Hypotheses
SPY Daily Trend–VIX Regime Prior: Deterministic PPO-HRAP Ablation
Derived by the Research Lead from Duong Hien Chi Kien and Huynh Thanh Trung's PPO-HRAP: test the interpretable trend-and-VIX exposure prior independently of the learned actor, using the paper's explicitly described…
Hypothesis
Derived by the Research Lead from Duong Hien Chi Kien and Huynh Thanh Trung's PPO-HRAP: test the interpretable trend-and-VIX exposure prior independently of the learned actor, using the paper's explicitly described rho=1 endpoint. This is an operationalized component experiment, not a reproduction of the reported PPO results. Trade SPY.USEQ on completed daily bars, retaining the stated trend lookbacks, stress thresholds and exposure table. Research Lead choices are conservative lagging of VIX, resolution of the incompletely specified neutral regimes, an exposure-change threshold to limit turnover, and an intrabar protective stop. Market orders execute at the signal session's close; no next-session-open execution is required. The supplied paper provides concrete rules beyond its abstract, but exact PPO reproduction would additionally require the authors' implementation, architecture, preprocessing and simulator timing. No claimed performance is accepted as verified.
Analysis
PPO-HRAP: Proximal Policy Optimization with a Hybrid Regime-Aware Policy for Risk-Controlled Trading
Backtest and paper results are hypothetical. Trading involves risk of loss.