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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
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