not the OP:

- everything around Statistical Arbitrage

- you can adapt ideas from electrical engineering (phase detection etc.)

There is giant pool of ideas & methods you could apply.

I'll notice that the trading model will filter out bear down trends which is very, very helpful but it doesn't trade short. I'll ask the coding agent to find several academic research papers about trading once intraday during a down trend -- a single scalping. It will return with ~10 references. It will recreate the model, do statistical analysis, and create a search grid backtest. This will immediately give information if there is any alpha. If there is, it will iterate integrating the concept into the existing trading model.

It has enough information that it will continue to iterate for the next several hours.

It's all happening in a black box. I have no idea. My concern isn't trading but rather to get it to continuously improve unsupervised without lying or hallucinating.