jgrusewski 67dedee49d spec: OFI momentum enrichment + dense micro-reward design ...

Dense per-bar reward using order flow momentum × price confirmation.
OFI embedding MLP (16→8 via cuBLAS) feeds into Mamba2 history AND
attention input. Replaces sparse exit-only reward with continuous
temporal signal for the SSM and attention heads to learn from.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-04-19 22:52:58 +02:00

..

audit

audit: 21 CUfunction conflicts — vaccine uses 15+ forward_child kernels ungraphed

2026-04-18 21:45:27 +02:00

plans

plan: kernel optimization — 8 tasks, 7 kernels → cuBLAS + batch-parallel

2026-04-19 12:15:04 +02:00

results

results: raw_next fix verdict — training Sharpe +0.19 avg, peak 1.02, WinRate 25%

2026-04-16 20:22:27 +02:00

specs

spec: OFI momentum enrichment + dense micro-reward design

2026-04-19 22:52:58 +02:00