Skip to content

v2.0.2 — PAITS-Event Audit and Causality Tightening

Choose a tag to compare

@rpycgo rpycgo released this 16 May 01:06
· 3 commits to main since this release

Fixed

  • Event-rate threshold refits now use strictly prior lookback windows.
  • The refit timestamp is excluded from threshold calibration slices to avoid boundary ambiguity.

Added

  • Monthly PAITS-Event threshold audit trail.
  • Audit output includes refit date, lookback window, selected threshold, target event count, realized lookback event count, cooldown settings, score-window settings, and fallback usage.

Documented

  • Clarified the default 90-day OOS warm-up behavior.
  • Explained why the system may remain flat during the first lookback window.
  • Distinguished strict OOS warm-up from optional fallback-threshold cold-start runs.

Notes

  • No intended change to TP/SL, break-even, trailing-stop, funding, transaction-cost, or max-hold economics.
  • This patch improves reproducibility, auditability, and causal interpretation of PAITS-Event threshold calibration.