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exp/11-sp5d-momentfeature-extension-after-exten

exp/12-isolate-the-multiseed-rankic-ensemble-ef

exp/13-portfolioconstruction-variant-of-the-iso

exp/14-enhanced-stochasticcontrol-allocation-fo

exp/15-fractionalkelly-position-sizing-on-the-r

exp/16-scheduled-algo-retrain-on-20260814-tacrd

exp/17-short-3-month-lake-workflow-lgbmodel-mse

exp/18-risk-limit-control-on-the-reference-ense

exp/19-martingale-study-on-the-73-symbol-lake-u

exp/20-improve-the-risk-limit-reference-signal

exp/21-clean-lake-re-execution-of-the-tac-rd-ra

exp/22-re-run-experiment-16s-5-day-rankic-ensem

exp/23-test-whether-the-5-day-rankic-ensemble-i

exp/24-run-the-rankic-ensemble-in-mlflow-experi

exp/25-test-the-clean-data-hypothesis-that-addi

exp/26-test-whether-reducing-topkdropout-daily

exp/27-scheduled-algo-retrain-on-2026-08-17-tac

exp/28-isolate-the-seed-count-effect-on-the-ndr

exp/29-isolation-run-m1-does-adding-multi-horiz

exp/30-isolation-run-m2-does-adding-risk-adjust

exp/31-isolation-run-m3-does-adding-garch11-vol

exp/32-scheduled-daily-retrain-for-round-target

exp/33-q01-m2-reproduction-add-spsharpe22-to-th

exp/34-q02-seed10-10-seed-rankicensemble-vs-ref

exp/35-q03-topk20-widen-topkdropout-portfolio-f

exp/36-q04-label10d-10d-forward-return-label-vs

exp/37-q05-label22d-22d-forward-return-label-vs

exp/38-q06-kelly-sizing-score-magnitude-fractio

exp/39-q07-weekly-rebalance-recompute-topkdropo

exp/40-q08-risk-limit-ab-on-exp-26-reference-si

exp/41-q09-long-short-market-neutral-long-top-1

exp/42-q10-hmm-regime-overlay-entry-gate-on-sph

exp/43-q11-standalone-5d-reversal-single-featur

exp/44-q12-long-horizon-22d-label-paired-with-w

exp/45-q13-weekly-rebalance-construction-q07s-1

exp/46-q15-the-5-seed-rankicensemblelgbmodel-sh

exp/47-q16-adding-hmm-regime-posterior-features

exp/48-q17-adding-realized-moments-features-spr

exp/49-q18-optimalstopcontrol-entryexit-thresho

exp/50-q14-compact-stochastic-set-generalizes-t

exp/51-q21-test-10d-label--weekly-rebalance-q04

exp/52-walk-forward-re-validation-of-the-3-best

exp/53-walk-forward-re-validation-of-m2-sharpe2

exp/54-walk-forward-transfer-test-m2-sharpe22-o

exp/55-adaptive-short-window-retrain-test-the-4

exp/56-window-staleness-isolation-the-m2-sharpe

exp/57-signal-quality-gate-gate-trades-based-on

exp/58-signal-quality-gate-5-year-walk-forward

exp/60-scheduled-algo-retrain-on-2026-08-21-tac

exp/61-scheduled-algo-retrain-on-2026-08-24-tac

exp/62-scheduled-algo-retrain-on-2026-08-25-tac

exp/63-scheduled-algo-retrain-on-2026-08-26-tac

exp/64-scheduled-algo-retrain-on-2026-08-27-tac

exp/65-scheduled-algo-retrain-on-2026-08-28-tac

exp/66-scheduled-algo-retrain-on-2026-08-28-tac

exp/67-scheduled-algo-retrain-on-2026-09-01-tac

exp/68-scheduled-algo-retrain-on-2026-09-02-tac

exp/69-scheduled-algo-retrain-on-2026-09-03-tac

exp/7-baseline-lightgbm-on-60etf-lake-ta-featu

exp/70-re-train-reference-model-on-4-year-rolli

exp/71-scheduled-algo-retrain-on-2026-09-04-tac

exp/72-scheduled-algo-retrain-on-2026-09-08-tac

exp/73-scheduled-algo-trade-run-for-target-date

