zenigame-fx-alpha-sieve

What problem does it solve?

This skill automates the execution and analysis of Alpha Sieve to re-validate Stage C survivors using a holdout embargo and a 90-day out-of-sample window, enabling robust OOS confirmation.

Core Features & Use Cases

• Automated sieve execution: invokes the run_alpha_sieve.py script to process Stage C candidates.
• Out-of-sample validation: applies a holdout embargo and a 90-day OOS window for rigorous testing.
• Result summarization: reads generated reports and surfaces key metrics such as status, candidate counts, pass rates, Sharpe, PnL, and top performers.
• Use Case: Use when you need to re-evaluate prior Stage C survivors under extended OOS conditions to ensure robustness.

Quick Start

Run the sieve for a specific run and review produced results.