finish experiment 25 (exp/25-test-the-clean-data-hypothesis-that-addi)

code/MANIFEST.txt

@@ -1,5 +1,5 @@
 # TradeAC custom-qlib-code snapshot (auto-generated)
-# parent repo HEAD : c455000a1ec2ad80a0146a3768a4ccfe9ff32b24
+# parent repo HEAD : 93cb283ef322fefcf7f583168eec5648dc95d858
 #   tac-qlib/tac_qlib/contrib
 #   tac-qlib/tac_qlib/data
 # per-file hashes (git hash-object):

workflows/exp25/workflow.yaml

@@ -1,8 +1,8 @@
-# Compact stochastic feature set with reduced turnover: n_drop=1 instead of 2.
+# Compact stochastic feature set + sp_ou_zscore (OU mean-reversion) for a new run in MLflow exp 25.
-# Same setup as exp24 (compact baseline) but replacing the TopkDropout n_drop 2 with 1.
+# Same setup as exp24 (compact baseline) plus the stable 5-day mean-reversion feature sp_ou_zscore.
 {%- 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" %}
+{%- 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" %}
 
 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: 1, only_tradable: true, risk_degree: 0.95 }
+                      kwargs: { signal: "<PRED>", topk: 10, n_drop: 2, only_tradable: true, risk_degree: 0.95 }
                   backtest:
                       start_time: 2026-01-04
                       end_time: 2026-08-10