Implement improvement items 1–17 - #5
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- Bundle starters/templates in loop-init for npm; resolve paths from package root - Extend loop-audit for dependency-sweeper and changelog-drafter signals - Harden CI: JSON schema + starter path validation, loop-init sync/e2e tests, L1 starter gates - Add changelog-drafter dogfood workflow, CODEOWNERS, RELEASE playbook, security contact - Sync docs (6 patterns everywhere), examples parity matrix, post-merge story - Enable Discussions; showcase og:image; dependabot for loop-init; release tests
cobusgreyling
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June 9, 2026 11:38
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Loop Readiness AuditScore: 100/100 (L3) Strong loop readiness — good candidate for L3 with explicit gates. No suggestions — looking good. Posted by |
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50thycal
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Jun 28, 2026
…ifier) Adds --vol-target: size the position by target_vol/realized_vol so risk is roughly constant (hold less in violent regimes, more in calm ones), capped at --max-leverage (1.0 = spot, no borrow). Threaded through every mode via a merged base_params, and generate_signals now accepts periods_per_year for correct annualization of the vol target. No look-ahead: realized vol at bar t uses returns ending at t. On real BTC daily walk-forward this is a structural win: consistency 2/5 -> 5/5, pooled OOS Sharpe 1.91 -> 2.34, pooled drawdown 65% -> 28%, per-fold drawdowns 65/52/24/36/20% -> 28/24/14/13/12%. Lower risk targeting generalizes to any future data, so it is not curve-fit. But it is kept HONEST: at the a-priori 0.40 default it is still REJECTED, missing the aggregate drawdown cap by 3 points (28% vs 25%). A lower target passes, but sweeping target_vol by hand and reporting the value that clears the gate is uncounted multiple testing — the enforced counter tracks the grid, not the researcher's own experimentation. Documented as the trap it is; the real verdict can only come from forward data (cobusgreyling#5). Tests 20/20, repo validate gates pass. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01UcE4n3gQdVXJtD2z3mBrZX
50thycal
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Jun 28, 2026
… + forward quarantine (cobusgreyling#5) cobusgreyling#4 --trial-budget N: the loop halts searching once cumulative trials reach N. An autonomous loop that searches forever turns the whole dataset into in-sample data; the budget is the alpha-spending cap that forces a stop. Checked before each run (a run may overshoot); once spent, further searches halt and point to forward-testing or new data. engine/ledger.py budget_exhausted(). cobusgreyling#5 --forward-test: carve the newest slice into a quarantine window the search, walk-forward, and lockbox never touch. Research on the earlier window, then forward-test the survivor on the held-out tail. Forward performance gates capital, not the backtest. engine/quarantine.py. Approval requires research AND forward to pass. Each forward window is spent after --max-forward-evals tests (the lockbox lesson, applied to forward data: testing 100 strategies on one tail just relocates the multiple-testing problem). Real BTC demonstration (vol-targeted breakout, 0.40 default): research REJECTs (aggregate drawdown), but the forward out-of-time window actually PASSes cleanly (Sharpe 1.38, +94%, 18% DD on unseen data) — yet the strategy is NOT approved, because approval needs both gates. No single lucky result is sufficient. All five hardening steps (#1-cobusgreyling#5) now implemented. Tests 23/23, repo gates pass. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01UcE4n3gQdVXJtD2z3mBrZX
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Summary
Delivers all 17 improvement items from the repo assessment:
npm publish (manual follow-up)
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NPM_TOKENsecret, then: