AutoSignals - Autonomous Trading Signal Optimization

Monitors and controls the AutoSignals autonomous research loop.

What It Is

AutoSignals is an adaptation of Karpathy's autoresearch pattern for trading signal optimization. An autonomous loop runs continuously, spawning sub-agents to modify signals.py, backtesting changes, and keeping improvements.

Architecture:

• signals.py — The ONE file agents can modify (factor weights, thresholds, indicators, scoring)
• backtest.py — Fixed evaluation engine (5-year backtest, composite score metric)
• prepare.py — Data download (S&P 500 + held tickers)
• program.md — Instructions for research agents
• run.py — Autonomous loop controller
• experiments.jsonl — Full experiment log

Location: /Users/clawdiri/Projects/autosignals/

How to Use