exp/74-scheduled-algo-retrain-on-2026-09-15-tac

exp/75-scheduled-re-train-for-2026-09-16-round

exp/76-scheduled-algo-retrain-on-2026-09-16-tac

exp/77-scheduled-algo-retrain-on-2026-09-17-tac

exp/78-scheduled-algo-retrain-on-2026-09-18-tac

exp/79-scheduled-algo-retrain-on-2026-09-21-tac

exp/8-baseline-lightgbm-on-the-full-60etf-univ

exp/80-scheduled-algo-retrain-on-2026-09-22-tac

exp/81-scheduled-algo-retrain-on-2026-09-23-tac

exp/82-scheduled-algo-retrain-on-2026-09-24-tac

exp/83-scheduled-algo-retrain-on-2026-09-25-tac

exp/84-scheduled-retrain-for-d2026-09-28-round

exp/85-scheduled-retrain-for-d2026-09-29-round

exp/86-scheduled-rolling-4y-retrain-for-round-3

exp/87-scheduled-rolling-4y-retrain-for-round-3

exp/9-sp5d-feature-family-ablation

experiment-queue

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• 938192e900 finish experiment 40 (exp/40-q08-risk-limit-ab-on-exp-26-reference-si) zhaoli 2026-08-20 00:28:51 +00:00
• 507846cee1 start experiment 40 (exp/40-q08-risk-limit-ab-on-exp-26-reference-si) zhaoli 2026-08-20 00:26:39 +00:00
• 7eb044d669 finish experiment 39 (exp/39-q07-weekly-rebalance-recompute-topkdropo) exp/39-q07-weekly-rebalance-recompute-topkdropo zhaoli 2026-08-20 00:20:18 +00:00
• 59839ff487 add q07 weekly workflow zhaoli 2026-08-19 23:33:57 +00:00
• 20b99fbe09 start experiment 39 (exp/39-q07-weekly-rebalance-recompute-topkdropo) zhaoli 2026-08-19 23:33:53 +00:00
• 84d20216f1 finish experiment 38 (exp/38-q06-kelly-sizing-score-magnitude-fractio) exp/38-q06-kelly-sizing-score-magnitude-fractio zhaoli 2026-08-19 23:33:21 +00:00
• cdfd3105aa add q06 kelly workflow zhaoli 2026-08-19 23:28:40 +00:00
• 2b3ff82e9c start experiment 38 (exp/38-q06-kelly-sizing-score-magnitude-fractio) zhaoli 2026-08-19 23:28:29 +00:00
• df44edc51a finish experiment 37 (exp/37-q05-label22d-22d-forward-return-label-vs) exp/37-q05-label22d-22d-forward-return-label-vs zhaoli 2026-08-19 23:04:55 +00:00
• 39d330a36a add q05 label22d workflow zhaoli 2026-08-19 23:01:29 +00:00
• 3c9cbb6027 start experiment 37 (exp/37-q05-label22d-22d-forward-return-label-vs) zhaoli 2026-08-19 23:01:24 +00:00
• 4971a9fe83 finish experiment 36 (exp/36-q04-label10d-10d-forward-return-label-vs) exp/36-q04-label10d-10d-forward-return-label-vs zhaoli 2026-08-19 23:00:45 +00:00
• a4bfb93098 add q04 label10d workflow zhaoli 2026-08-19 22:57:50 +00:00
• 2472f458f2 start experiment 36 (exp/36-q04-label10d-10d-forward-return-label-vs) zhaoli 2026-08-19 22:57:35 +00:00
• 09dd89b42f finish experiment 35 (exp/35-q03-topk20-widen-topkdropout-portfolio-f) exp/35-q03-topk20-widen-topkdropout-portfolio-f zhaoli 2026-08-19 22:56:54 +00:00
• 49f8ba2b54 add q03 topk20 workflow zhaoli 2026-08-19 22:50:15 +00:00
• c7ac70bec1 start experiment 35 (exp/35-q03-topk20-widen-topkdropout-portfolio-f) zhaoli 2026-08-19 22:49:38 +00:00
• df69acfe4c finish experiment 34 (exp/34-q02-seed10-10-seed-rankicensemble-vs-ref) exp/34-q02-seed10-10-seed-rankicensemble-vs-ref zhaoli 2026-08-19 22:48:47 +00:00
• 83dc916e0b add q02 seed10 workflow zhaoli 2026-08-19 22:42:24 +00:00
• 978ecc552e start experiment 34 (exp/34-q02-seed10-10-seed-rankicensemble-vs-ref) zhaoli 2026-08-19 22:41:09 +00:00
• 66cf0a149f finish experiment 33 (exp/33-q01-m2-reproduction-add-spsharpe22-to-th) exp/33-q01-m2-reproduction-add-spsharpe22-to-th zhaoli 2026-08-19 22:40:28 +00:00
• 6a1b05db2e add q01 m2 repro workflow zhaoli 2026-08-19 22:30:10 +00:00
• c7fc73180c start experiment 33 (exp/33-q01-m2-reproduction-add-spsharpe22-to-th) zhaoli 2026-08-19 22:05:08 +00:00
• c0eb65efa7 queue: pre-registered experiment backlog to prove better-trading-performance hypotheses zhaoli 2026-08-19 15:30:46 +00:00
• 9915a82d38 finish experiment 32 (exp/32-scheduled-daily-retrain-for-round-target) exp/32-scheduled-daily-retrain-for-round-target zhaoli 2026-08-19 15:06:31 +00:00
• c2edfe6671 start experiment 32 (exp/32-scheduled-daily-retrain-for-round-target) zhaoli 2026-08-19 14:42:10 +00:00
• 436692a620 book: insert ch01 metrics vocabulary + ch02 research loop; renumber 03/06 — evidence exp 21-31, martingale study TradeAC Book Agent 2026-08-18 23:04:10 +00:00
• 3562b7f776 book: evidence boundary (clean-lake watermark) + ch02 cost reality + ch05 clean-lake reset — exp 21-31, chat mining master TradeAC Book Agent 2026-08-18 22:45:11 +00:00
• c93424e76c book: scaffold + ch00 (execution trail as spine) — evidence exp 8-31, round 3 TradeAC Book Agent 2026-08-18 22:35:23 +00:00
• 483a86e47f finish experiment 31 (exp/31-isolation-run-m3-does-adding-garch11-vol) exp/30-isolation-run-m2-does-adding-risk-adjust zhaoli 2026-08-18 21:41:40 +00:00
• e660b4f2dd finish experiment 30 (exp/30-isolation-run-m2-does-adding-risk-adjust) zhaoli 2026-08-18 20:13:22 +00:00
• 201adf18a4 finish experiment 29 (exp/29-isolation-run-m1-does-adding-multi-horiz) exp/31-isolation-run-m3-does-adding-garch11-vol zhaoli 2026-08-18 16:30:01 +00:00
• 4e1debccba M2 isolation: base + sp_sharpe_22 (trace 30) zhaoli 2026-08-18 15:54:24 +00:00
• 5439887711 M3 isolation: base + garch trio (trace 31) zhaoli 2026-08-18 15:54:24 +00:00
• 196b16c9dc start experiment 31 (exp/31-isolation-run-m3-does-adding-garch11-vol) zhaoli 2026-08-18 15:52:39 +00:00
• cb18467a6d start experiment 30 (exp/30-isolation-run-m2-does-adding-risk-adjust) zhaoli 2026-08-18 15:52:33 +00:00
• 7f7941d256 start experiment 29 (exp/29-isolation-run-m1-does-adding-multi-horiz) exp/29-isolation-run-m1-does-adding-multi-horiz zhaoli 2026-08-18 15:52:31 +00:00
• a9e4464668 finish experiment 28 (exp/28-isolate-the-seed-count-effect-on-the-ndr) exp/28-isolate-the-seed-count-effect-on-the-ndr zhaoli 2026-08-18 15:48:50 +00:00
• ea75065fb5 exp 28: add 2-seed comparison workflow (exp28) seeded on exp26 template zhaoli 2026-08-18 15:32:33 +00:00
• 06e3b16544 start experiment 28 (exp/28-isolate-the-seed-count-effect-on-the-ndr) zhaoli 2026-08-18 15:26:42 +00:00
• 7460d5fe01 finish experiment 27 (exp/27-scheduled-algo-retrain-on-2026-08-17-tac) exp/27-scheduled-algo-retrain-on-2026-08-17-tac zhaoli 2026-08-18 15:09:51 +00:00
• 337f99222d start experiment 27 (exp/27-scheduled-algo-retrain-on-2026-08-17-tac) zhaoli 2026-08-18 14:20:55 +00:00
