feat(factors): reproduce valley/ridge VWAP-ratio factor (PR-J, both axes PASS but 4.4x turnover kills tradability) - #70

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feat/pr-j-valley-ridge-vwap-ratio

Jul 20, 2026

Commits on Jul 20, 2026

refactor(data): expose the ridge mask on the shared peak taxonomy
StackOverFlow11
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feat(factors): valley/ridge VWAP-ratio factor + PR-J evaluation
StackOverFlow11
committed