2 Commits

Author	SHA1	Message	Date
jgrusewski	1cf38232e8	fix(surfer): full-16y MFT settle — regime-adaptive surfer significantly negative ... Pulled 16y ES ohlcv-1m continuous (year-chunked, $20 credits, no 504) + light to_ndarray loader (to_df OOM'd at 20GB). On 1.1M 5-min bars the 1.3y +0.50/t=0.67 top-5% hint collapsed: regime-adaptive top-5% = -0.52 ticks/trade t=-2.51 (significantly negative); ALL cells/signals/convictions significantly negative. Decisive: no capturable intraday directional edge for crossing/non-colocated setup. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>	2026-06-06 12:15:37 +02:00
jgrusewski	fa700c7b5f	feat(surfer): MFT regime-adaptive quality test (intraday, GPU, 4GB-safe) ... Tests the actual surfer thesis: intraday 5-min decisions/15-min holds, flat-by-close, regime-adaptive (ride trend / fade range / stand aside), quality-over-quantity (top-conviction only). Clean ES OHLCV-1m -> 5-min bars, per-trade net edge in ticks, IS/OOS + t-stat. Result: regime-adaptive top-5% = +0.50 ticks/trade OOS, sign-consistent, but t=0.67 (not significant); all else significantly negative. Adaptive+selective is the only non-losing structure (thesis directionally right, within noise). 4GB-safe: cumsum rolling-std (no unfold) + alloc cap. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>	2026-06-06 10:08:16 +02:00