geodesic_strategy.hpp File Reference

Extended Backtester with Geodesic Deviation Strategy — AGT-07. More...

#include "srfm/backtest.hpp"
#include "srfm/types.hpp"
#include <optional>
#include <string>
#include <vector>

Go to the source code of this file.

Classes
struct	srfm::backtest::GeodesicBarData
class	srfm::backtest::ExtendedBacktester
struct	srfm::backtest::ExtendedBacktester::TripleComparison
	Three-way performance comparison across all strategy modes. More...

Namespaces
namespace	srfm
namespace	srfm::backtest

Enumerations
enum class	srfm::backtest::StrategyMode { srfm::backtest::RAW , srfm::backtest::RELATIVISTIC , srfm::backtest::GEODESIC_DEVIATION }
	Strategy selection for ExtendedBacktester. More...

Detailed Description

Extended Backtester with Geodesic Deviation Strategy — AGT-07.

Module: Geodesic Strategy

Responsibility

Adds a third strategy mode — GEODESIC_DEVIATION — to the existing Backtester infrastructure. The geodesic deviation strategy goes long when the market deviates above the rolling 75th percentile of recent deviations (mean-reversion hypothesis: pulled-away markets snap back).

Strategy Modes

• RAW — Unit position, unmodified signal (baseline)
• RELATIVISTIC — γ-scaled position (original Backtester strategy)
• GEODESIC_DEVIATION — Long when deviation > rolling p75, flat otherwise

Guarantees

• All fallible paths return std::optional
• No raw pointers
• Thread-safe reads (const methods)

Definition in file geodesic_strategy.hpp.