Files
momentum-system/research
momentum devandClaude Opus 4.8 a7f63a5b11 Liquid breakout shadow track wired into labeler (build/report/validate-liquid)
Mirrors the runner track: slides detect_liquid_intraday_breakout over RTH history, emits
non-tradeable liq1 setups scored by _forward_labels, stratifies +1R by rvol + cumulative
dollar-volume. Pre-registered bar locked 2026-07-01. Early in-sample read (5 days, 1511 fires):
+1R 51% beats ORB 35% on same days, but median 60m upside only +0.6% (tight-stop artifact);
rvol/liquidity strata flat. SHADOW-ONLY. Full 26-day out-of-sample build pending.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-01 14:10:30 -04:00
..