Commit 2b306bc
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Add studies 302-350: 49 new teardowns (commodities, macro drama, crypto, anomalies, research-method demos)
Bench grows 301 -> 350 studies. Score now 42 Real / 133 Weak / 174 None;
3 Investable / 65 Fragile / 281 Mirage.
New families of teardowns:
- Commodities & cross-asset (302-310): lithium, uranium, carbon credits,
gold/oil, crack spread, coffee, cocoa, OJ-frost, platinum/palladium.
- Macro & geopolitical drama (311-318): shutdown, debt ceiling, geopolitical
shock, Jackson Hole, sovereign downgrade, bank failure, QE/QT, election vol.
- Calendar & event-driven (319-322): lockup expiry, Russell reconstitution,
earnings-season tide, FOMC blackout.
- Crypto (323-326): BTC halving, MSTR treasury, crypto fear/greed, depeg.
- Behaviour & anomalies (327-333): disposition, Benford, 1-month reversal,
low-vol, 52-week range, downside beta, recovery speed.
- Sentiment proxies (334-336): ARKK, BUZZ, inverse-Cramer.
- Exotic income/asset classes (337-342): buy-write ETFs, preferreds,
convertibles, bank loans, MLPs, BDCs.
- Research-method demos (343-350), a NEW bench family: data-mining roulette,
backtest overfitting, survivorship bias, multiple testing, look-ahead bias,
curve fitting, regime dependence, dartboard portfolio.
New Real signals: 302 lithium-boom and 340 bank-loans (both Real x Fragile,
added to the podium); 337/338/341/342 Real x Mirage. The rest are Weak/None x
Mirage - the folklore keeps dying at the costs line.
Each study ships the standard package + two executed notebooks + cache-gated
offline tests + docs. Gate green at 350/350; offline (CI-simulated) pytest on
the lot passes with zero failures. README table, tests.yml, bench.md and the
regenerated bench map / bench.json all updated in sync.1 parent 3d99201 commit 2b306bc
727 files changed
Lines changed: 124445 additions & 29 deletions
File tree
- .github/workflows
- docs
- studies
- 302-lithium-boom
- docs
- examples
- lithium_boom
- notebooks
- tests
- 303-uranium-revival
- docs
- notebooks
- tests
- uranium_revival
- 304-carbon-credits
- carbon_credits
- docs
- examples
- notebooks
- tests
- 305-gold-oil-ratio
- docs
- examples
- gold_oil_ratio
- notebooks
- tests
- 306-crack-spread
- crack_spread
- docs
- examples
- notebooks
- tests
- 307-coffee-seasonality
- coffee_seasonality
- docs
- examples
- notebooks
- tests
- 308-cocoa-squeeze
- cocoa_squeeze
- docs
- notebooks
- tests
- 309-oj-frost
- docs
- examples
- notebooks
- oj_frost
- tests
- 310-platinum-palladium
- docs
- examples
- notebooks
- platinum_palladium
- tests
- 311-government-shutdown
- docs
- government_shutdown
- notebooks
- tests
- 312-debt-ceiling
- debt_ceiling
- docs
- notebooks
- tests
- 313-geopolitical-shock
- docs
- geopolitical_shock
- notebooks
- tests
- 314-jackson-hole
- docs
- examples
- jackson_hole
- notebooks
- tests
- 315-sovereign-downgrade
- docs
- examples
- notebooks
- sovereign_downgrade
- tests
- 316-bank-failure
- bank_failure
- docs
- notebooks
- tests
- 317-fed-balance-sheet
- docs
- fed_balance_sheet
- notebooks
- tests
- 318-election-volatility
- docs
- election_volatility
- notebooks
- tests
- 319-lockup-expiry
- docs
- examples
- lockup_expiry
- notebooks
- tests
- 320-russell-reconstitution
- docs
- examples
- notebooks
- russell_reconstitution
- tests
- 321-earnings-season-tide
- docs
- earnings_season_tide
- notebooks
- tests
- 322-fomc-blackout
- docs
- examples
- fomc_blackout
- notebooks
- tests
- 323-btc-halving
- btc_halving
- docs
- examples
- notebooks
- tests
- 324-bitcoin-treasury
- bitcoin_treasury
- docs
- examples
- notebooks
- tests
- 325-crypto-fear-greed
- crypto_fear_greed
- docs
- examples
- notebooks
- tests
- 326-stablecoin-depeg
- docs
- examples
- notebooks
- stablecoin_depeg
- tests
- 327-disposition-effect
- disposition_effect
- docs
- notebooks
- tests
- 328-benford-law
- benford_law
- docs
- notebooks
- tests
- 329-one-month-reversal
- docs
- examples
- notebooks
- one_month_reversal
- tests
- 330-low-volatility-anomaly
- docs
- low_volatility_anomaly
- notebooks
- tests
- 331-fifty-two-week-range
- docs
- examples
- fifty_two_week_range
- notebooks
- tests
- 332-downside-beta
- docs
- downside_beta
- examples
- notebooks
- tests
- 333-recovery-speed
- docs
- notebooks
- recovery_speed
- tests
- 334-ark-innovation
- ark_innovation
- docs
- examples
- notebooks
- tests
- 335-buzz-sentiment-etf
- buzz_sentiment_etf
- docs
- notebooks
- tests
- 336-inverse-cramer
- docs
- inverse_cramer
- notebooks
- tests
- 337-covered-call-etf
- covered_call_etf
- docs
- examples
- notebooks
- tests
- 338-preferred-stocks
- docs
- examples
- notebooks
- preferred_stocks
- tests
- 339-convertible-bonds
- convertible_bonds
- docs
- examples
- notebooks
- tests
- 340-bank-loans
- bank_loans
- docs
- examples
- notebooks
- tests
- 341-mlp-pipelines
- docs
- examples
- mlp_pipelines
- notebooks
- tests
- 342-bdc-yield
- bdc_yield
- docs
- examples
- notebooks
- tests
- 343-data-mining-roulette
- data_mining_roulette
- docs
- examples
- notebooks
- tests
- 344-backtest-overfitting
- backtest_overfitting
- docs
- examples
- notebooks
- tests
- 345-survivorship-bias
- docs
- examples
- notebooks
- survivorship_bias
- tests
- 346-multiple-testing
- docs
- examples
- multiple_testing
- notebooks
- tests
- 347-look-ahead-bias
- docs
- examples
- look_ahead_bias
- notebooks
- tests
- 348-curve-fitting
- curve_fitting
- docs
- examples
- notebooks
- tests
- 349-regime-dependence
- docs
- examples
- notebooks
- regime_dependence
- tests
- 350-dartboard-portfolio
- dartboard_portfolio
- docs
- examples
- notebooks
- tests
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