From 19b81c169dcb5e6012195b100e3f73207d6a775a Mon Sep 17 00:00:00 2001
From: Dennis Thiessen <dennis@thiessen.io>
Date: Sun, 12 Jul 2026 21:15:18 +0200
Subject: [PATCH] Add S/R v2 research and validation harness

---
 README.md                                 |   4 +
 app/routers/sr_levels.py                  |   7 +-
 app/schemas/sr_level.py                   |   4 +-
 app/services/backtest_service.py          | 201 ++++++-
 app/services/indicator_service.py         |  61 ++-
 app/services/recommendation_service.py    |  78 ++-
 app/services/rr_scanner_service.py        |  21 +
 app/services/sr_service.py                | 630 +++++++++++++++++++---
 docs/research/sr-levels-and-exits.md      |  55 +-
 scripts/compare_sr_variants.py            | 125 +++++
 scripts/run_backtest_snapshot.py          |  32 ++
 scripts/run_sr_v2_training_matrix.ps1     |  32 ++
 scripts/run_sr_v2_validation.ps1          |  34 ++
 tests/conftest.py                         |   6 +-
 tests/unit/test_backtest_service.py       |  17 +
 tests/unit/test_cluster_sr_zones.py       |  27 +
 tests/unit/test_detect_sr_levels.py       | 244 +++++++++
 tests/unit/test_indicator_service.py      |  48 ++
 tests/unit/test_recommendation_service.py |  66 ++-
 19 files changed, 1575 insertions(+), 117 deletions(-)
 create mode 100644 scripts/compare_sr_variants.py
 create mode 100644 scripts/run_sr_v2_training_matrix.ps1
 create mode 100644 scripts/run_sr_v2_validation.ps1
 create mode 100644 tests/unit/test_detect_sr_levels.py

diff --git a/README.md b/README.md
index 1422c3a..6c38fe2 100644
--- a/README.md
+++ b/README.md
@@ -430,6 +430,10 @@ Research-only flags, all off by default (the default report is byte-identical to
 |---|---|
 | `BACKTEST_HOLDOUT_SPLIT=YYYY-MM-DD` | Adds a `holdout` section: train (entries before) vs test (entries on/after), as disjoint books |
 | `BACKTEST_MIN_RR_SWEEP=1` | Sweeps the activation R:R floor against portfolio Sharpe. Combine with `BACKTEST_HOLDOUT_SPLIT` to sweep out-of-sample |
+| `BACKTEST_SR_VARIANT=<arm>` | Research-only S/R arm: `production_control`, `rr_aligned_control`, `rewrite`, `soft_zones`, `confirmed_rounds`, or `gate_v2` |
+| `BACKTEST_ENTRY_START=YYYY-MM-DD` | Restrict candidate entry dates to a validation window |
+| `BACKTEST_ENTRY_END=YYYY-MM-DD` | Restrict candidate entry dates to a training window |
+| `BACKTEST_SR_AUDIT=1` | Add momentum-slice candidate rows for paired S/R cohort comparison |
 | `BACKTEST_RESEARCH_EXITS=1` | Adds the rejected take-profit exit rows to the exit comparison |
 | `BACKTEST_ATR_TARGET_FALLBACK=k` | Synthesizes a k×ATR target where S/R offers none |
 | `BACKTEST_FALLBACK_CLEAR_AIR_ONLY=1` | Restricts that fallback to setups with genuinely no structure ahead |
diff --git a/app/routers/sr_levels.py b/app/routers/sr_levels.py
index a0767da..716649e 100644
--- a/app/routers/sr_levels.py
+++ b/app/routers/sr_levels.py
@@ -15,7 +15,12 @@ router = APIRouter(tags=["sr-levels"])
 @router.get("/sr-levels/{symbol}", response_model=APIEnvelope)
 async def read_sr_levels(
     symbol: str,
-    tolerance: float = Query(0.005, ge=0, le=0.1, description="Merge tolerance (default 0.5%)"),
+    tolerance: float | None = Query(
+        None,
+        ge=0,
+        le=0.1,
+        description="Merge tolerance as fraction of price; omit for ATR-adaptive default",
+    ),
     max_zones: int = Query(6, ge=0, description="Max S/R zones to return (default 6)"),
     _user=Depends(require_access),
     db: AsyncSession = Depends(get_db),
diff --git a/app/schemas/sr_level.py b/app/schemas/sr_level.py
index 246c5ac..49461fe 100644
--- a/app/schemas/sr_level.py
+++ b/app/schemas/sr_level.py
@@ -15,7 +15,9 @@ class SRLevelResult(BaseModel):
     price_level: float
     type: Literal["support", "resistance"]
     strength: int = Field(ge=0, le=100)
-    detection_method: Literal["volume_profile", "pivot_point", "merged"]
+    detection_method: Literal[
+        "volume_profile", "pivot_point", "merged", "round_number"
+    ]
     created_at: datetime
 
