LEARN/PRESETS

Presets

Fifteen named coefficient sets. Use pt-v14 unless a published run names another one.

pt-v14 The default since 2026-08-28. All fourteen statistics in band at 252 days and again at 504.

12 Presets ship. All selectable, all reproducing bit for bit.

8 Numbers in the dictionary a preset carries. Others are live and absent from it.

Which preset to use

PresetUse it for In band, 252d In band, 504d

pt-v14 RECOMMENDED

Anything. The default, and the one the realism envelope certifies: all fourteen statistics in band at 252 days, and all fourteen again at 504. 14/14 14/14

pt-v12 REPRODUCTION ONLY

Work published before the 2026-08-28 era boundary, when this was the default. It holds all fourteen at both horizons; pt-v14 holds them on more seed blocks. 14/14 14/14

pt-v8 RECOMMENDED, BY NAME

Anything that measures how correlation moves through time: the factor variance has a memory, and thirteen of fourteen hold at 504 days. - 13/14

pt-v10 REPRODUCTION ONLY

Work published before the 2026-08-26 era boundary, when this was the default. All fourteen in band at 252 days, on thirty training seeds. 14/14 13/14

pt-v11 REPRODUCTION ONLY

A run that names it: pt-v10 plus the crisis work, crisis_blend_gain, sector_vix_coupling, endogenous news and peer transfer, which pt-v12 inherits. - -

pt-v9 REPRODUCTION ONLY

A run that names it: thirteen of fourteen at both horizons, and the first preset whose VIX responds to the day move rather than the closing minute. 13/14 13/14

pt-v7 REPRODUCTION ONLY

A sector or crisis study that names it: the first preset with industries that survive a crisis, thirteen of fourteen at both horizons. 13/14 13/14

pt-v3 REPRODUCTION ONLY

Work published when this was the default, the era before pt-v10. Selectable, and it reproduces bit for bit under 0.1.4 and 0.2.0 alike. - 7/14

pt-v1, v2, v4, v5, v6 REPRODUCTION ONLY

A run that names them. pt-v1 ships momentum_theta at 0.25 and measures return autocorrelation at +0.249, outside the real band. - -

A band is the range a real equity market produces for one statistic. Fourteen statistics are measured on the simulated market and compared against their real-market ranges: volatility, the fatness of the tails, how much names move together, whether volatility arrives in episodes, whether volume behaves. A statistic is in band when the simulated value falls inside the real range. The columns count how many of the fourteen do, at one and at two trading years.

Name it, or inherit a moving default

e = tf.Engine(seed=42, universe=u,
              model="pt-v14")

e.model_fingerprint   # "pt-v14"
tf.model_preset()     # the set in force

# a settable change renames it
# "custom-7f290e34"

The era boundary

pt-v14 became the default on 2026-08-28, and every trajectory that came from the default changed that day. A run recorded before it is not comparable to one after it unless both name their preset.

Checked rather than asserted: pt-v1, pt-v2 and pt-v3 give identical market digests under 0.1.4 and 0.2.0.

What a preset pins

In the dictionary

The mispricing and crowd model: the half-life, mispricing_phi, momentum_theta, the mispricing and daily-shock caps, and the three crowd terms.

Two are derived rather than set: mispricing_phi and s_phi_tick come from the half-life.

Live, and not in it

The GARCH parameters, the market and sector factor sigmas, and the order-flow coefficient. Nothing forces a preset name to change when one of them moves.

So a fully specified run is package version, preset, universe fingerprint and seed. The preset alone is necessary and not sufficient.

Never settable

The draw schedule: market hours, the 390-tick day, the calendar and the sector key order. A preset changes what the draws are multiplied into, never the schedule itself.

The guards are settable but excluded from every calibration search, because they are worst-case guarantees. daily_shock_cap is not settable at all.