• 894ac260a6 finish experiment 26 (exp/26-test-whether-reducing-topkdropout-daily) exp/26-test-whether-reducing-topkdropout-daily zhaoli 2026-08-18 14:05:47 +00:00
• eba4121708 finish experiment 25 (exp/25-test-the-clean-data-hypothesis-that-addi) exp/25-test-the-clean-data-hypothesis-that-addi zhaoli 2026-08-18 14:03:47 +00:00
• c455000a1e exp26: compact stochastic, n_drop 1 (workflow only) zhaoli 2026-08-18 12:10:29 +00:00
• 93cb283ef3 exp25: compact stochastic + sp_ou_zscore, n_drop 2 (workflow only) zhaoli 2026-08-18 12:10:05 +00:00
• 5c7b2265f4 start experiment 26 (exp/26-test-whether-reducing-topkdropout-daily) zhaoli 2026-08-18 10:03:21 +00:00
• a1d2918736 start experiment 25 (exp/25-test-the-clean-data-hypothesis-that-addi) zhaoli 2026-08-18 10:03:20 +00:00
• c724682f3a finish experiment 24 (exp/24-run-the-rankic-ensemble-in-mlflow-experi) exp/24-run-the-rankic-ensemble-in-mlflow-experi zhaoli 2026-08-18 09:00:11 +00:00
• 59e733d88d exp 24: add exact compact stochastic feature workflow zhaoli 2026-08-18 08:03:37 +00:00
• 1fcadbfe86 start experiment 24 (exp/24-run-the-rankic-ensemble-in-mlflow-experi) zhaoli 2026-08-18 08:02:27 +00:00
• a718424340 finish experiment 23 (exp/23-test-whether-the-5-day-rankic-ensemble-i) exp/23-test-whether-the-5-day-rankic-ensemble-i zhaoli 2026-08-18 07:58:20 +00:00
• adf0bfa812 exp 23: add general stochastic feature ablation workflow zhaoli 2026-08-18 07:21:33 +00:00
• b5054ccc25 start experiment 23 (exp/23-test-whether-the-5-day-rankic-ensemble-i) zhaoli 2026-08-18 07:20:27 +00:00
• 3d845306fe finish experiment 22 (exp/22-re-run-experiment-16s-5-day-rankic-ensem) exp/22-re-run-experiment-16s-5-day-rankic-ensem zhaoli 2026-08-18 07:17:36 +00:00
• 1075525d6e exp 22: add validated TA SP ensemble workflow zhaoli 2026-08-18 06:38:55 +00:00
• 63c1ea763e start experiment 22 (exp/22-re-run-experiment-16s-5-day-rankic-ensem) zhaoli 2026-08-18 06:38:28 +00:00
• 5153d04983 finish experiment 21 (exp/21-clean-lake-re-execution-of-the-tac-rd-ra) exp/21-clean-lake-re-execution-of-the-tac-rd-ra zhaoli 2026-08-18 01:49:30 +00:00
• ab919245c2 start experiment 21 (exp/21-clean-lake-re-execution-of-the-tac-rd-ra) zhaoli 2026-08-18 01:14:24 +00:00
• 202589fc3e exp 20: add deterministic baseline (parallel=1) to isolate LightGBM non-determinism as root cause of exp18 vs R0 divergence exp/20-improve-the-risk-limit-reference-signal zhaoli 2026-08-17 09:59:26 +00:00
• 3ded27e5f9 finish experiment 20 (exp/20-improve-the-risk-limit-reference-signal) zhaoli 2026-08-17 09:33:24 +00:00
• 125be7b96f exp 20: add R0 same-env 5-seed TopkDropout baseline (fair base for R2/R3/R5; pre-reset exp18 baseline is not comparable across env resets) zhaoli 2026-08-17 07:16:03 +00:00
• 20857f76be exp 20: rerun R2/R3/R5 with 5 seeds for fair comparison vs 5-seed baseline zhaoli 2026-08-17 05:52:48 +00:00
• 9c0cf096f8 finish experiment 20 (exp/20-improve-the-risk-limit-reference-signal) zhaoli 2026-08-17 05:46:09 +00:00
• 80c7230e17 exp 20: sync fixed MomentumGateTopk + HmmRiskTopk + rolling-IC rank_ensemble into code snapshot zhaoli 2026-08-17 04:08:07 +00:00
