qlib/tac_qlib/contrib/strategy/__pycache__/optimal_stop.cpython-312.pyc
   79aaad9e39fcc740a773f4f63c512ce1086cfde0  tac-qlib/tac_qlib/contrib/strategy/optimal_stop.py
   92e6e90eb0cd0a25142034560f27adb6b705b1a8  tac-qlib/tac_qlib/data/__init__.py
   3cbc0686e6f863d306d93c589a607a5bdb7201f2  tac-qlib/tac_qlib/data/__pycache__/__init__.cpython-312.pyc

workflows/exp26/workflow.yaml

@@ -1,8 +1,8 @@
-# Compact stochastic feature set + sp_ou_zscore (OU mean-reversion) for a new run in MLflow exp 25.
-# Same setup as exp24 (compact baseline) plus the stable 5-day mean-reversion feature sp_ou_zscore.
+# Compact stochastic feature set with reduced turnover: n_drop=1 instead of 2.
+# Same setup as exp24 (compact baseline) but replacing the TopkDropout n_drop 2 with 1.
 {%- set LAKE = TAC_LAKE_DIR %}
 {%- set UNIVERSE = "SPY,QQQ,DIA,IWM,MDY,VTI,VOO,VEA,VWO,VT,EFA,EEM,TLT,IEF,SHY,AGG,BND,LQD,HYG,JNK,EMB,GLD,SLV,USO,UNG,DBA,DBC,XLK,XLF,XLE,XLV,XLI,XLY,XLP,XLU,XLB,XLRE,ARKK,SMH,SOXX,IBB,XBI,ITA,XAR,ICLN,TAN,FDN,IGV,ESPO,REM" %}
-{%- set FEATURES = "$open,$high,$low,$close,$vwap,$volume,sp_ret,sp_jump_ratio,sp_jump_flag,sp_jump_tail,sp_max_move,sp_rv1,sp_rv5,sp_rv22,sp_vol_ratio_5_22,sp_vol_ratio_1_22,sp_trend_slope_5,sp_trend_slope_20,sp_trend_slope_60,sp_logp,sp_hurst_exponent,sp_sig_level1_lead,sp_sig_level1_lag,sp_sig_level2_lead_lag,sp_sig_level2_lag_lead,sp_ou_zscore" %}
+{%- set FEATURES = "$open,$high,$low,$close,$vwap,$volume,sp_ret,sp_jump_ratio,sp_jump_flag,sp_jump_tail,sp_max_move,sp_rv1,sp_rv5,sp_rv22,sp_vol_ratio_5_22,sp_vol_ratio_1_22,sp_trend_slope_5,sp_trend_slope_20,sp_trend_slope_60,sp_logp,sp_hurst_exponent,sp_sig_level1_lead,sp_sig_level1_lag,sp_sig_level2_lead_lag,sp_sig_level2_lag_lead" %}
 
 qlib_init:
     provider_uri: "{{ LAKE }}"
@@ -82,7 +82,7 @@ task:
                   strategy:
                       class: TopkDropoutStrategy
                       module_path: qlib.contrib.strategy
-                      kwargs: { signal: "<PRED>", topk: 10, n_drop: 2, only_tradable: true, risk_degree: 0.95 }
+                      kwargs: { signal: "<PRED>", topk: 10, n_drop: 1, only_tradable: true, risk_degree: 0.95 }
                   backtest:
                       start_time: 2026-01-04
                       end_time: 2026-08-10