 
diff --git a/app/services/backtest_service.py b/app/services/backtest_service.py
index 420f5e7..91883de 100644
--- a/app/services/backtest_service.py
+++ b/app/services/backtest_service.py
@@ -67,6 +67,7 @@ from app.services.qualification import (
 from app.services.recommendation_service import (
     _choose_recommended_action,
     _classify_by_probability,
+    _gate_eligible_levels,
     _prune_floor_pinned_targets,
     _risk_level_from_conflicts,
     _select_primary_target,
@@ -81,7 +82,7 @@ from app.services.scoring_service import (
     compute_momentum_from_closes,
     compute_technical_from_arrays,
 )
-from app.services.sr_service import detect_sr_levels
+from app.services.sr_service import MAX_LEVELS, detect_sr_levels, detect_sr_levels_legacy
 
 logger = logging.getLogger(__name__)
 
@@ -120,11 +121,58 @@ def _wrap_levels(level_dicts: list[dict]) -> list[Any]:
             price_level=float(d["price_level"]),
             type=d["type"],
             strength=int(d["strength"]),
+            detection_method=d.get("detection_method", "unknown"),
+            sources=list(d.get("sources") or [d.get("detection_method", "unknown")]),
+            rejection_count=int(d.get("rejection_count", 0) or 0),
+            last_rejection_age=d.get("last_rejection_age"),
         )
         for i, d in enumerate(level_dicts)
     ]
 
 
+SR_RESEARCH_VARIANTS = {
+    "production_control",
+    "rr_aligned_control",
+    "rewrite",
+    "soft_zones",
+    "confirmed_rounds",
+    "gate_v2",
+}
+
+
+def _sr_research_variant() -> str:
+    """S/R policy arm for local research; never read by the live scanner."""
+    value = os.getenv("BACKTEST_SR_VARIANT", "rewrite").strip().lower()
+    if value not in SR_RESEARCH_VARIANTS:
+        allowed = ", ".join(sorted(SR_RESEARCH_VARIANTS))
+        raise ValueError(f"Unknown BACKTEST_SR_VARIANT={value!r}; expected one of {allowed}")
+    return value
+
+
+def _backtest_entry_bounds() -> tuple[date | None, date | None]:
+    """Optional research-only entry bounds used to protect validation data."""
+    parsed: list[date | None] = []
+    for key in ("BACKTEST_ENTRY_START", "BACKTEST_ENTRY_END"):
+        raw = os.getenv(key, "").strip()
+        if not raw:
+            parsed.append(None)
+            continue
+        try:
+            parsed.append(date.fromisoformat(raw))
+        except ValueError as exc:
+            raise ValueError(f"{key} must be YYYY-MM-DD, got {raw!r}") from exc
+    start, end = parsed
+    if start is not None and end is not None and start > end:
+        raise ValueError("BACKTEST_ENTRY_START must be on or before BACKTEST_ENTRY_END")
+    return start, end
+
+
+def _sr_audit_enabled() -> bool:
+    return os.getenv("BACKTEST_SR_AUDIT", "").strip().lower() in {
+        "1", "true", "yes", "on",
+    }
+
+
 def _atr_target_fallback_k() -> float | None:
     """Research ablation: k for a synthetic k*ATR target when a direction has no
     S/R level to aim at. Off (None) by default, which is production behavior —
@@ -219,10 +267,28 @@ def _window_setups(
     if atr <= 0:
         return []
 
-    sr_levels = _wrap_levels(detect_sr_levels(highs, lows, closes, volumes))
+    sr_variant = _sr_research_variant()
+    if sr_variant in {"production_control", "rr_aligned_control"}:
+        detected_levels = detect_sr_levels_legacy(highs, lows, closes, volumes)
+    else:
+        detector_cap = 0 if sr_variant == "gate_v2" else MAX_LEVELS
+        detected_levels = detect_sr_levels(
+            highs, lows, closes, volumes, max_levels=detector_cap
+        )
+    sr_levels = _wrap_levels(detected_levels)
     if not sr_levels:
         return []
 
