Files
fxhnt/docs/architecture
jgrusewski 72cdbc9eec feat: regime layer — the foundation of the agentic strategy factory (ADR 0002)
ADR 0002 designs the real vision: a standing fleet of agents continuously breeding regime-specialist
strategies into an adaptively-allocated book, with multiple-testing-at-fleet-scale as the constraint the
whole architecture is built around (structured search + regime-conditioning + forward-validation +
global-N accounting = the moat). domain/regime: VolTrendClassifier (causal trend x volatility state) +
evaluate_by_regime (judge a strategy WITHIN each regime). Demo on real NQ: trend(200) is MARGINAL on the
full sample but a clear OOS-confirmed SPECIALIST in trend_up|low_vol (DSR 0.984, OOS +0.93), correctly
rejected in range/high-vol regimes — the architecture's thesis proven. 16/16 tests.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-09 19:20:23 +02:00
..