jgrusewski
9f67cb0e6e
spec: OFI momentum v4 — adaptive cost tolerance + fxcache auto-rebuild
Adds performance-adaptive cost penalty: profitable models (high Sharpe,
capital_ratio > 1) get lower effective trading costs, allowing more
frequent trading when alpha justifies it. Losing models face maximum
cost penalty, forcing selectivity.
Documents fxcache auto-rebuild: FXCACHE_VERSION 2→3 triggers automatic
cache regeneration via existing ensure-fxcache Argo step.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>