• 07e78c2bd9 exp 20: r4 rolling-IC blend uses 5 seeds (needs seed diversity for the IC weighting) zhaoli 2026-08-17 04:04:38 +00:00
• e09ab7f05a exp 20: exp 20: 5 improvement workflows (R1 2seed, R2 momentum gate, R3 HMM risk gate, R4 rolling-IC blend, R5 MA3/EWMA features) + strategy modules + lake sma_3/ema_3 persisted zhaoli 2026-08-17 02:56:46 +00:00
• 337f6e17d8 start experiment 20 (exp/20-improve-the-risk-limit-reference-signal) zhaoli 2026-08-17 02:55:26 +00:00
• 7fad62a4ef finish experiment 18 (exp/18-risk-limit-control-on-the-reference-ense) exp/18-risk-limit-control-on-the-reference-ense zhaoli 2026-08-17 01:14:23 +00:00
• b5eb4c2212 start experiment 19 (exp/19-martingale-study-on-the-73-symbol-lake-u) exp/19-martingale-study-on-the-73-symbol-lake-u zhaoli 2026-08-17 00:56:13 +00:00
• f9ef005e9a exp 18: exp 18: risk-limit control - baseline workflow YAML + calibration notes zhaoli 2026-08-17 00:07:32 +00:00
• c09997c7e2 start experiment 18 (exp/18-risk-limit-control-on-the-reference-ense) zhaoli 2026-08-17 00:05:51 +00:00
• c78ea439c0 finish experiment 17 (exp/17-short-3-month-lake-workflow-lgbmodel-mse) exp/17-short-3-month-lake-workflow-lgbmodel-mse zhaoli 2026-08-16 14:56:12 +00:00
• 7121155291 exp 17: add short 3-month lake workflow yaml zhaoli 2026-08-16 14:55:33 +00:00
• b84edbd2d7 start experiment 17 (exp/17-short-3-month-lake-workflow-lgbmodel-mse) zhaoli 2026-08-16 14:55:20 +00:00
• 2c2684b103 start experiment 16 (16-scheduled-algo-retrain-on-20260814-tacrd) exp/16-scheduled-algo-retrain-on-20260814-tacrd zhaoli 2026-08-15 05:14:48 +00:00
• bae78d4fbb exp 15: fix KellyWeightStrategy - subclass WeightStrategyBase (order_generator), add topk gate; sync venv exp/15-fractionalkelly-position-sizing-on-the-r zhaoli 2026-08-15 00:45:57 +00:00
• 1b5f4d1e76 exp 15: fractional-Kelly sizing A/B (A TopkDropout baseline, B KellyWeightStrategy) with parallel RankICEnsembleLGBModel zhaoli 2026-08-14 22:39:44 +00:00
• 875222a85a exp 14: enhanced stochastic-control allocation - workflow YAMLs (A: TopkDropout baseline, B: OptimalStopControlV2) exp/14-enhanced-stochasticcontrol-allocation-fo zhaoli 2026-08-14 14:46:30 +00:00
• c634cf6eca exp 13: optstop isolation workflow yaml (OptimalStopControl over ensemble signal) + finish record exp/13-portfolioconstruction-variant-of-the-iso zhaoli 2026-08-14 10:29:57 +00:00
• 32477c7bb8 exp 12: isolation ensemble workflow yaml (ablate-B features + full history) + finish record exp/12-isolate-the-multiseed-rankic-ensemble-ef zhaoli 2026-08-14 05:37:13 +00:00
• f9d1fe66f6 exp 11 (sp5d-moment-features): variant C 35-field workflow + result NEGATIVE vs generic-only 19 exp/11-sp5d-momentfeature-extension-after-exten zhaoli 2026-08-13 13:21:39 +00:00
• e657c58758 start exp 9 (sp5d-feature-family-ablation): baseline all-24 + generic-only 19 workflow YAMLs exp/9-sp5d-feature-family-ablation zhaoli 2026-08-13 04:32:30 +00:00
• d03ad94745 exp 7: add workflow yaml exp/7-baseline-lightgbm-on-60etf-lake-ta-featu zhaoli 2026-08-13 02:14:56 +00:00
• fd5382caa4 first commit main exp/8-baseline-lightgbm-on-the-full-60etf-univ Traco Dev 2026-08-13 08:31:03 +08:00