Brummel
09da04fe18
Milestone fieldtest for "Real-project readiness — role-complete research loop (no freeze)": a from-scratch ger40-lab project (aura new) with a brand-new native node (ger40_lab::Momentum) driven through the full research loop on real GER40/FRA40 archive data — sweep, walk-forward, mc, process+campaign with 2-regime risk and net-R cost block, cross-instrument generalize, bit-identical reproduce, charts — from the public interface only. Spine holds: 5 working, 1 bug (chart cannot open a sweep --trace family by its printed handle), 4 friction, 1 spec gap. Findings triaged separately.
12 lines
457 B
JSON
12 lines
457 B
JSON
{
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"format_version": 1,
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"kind": "process",
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"name": "mom-sweep-gate-generalize",
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"description": "Sweep the momentum axis, gate on positive gross expectancy, floor across instruments.",
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"pipeline": [
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{ "block": "std::sweep", "metric": "sqn", "select": "argmax", "deflate": true },
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{ "block": "std::gate", "all": [ { "metric": "expectancy_r", "cmp": "gt", "value": 0.0 } ] },
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{ "block": "std::generalize", "metric": "expectancy_r" }
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]
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}
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