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51c321ccba
Merge origin master (Mega-squash); keep the rewrite.
master
sam
2026-09-24 03:19:46 -07:00
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67d016fe25
Forward test: record forecasts before their outcomes exist.
sam
2026-09-24 03:08:30 -07:00
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082bcfbbbc
Round 2: reverting power law and cycle-on-powerlaw tests; one-time holdout run.
sam
2026-09-24 03:03:32 -07:00
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b0243adf61
Composable models and A/B tests of the 2024 ideas; add powerlaw.
sam
2026-09-24 02:30:38 -07:00
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cfc27a38de
Rewrite as a probabilistic model with walk-forward evaluation.
sam
2026-09-24 02:00:56 -07:00
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ea8c2092a6
Mega-squash
sam
2024-12-19 23:49:53 -08:00
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eefff47070
Merge branch 'next' into mkt-fndm
sam
2024-11-26 19:46:13 -08:00
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f89fd3bb4e
Update prices.
sam
2024-11-26 19:46:08 -08:00
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8d2d351bbb
Merge branch 'next' into mkt-fndm
sam
2024-11-26 00:49:58 -08:00
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525d3ba634
Add CDPR plot.
sam
2024-11-26 00:49:54 -08:00
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49872447ab
Merge branch 'next' into mkt-fndm
sam
2024-11-25 22:44:46 -08:00
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2a13b4ef46
Update prices.
sam
2024-11-25 22:44:36 -08:00
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66d7e4329e
Merge branch 'next' into mkt-fndm
sam
2024-11-20 23:30:11 -08:00
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3869ced1ff
update prices
sam
2024-11-20 23:30:02 -08:00
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7223144b13
Use S2F metrics for trend analysis.
sam
2024-11-19 08:45:40 -08:00
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f77cc955db
Improve CI coverage.
sam
2024-11-19 08:12:42 -08:00
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96fdf5a88e
Use market fundamentals intsead of empirical era adjustments.
sam
2024-11-19 07:58:40 -08:00
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d2ac5749dc
Manage output files in less-janky fashion.
sam
2024-11-17 17:05:58 -08:00
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7211ed1723
Update prices.csv
sam
2024-11-17 16:01:28 -08:00
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84464151be
warn when val period shorter than projection period
sam
2024-11-17 15:59:33 -08:00
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ca69495071
it's an error not to provide halving dates
sam
2024-11-17 15:53:14 -08:00
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41c62e1af2
Use more conservative 1e-6 to prevent division by zero.
sam
2024-11-17 15:52:35 -08:00
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3158d7479d
Actually use long-term vol in adaptive calculation.
sam
2024-11-16 21:56:39 -08:00
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50f3f76830
Update prices.csv.
sam
2024-11-16 21:47:55 -08:00
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56f669ac0f
Fix projection plot bugs.
sam
2024-11-16 21:46:31 -08:00
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06f5620cb3
New, streamlined NOTES.
sam
2024-11-16 21:37:24 -08:00
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5679d99ece
Add adaptive volatility window.
sam
2024-11-16 21:33:38 -08:00
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3d6397da21
Add Claude's notes from the last revision.
sam
2024-11-16 21:08:31 -08:00
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f023f7e999
Improve uncertainty estimation.
sam
2024-11-16 20:23:59 -08:00
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453df222d6
Tweak the backtests.
sam
2024-11-16 14:07:52 -08:00
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47b2ce1476
Use ruff linter.
sam
2024-11-16 14:07:24 -08:00
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db45b14882
Add notes on new backtesting framework.
sam
2024-11-16 03:38:24 -08:00
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bbd7d493b7
New systematic backtest framework.
sam
2024-11-15 23:59:47 -08:00
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f5bed410ae
More helpful additions to workflow.
sam
2024-11-15 22:48:17 -08:00
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1e8c6ba75e
Add Claude's notes from recent session.
sam
2024-11-15 22:48:03 -08:00
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e484331196
Tuning session; removed market maturity.
sam
2024-11-15 18:07:33 -08:00
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b9cf04aed7
Run more projections from various start dates.
sam
2024-11-15 16:48:33 -08:00
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2b7abecdcb
Add justfile to simplify organizing results for comparison.
sam
2024-11-15 16:35:07 -08:00
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502b47842e
Add updated notes from Claude.
sam
2024-11-15 15:16:31 -08:00
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368878a482
Add era-aware market maturity adjustments.
sam
2024-11-15 15:12:36 -08:00
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294c665106
Merge branch 'new-backtests' into market-maturity-backtests
sam
2024-11-15 14:08:22 -08:00
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4975e1647d
Fix create_plots() output.
sam
2024-11-15 14:08:16 -08:00
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8f94c60034
New backtest suite proposed by Claude.
sam
2024-11-15 13:57:36 -08:00
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b024a38040
Improve volume handling in market maturity calculations.
sam
2024-11-15 13:48:14 -08:00
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b018296a51
Add market maturity projection adjustments.
sam
2024-11-15 13:37:14 -08:00
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5b80eac207
Run projections and backtests in parallel.
sam
2024-11-15 10:22:12 -08:00
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16ce8823f3
Add Claude's notes on current model.
sam
2024-11-15 02:09:11 -08:00
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f9b8af828a
Implement trend smoothing.
sam
2024-11-15 01:45:27 -08:00
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36eda3eb3e
Add improved vol calculation.
sam
2024-11-14 22:46:26 -08:00
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588c4a8fa4
Switch to simpler log-based projection.
sam
2024-11-14 22:29:34 -08:00
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3e96a320b9
Implement some basic backtesting.
sam
2024-11-14 20:33:31 -08:00
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5fa358e6ae
Clean up the code.
sam
2024-11-14 20:05:27 -08:00
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5e1908f4c9
Fix date of fifth halving.
sam
2024-11-14 17:06:09 -08:00
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ed9426afd5
Update example projection with more time points.
sam
2024-11-14 17:03:00 -08:00
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1a419f439f
Add more time points to last plot.
sam
2024-11-14 17:02:35 -08:00
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6f070303e5
Give credit where it's due.
sam
2024-11-14 16:54:42 -08:00
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e964c97eac
Initial commit.
sam
2024-11-14 16:53:12 -08:00