tac-exp-dev/workflows/README-moments.md

exp/10 sp5d-moment-features

Variant C: generic-only 19 + 16 new moment/volatility families (skew, kurt, DSV+ratios, max_up/down, rv_ac1, rv_cv_22, sig lag-5). 35 sp_* fields, ou/hmm excluded.

Run a3f7d1d40c3d4b839314fcf5b40f9b08 (tac-rd-moments / exp 12) — FINISHED.

Result: NEGATIVE (regression vs generic-only baseline)

Metric	generic-only 19 (run 7b1e797)	+moments 35 (run a3f7d1d)
Rank IC	0.0635	0.0466
Rank ICIR	0.276	0.183
L-S Sharpe	2.55	1.44
net excess (cost)	+3.1% IR 0.28	-16.2% IR -1.57
MDD	-7.3%	-11.1%

Same failure mode as ou/hmm in exp 9: adding cross-sectional moment features to the 50-name panel degrades the rank signal. Generic-only 19 remains the best configuration. No further moment-family variants planned.