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SimpleZScore Strategy

Summary

  • strategy_id: simple-zscore
  • intent mode: profile
  • support tier: stable
  • promotion stage: promoted
  • owner: StackSats Maintainers

Why this model exists

simple-zscore is the smallest meaningful profile-mode reference model in the library. It provides a readable example of how to tilt preference toward lower valuation regimes without adding complex feature engineering.

Feature dependencies

  • required feature sets: core_model_features_v1
  • required transformed columns: none

Benchmarks

  • benchmark strategy IDs: uniform, mvrv

Expected comparison behavior

Expect finite, distinct profile behavior with modest deltas versus uniform. This model is useful when testing new comparison or profiling tooling because its logic is easy to reason about.

Known failure modes and caveats

This is still a toy reference model. If it outperforms more sophisticated models by a wide margin, the evaluation setup deserves scrutiny before the result is trusted.