Skip to content

feat(regime): add ratio gate for soft rebalances#637

Merged
brndnmtthws merged 1 commit intomainfrom
feat/regime-ratio-gate
Jan 26, 2026
Merged

feat(regime): add ratio gate for soft rebalances#637
brndnmtthws merged 1 commit intomainfrom
feat/regime-ratio-gate

Conversation

@brndnmtthws
Copy link
Copy Markdown
Owner

@brndnmtthws brndnmtthws commented Jan 26, 2026

Add ratio-gate config and validation to regime rebalancing. Compute anchor-vs-rest log-ratio variance/t-stat and gate soft band trades when enabled. Emit ratio metrics in logs/data_store and document sample config. Add tests for ratio gate validation, shadow metrics, and gating behavior.

Add ratio-gate config and validation to regime rebalancing. Compute
anchor-vs-rest log-ratio variance/t-stat and gate soft band trades when
enabled. Emit ratio metrics in logs/data_store and document sample
config. Add tests for ratio gate validation, shadow metrics, and gating
behavior.
@brndnmtthws brndnmtthws force-pushed the feat/regime-ratio-gate branch from ed60e07 to ee7ae79 Compare January 26, 2026 13:59
@brndnmtthws brndnmtthws merged commit 7cca0df into main Jan 26, 2026
11 checks passed
@brndnmtthws brndnmtthws deleted the feat/regime-ratio-gate branch January 26, 2026 14:07
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant