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fix: use historical correlation percentiles - #457

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Pigbibi merged 1 commit into
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fix/regime-correlation-percentile
Aug 29, 2026
Merged

fix: use historical correlation percentiles#457
Pigbibi merged 1 commit into
mainfrom
fix/regime-correlation-percentile

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@Pigbibi Pigbibi commented Aug 29, 2026

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Replace the correlation value-to-percentile mapping with an empirical percentile over equivalent rolling 60-day correlation windows. Require a full aligned year of evidence and use a neutral fallback when unavailable. This only improves research and Shadow regime context; it does not alter execution permissions, runtime targets, broker settings, or submit orders. Validation: targeted pytest, ruff, and diff check.

Co-Authored-By: Codex <noreply@openai.com>
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Pigbibi merged commit 2ae27c5 into main Aug 29, 2026
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Pigbibi deleted the fix/regime-correlation-percentile branch August 29, 2026 04:06
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