News Lead-Time Intelligence
For each major price move in backtests, Claude Haiku analysed historical news to measure how many days before the move relevant news appeared. This informs the v2 sentiment layer.
Average Lead Time by Category
No data yet. Run:
python news/event_news_analysis.py --sampleWhat This Means
- • Lead time >3 days → News is a predictor. v2 will scan news 3+ days ahead and weight signals stronger when relevant news exists.
- • Lead time 1-3 days → News is a confirmation signal. Use as entry filter, not standalone prediction.
- • Lead time 0 or negative → News is lagging. Only useful for gap-fade strategy (filter out fundamental gaps).