+    gate_levels = _gate_eligible_levels(
+        sr_levels,
+        confirmed_rounds_only=sr_variant in {"confirmed_rounds", "gate_v2"},
+    )
+    zone_strength_mode = (
+        "soft"
+        if sr_variant in {"soft_zones", "confirmed_rounds", "gate_v2"}
+        else "sum"
+    )
+
     technical = (compute_technical_from_arrays(highs, lows, closes, volumes)[0]) or 50.0
     momentum = (compute_momentum_from_closes(closes)[0]) or 50.0
     dim_scores = {"technical": technical, "momentum": momentum}
@@ -237,7 +303,11 @@ def _window_setups(
     per_dir: dict[str, dict] = {}
     for direction in ("long", "short"):
         stop = entry - atr * ATR_MULTIPLIER if direction == "long" else entry + atr * ATR_MULTIPLIER
-        zone_levels = _zone_representative_levels(sr_levels, entry)
+        zone_levels = _zone_representative_levels(
+            gate_levels,
+            entry,
+            strength_mode=zone_strength_mode,
+        )
         targets = target_generator.generate_targets(direction, entry, stop, zone_levels, atr)
         if not targets:
             fallback_k = _atr_target_fallback_k()
@@ -254,7 +324,15 @@ def _window_setups(
         # Collapse duplicate floor-pinned lottery targets (parity with
         # enhance_trade_setup).
         targets = _prune_floor_pinned_targets(targets)
-        primary = _select_primary_target(targets)
+        primary_min_rr = (
+            1.5
+            if sr_variant == "production_control"
+            else float(activation.get("min_rr", 0.0))
+        )
+        primary = _select_primary_target(
+            targets,
+            min_rr=primary_min_rr,
+        )
         if primary is None:
             continue
         # Flag the primary so qualification's EV uses the primary target's
@@ -309,6 +387,18 @@ def _window_setups(
             "meets_core": meets_core,
             "action": action,
             "risk_level": risk_level,
+            "sr_variant": sr_variant,
+            "primary_sources": list(primary.get("sr_sources") or []),
+            "primary_strength": float(primary.get("sr_strength", 0.0)),
+            "primary_rejection_count": int(
+                primary.get("sr_rejection_count", 0) or 0
+            ),
+            "primary_last_rejection_age": primary.get("sr_last_rejection_age"),
+            "primary_distance_atr": float(
+                primary.get("distance_atr_multiple", 0.0)
+            ),
+            "raw_level_count": len(sr_levels),
+            "gate_level_count": len(gate_levels),
         })
     return out
 
@@ -399,7 +489,13 @@ def _replay_ticker(
     if n < MIN_LOOKBACK + HORIZON:
         return candidates
 
+    entry_start, entry_end = _backtest_entry_bounds()
     for i in range(MIN_LOOKBACK - 1, n - HORIZON, STEP_DAYS):
+        as_of = records[i].date
+        if entry_start is not None and as_of < entry_start:
+            continue
+        if entry_end is not None and as_of > entry_end:
+            continue
         window = records[: i + 1]
         forward = records[i + 1 :]
         forward_bars = [Bar(date=r.date, high=r.high, low=r.low) for r in forward]
@@ -458,6 +554,14 @@ def _replay_ticker(
                 # every candidate looks NEUTRAL and the ablation rows collapse.
                 "action": s["action"],
                 "risk_level": s["risk_level"],
+                "sr_variant": s["sr_variant"],
+                "primary_sources": s["primary_sources"],
+                "primary_strength": s["primary_strength"],
+                "primary_rejection_count": s["primary_rejection_count"],
+                "primary_last_rejection_age": s["primary_last_rejection_age"],
+                "primary_distance_atr": s["primary_distance_atr"],
+                "raw_level_count": s["raw_level_count"],
+                "gate_level_count": s["gate_level_count"],
                 "outcome": outcome,
                 "target_hit": target_hit,
                 "realized_r": realized_r,
@@ -518,6 +622,84 @@ def _robustness_stats(net_rs: list[float]) -> dict:
     }
 
