Files
foxhunt/crates
jgrusewski 149e1ae7b7 fix(ml-alpha): make stacker always-on (clap default_value_t=true bug)
Bool flag with `default_value_t = true` doesn't accept `--stacker true`
on the command line in clap — it expects either the flag alone (which
inverts) or a custom action. Cleanest fix: drop the flag entirely;
the stacker block always runs when cal_frac is in (0, 1).

Phase 1d.3 stacker delivered the key result:
- Stacker test AUC: 0.7078 (raw Mamba: 0.6619, +4.6pts)
- Stacker test accuracy: 0.6683 (raw Mamba: 0.6187, +5.0pts)
- Stacker test Brier: 0.2088 (raw Mamba: 0.2299, well below chance 0.25)
- Stacker spread-Q4 accuracy: 0.8164 (raw Mamba spread-Q4: 0.7467, +7pts intra-regime)

See pearl_stacker_beats_threshold_gate_with_regime_info.md for full
write-up and design implications for Phase 1d.4 backtest.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-15 09:31:57 +02:00
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