OpenSquared 44ada3f8f1 feat: stable macro regime detection — blended signals + Bayesian smoothing ...

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>

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

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