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momentum-system/research
momentum devandClaude Opus 5.5 1cc15f5ea7 chore: restart the live test on 2026-09-29 with the squeeze exception off
TRADING_GAP_SQUEEZE_ENABLED=0 from the next session. The >=150% gap names lost
in both halves of the Jun-Sep history (-0.21R / -0.30R) and in our real fills,
while the 10-35% band made money. 2026-09-28's four trades ran with the
exception on, so they are recorded as a previous period and not counted.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01E3S5EFKThFVrjmN4HHsHMN
2026-09-28 16:33:16 -05:00
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