 
+def _sr_variant_diagnostics(candidates: list[dict]) -> dict:
+    """Compact evidence audit for the active local S/R research arm."""
+    source_counts: dict[str, int] = defaultdict(int)
+    round_only = 0
+    strengths: list[float] = []
+    distances: list[float] = []
+    rejections: list[int] = []
+    raw_counts: list[int] = []
+    gate_counts: list[int] = []
+    for cand in candidates:
+        sources = list(cand.get("primary_sources") or [])
+        for source in sources:
+            source_counts[str(source)] += 1
+        if set(sources) == {"round_number"}:
+            round_only += 1
+        strengths.append(float(cand.get("primary_strength", 0.0)))
+        distances.append(float(cand.get("primary_distance_atr", 0.0)))
+        rejections.append(int(cand.get("primary_rejection_count", 0) or 0))
+        raw_counts.append(int(cand.get("raw_level_count", 0) or 0))
+        gate_counts.append(int(cand.get("gate_level_count", 0) or 0))
+
+    def avg(values: list[float] | list[int]) -> float | None:
+        return round(sum(values) / len(values), 3) if values else None
+
+    return {
+        "variant": _sr_research_variant(),
+        "candidate_count": len(candidates),
+        "primary_source_counts": dict(sorted(source_counts.items())),
+        "primary_round_only": round_only,
+        "primary_strength_100": sum(1 for value in strengths if value >= 100.0),
+        "avg_primary_strength": avg(strengths),
+        "avg_primary_distance_atr": avg(distances),
+        "avg_primary_rejection_count": avg(rejections),
+        "avg_raw_level_count": avg(raw_counts),
+        "avg_gate_level_count": avg(gate_counts),
+    }
+
+
+def _sr_candidate_audit(candidates: list[dict], min_percentile: float) -> list[dict] | None:
+    """Candidate-level audit for paired S/R variant comparisons.
+
+    Limit the sidecar population to the long momentum slice that could reach
+    production qualification. This keeps reports reviewable while retaining
+    gate failures, additions, removals, and portfolio-relevant near misses.
+    """
+    if not _sr_audit_enabled():
+        return None
+    rows: list[dict] = []
+    for cand in candidates:
+        percentile = cand.get(PRODUCTION_PERCENTILE_KEY)
+        if cand.get("direction") != "long" or percentile is None:
+            continue
+        if float(percentile) < min_percentile:
+            continue
+        rows.append({
+            "symbol": cand["symbol"],
+            "date": cand["date"],
+            "direction": cand["direction"],
+            "qualified": bool(cand.get("qualified")),
+            "meets_core": bool(cand.get("meets_core")),
+            "momentum_percentile": round(float(percentile), 6),
+            "strategy_rank": round(float(cand.get(RESIDUAL_HIGH_VOL_BLEND_KEY, 0.0) or 0.0), 6),
+            "rr": round(float(cand.get("rr", 0.0)), 6),
+            "primary_prob": round(float(cand.get("primary_prob", 0.0)), 6),
+            "primary_sources": list(cand.get("primary_sources") or []),
+            "primary_strength": round(float(cand.get("primary_strength", 0.0)), 3),
+            "primary_rejection_count": int(cand.get("primary_rejection_count", 0) or 0),
+            "primary_distance_atr": round(float(cand.get("primary_distance_atr", 0.0)), 6),
+            "raw_level_count": int(cand.get("raw_level_count", 0) or 0),
+            "gate_level_count": int(cand.get("gate_level_count", 0) or 0),
+            "outcome": cand.get("outcome"),
+            "net_r": round(float(cand.get("realized_r", 0.0)) - _cost_r(cand), 6),
+            "hold30_r": round(float((cand.get("time_r") or {}).get(30, 0.0)), 6),
+        })
+    rows.sort(key=lambda row: (row["date"], row["symbol"], row["direction"]))
+    return rows
+
+
 # The fixed take-profit and trailing-stop sweeps were retired 2026-07: swept
 # TPs never found an interior optimum (momentum's edge lives in the right tail)
 # and wide trails converged to the hold-to-horizon exit, so the time-exit sweep
@@ -2851,6 +3033,15 @@ async def run_backtest(
             "horizon_days": HORIZON,
             "min_lookback": MIN_LOOKBACK,
             "cost_per_side_pct": round(COST_PER_SIDE * 100, 3),
+            "sr_variant": _sr_research_variant(),
+            "entry_start": (
+                _backtest_entry_bounds()[0].isoformat()
+                if _backtest_entry_bounds()[0] is not None else None
+            ),
+            "entry_end": (
+                _backtest_entry_bounds()[1].isoformat()
+                if _backtest_entry_bounds()[1] is not None else None
+            ),
         },
         "activation": activation,
         "overall_qualified": _bucket_stats(qualified),
@@ -2914,6 +3105,8 @@ async def run_backtest(
         "portfolio_monitor": portfolio_monitor_report,
         "holdout": holdout_report,
         "min_rr_sweep": min_rr_sweep_report,
+        "sr_variant_diagnostics": _sr_variant_diagnostics(candidates),
+        "sr_candidate_audit": _sr_candidate_audit(candidates, current_min_pct),
         "signal_eval": _signal_evaluation(collected),
         "signal_eval_note": (
             "Cross-sectional rank-IC of price-only signals vs the forward "
diff --git a/app/services/indicator_service.py b/app/services/indicator_service.py
index 2e73e66..267e96a 100644
--- a/app/services/indicator_service.py
+++ b/app/services/indicator_service.py
@@ -256,6 +256,12 @@ def compute_volume_profile(
 ) -> dict[str, Any]:
     """Compute Volume Profile: POC, Value Area, HVN, LVN.
 
