feat: stable macro regime detection — blended signals + Bayesian smoothing

Browse Source

Replace 1-day change_pct with weighted blend (20% 1d / 50% 5d / 30% 10d)
for all 20 scored signals. Add Bayesian prior from rolling 25-day history
(weight 15%→45%) and a 10-point persistence threshold before regime switch.

Bootstrap on first load: replays last 20 trading days via yf.download batch
(45d) to pre-populate _regime_history, so stability is visible immediately.

Frontend: adds 'stable Xj' badge and history depth indicator on regime banner.
Doc: updates v4.0→v4.1, rewrites Étape 1 Régime Macro and glossary entry.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

...

This commit is contained in:

OpenSquared

2026-06-19 12:40:38 +02:00

parent d8c0334feb

commit 44ada3f8f1

3 changed files with 1744 additions and 92 deletions

Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL

Download Patch File Download Diff File Expand all files Collapse all files

1464

GeoOptions_Documentation_Complete.html Normal file

File diff suppressed because it is too large Load Diff