2 Commits

Author	SHA1	Message	Date
Dominik Roth	399f69b817	feat: HP sweep heatmap + equity curve plots, scam analysis in README ... - backtest/plot.py: generates two plots saved to plots/ - hp_sweep.png: 7x7 heatmap of holding_days x round-trip cost, showing annualised excess vs SPY and raw annualised return per cell - equity_curves.png: portfolio equity vs SPY for 4 cost scenarios - backtest/simulate.py: accept pre-loaded prices dict to avoid reloading on every sweep iteration; return equity_curve in result - main.py: add `plot` command - README: updated results section with Alpaca-specific cost breakdown (zero commission, costs are spread+slippage only); added honest analysis of why insidercopytrading.com-style services show outperformance that cannot be replicated in practice; note Alpaca integration not finished Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-05-26 17:59:18 +02:00
Dominik Roth	1467033aa2	feat(backtest): portfolio simulator with configurable strategy and transaction costs ... Event-driven simulation: 1-day buy delay, N-day hold, position-size % of cash. Models entry cost (spread + slippage + commission) and exit cost (spread + commission) so round-trip is fully parameterised from the CLI. Reports: annualized return, SPY benchmark, excess return, max drawdown, Sharpe, per-trade win rate and avg net return. CLI: python main.py simulate [--holding-days 7] [--spread 0.003] [--slippage 0.002] ... Also runnable directly: python backtest/simulate.py --help Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-05-26 17:49:14 +02:00