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feat(torghut): add researched reversal breakout surfaces#6930

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gregkonush merged 1 commit into
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codex/torghut-reversal-breakout-risk-surface
May 18, 2026
Merged

feat(torghut): add researched reversal breakout surfaces#6930
gregkonush merged 1 commit into
mainfrom
codex/torghut-reversal-breakout-risk-surface

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@gregkonush gregkonush commented May 18, 2026

Summary

  • Adds literal routing from researched ORB/stocks-in-play, end-of-day reversal, and asymmetric OFI/HMM claims into existing executable Torghut candidate families.
  • Replaces raw dollar drawdown rejection for the $500/day autoresearch objective with percentage-based, return-adjusted risk gates: 5% normal daily loss, 10% normal drawdown, and 10%/20% extended caps only when total net PnL to drawdown is at least 1.5x.
  • Updates the checked-in $500/day research program, oracle policy, runner quality gates, and regression tests so down days are allowed when the total strategy remains strong.
  • Raises the Torghut autoresearch runner CI shard timeout to 25 minutes after the unchanged shard tests passed locally but timed out on GitHub Actions; no tests are skipped or weakened.

Related Issues

None

Testing

  • uv sync --frozen --extra dev
  • uv run --frozen pytest tests/test_candidate_specs.py tests/test_strategy_autoresearch.py tests/test_profit_target_oracle.py tests/test_run_whitepaper_autoresearch_profit_target.py::TestRunWhitepaperAutoresearchProfitTarget::test_candidate_quality_gate_flags_capital_safety_failures tests/test_run_whitepaper_autoresearch_profit_target.py::TestRunWhitepaperAutoresearchProfitTarget::test_runtime_closure_replay_is_disabled_when_candidate_already_failed_oracle tests/test_run_whitepaper_autoresearch_profit_target.py::TestRunWhitepaperAutoresearchProfitTarget::test_runtime_closure_replay_stays_enabled_for_proof_only_oracle_failure tests/test_run_whitepaper_autoresearch_profit_target.py::TestRunWhitepaperAutoresearchProfitTarget::test_runner_parse_args_covers_cli_defaults_and_flags -q
  • uv run --frozen pytest --cov --cov-branch --cov-fail-under=0 --cov-report= <slice 13 test ids from tests/test_run_whitepaper_autoresearch_profit_target.py>
  • uv run --frozen pytest --cov --cov-branch --cov-fail-under=0 --cov-report= <slice 15 test ids from tests/test_run_whitepaper_autoresearch_profit_target.py>
  • uv run --frozen ruff check app/trading/discovery/profit_target_oracle.py app/trading/discovery/autoresearch.py scripts/run_whitepaper_autoresearch_profit_target.py tests/test_profit_target_oracle.py tests/test_strategy_autoresearch.py tests/test_run_whitepaper_autoresearch_profit_target.py
  • uv run --frozen pyright --project pyrightconfig.json
  • uv run --frozen pyright --project pyrightconfig.alpha.json
  • uv run --frozen pyright --project pyrightconfig.scripts.json
  • git diff --check

Screenshots (if applicable)

N/A

Breaking Changes

None

Checklist

  • Testing section documents the exact validation performed (or N/A with justification).
  • Screenshots and Breaking Changes sections are handled appropriately (removed or filled in).
  • Documentation, release notes, and follow-ups are updated or tracked.

@gregkonush gregkonush force-pushed the codex/torghut-reversal-breakout-risk-surface branch from 93046e6 to fe7ce4f Compare May 18, 2026 04:50
@gregkonush gregkonush force-pushed the codex/torghut-reversal-breakout-risk-surface branch from fe7ce4f to aac7da1 Compare May 18, 2026 05:18
@gregkonush gregkonush merged commit 06a5b8e into main May 18, 2026
43 checks passed
@gregkonush gregkonush deleted the codex/torghut-reversal-breakout-risk-surface branch May 18, 2026 05:37
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