Research / News Swing
candidateMulti-day swing driven by bounded, typed signals from the news/LLM research pipeline — an information edge at a slow horizon, the one domain where a retail system is not outgunned on microstructure. Every order still passes the full risk engine (research is advisory). AWAITING DATA PATH: needs research signals wired into the lab context; specified and registered, not yet run.
Pros
- + A genuinely different edge source (information, not microstructure) — where Round-1 proved we are structurally disadvantaged.
- + Slow horizon makes latency irrelevant and the fixed cost trivial.
- + Reuses the research package the PRD already specifies; falsifiable against a random-time-matched control.
Cons
- − Needs research signals plumbed into a lab strategy context — no such accessor exists yet.
- − News edges decay fast and are crowded; strength calibration and freshness are critical.
- − LLM/news signals can be noisy or wrong; the advisory-only + risk-engine guardrails are essential.
Rejection gate
Reject if signal-conditioned forward returns at 1/3/5-day horizons do not beat a random-time-matched control after costs.
Entry gate funnel (last 24h)
No gate telemetry yet — the engine flushes funnel windows every few minutes while running.
Adjustable parameters
Bounded confidence from the research pipeline; below this = no trade. · candidate range 0.5–0.8
Slow horizon where information, not latency, is the edge. · candidate range 1–5
Wide — daily-horizon volatility. · candidate range 2–6%
A news re-rating move; trivially clears cost at this size. · candidate range 6–15%
Act while the information is still fresh; stale news is already priced. · candidate range 15–60 min
One position per name per re-rating event. · candidate range 1+ days
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