+    Volume is assigned to the bin containing each bar's **close** (no
+    double-counting across the high–low span).
+
+    HVN = local peaks in the volume histogram (not every bin above mean).
+    LVN = local valleys in the histogram.
+
     Score: proximity of latest close to POC (closer = higher).
     """
     n = len(closes)
@@ -275,14 +281,18 @@ def compute_volume_profile(
         price_min + (i + 0.5) * bin_width for i in range(num_bins)
     ]
 
+    # Assign each bar's full volume to the close's bin only.
     for i in range(n):
-        # Distribute volume across bins the bar spans
-        bar_low, bar_high = lows[i], highs[i]
-        for b in range(num_bins):
-            bl = price_min + b * bin_width
-            bh = bl + bin_width
-            if bar_high >= bl and bar_low <= bh:
-                bins[b] += volumes[i]
+        c = closes[i]
+        if c <= price_min:
+            b = 0
+        elif c >= price_max:
+            b = num_bins - 1
+        else:
+            b = int((c - price_min) / bin_width)
+            if b >= num_bins:
+                b = num_bins - 1
+        bins[b] += volumes[i]
 
     total_vol = sum(bins)
     if total_vol == 0:
@@ -304,10 +314,17 @@ def compute_volume_profile(
     va_low = round(price_min + min(va_indices) * bin_width, 4)
     va_high = round(price_min + (max(va_indices) + 1) * bin_width, 4)
 
-    # HVN / LVN: bins above/below average volume
+    # HVN / LVN: local peaks / valleys (require above/below mean to skip noise)
     avg_vol = total_vol / num_bins
-    hvn = [round(bin_prices[i], 4) for i in range(num_bins) if bins[i] > avg_vol]
-    lvn = [round(bin_prices[i], 4) for i in range(num_bins) if bins[i] < avg_vol]
+    hvn: list[float] = []
+    lvn: list[float] = []
+    for i in range(num_bins):
+        left = bins[i - 1] if i > 0 else bins[i]
+        right = bins[i + 1] if i < num_bins - 1 else bins[i]
+        if bins[i] > left and bins[i] > right and bins[i] > avg_vol:
+            hvn.append(round(bin_prices[i], 4))
+        elif bins[i] < left and bins[i] < right and bins[i] < avg_vol:
+            lvn.append(round(bin_prices[i], 4))
 
     # Score: proximity of latest close to POC
     latest = closes[-1]
@@ -333,10 +350,14 @@ def compute_pivot_points(
     lows: list[float],
     closes: list[float],
     window: int = 2,
+    min_prominence: float | None = None,
 ) -> dict[str, Any]:
     """Detect swing highs/lows as pivot points.
 
     A swing high at index *i* means highs[i] >= all highs in [i-window, i+window].
+    When *min_prominence* is set, only keep swings whose window range
+    (max high − min low) is at least that amount — filters tiny noise fractals.
+
     Score: based on number of pivots near current price.
     """
     n = len(closes)
@@ -349,12 +370,24 @@ def compute_pivot_points(
     swing_lows: list[float] = []
 
     for i in range(window, n - window):
+        lo = i - window
+        hi = i + window + 1
         # Swing high
-        if all(highs[i] >= highs[j] for j in range(i - window, i + window + 1)):
-            swing_highs.append(round(highs[i], 4))
+        if all(highs[i] >= highs[j] for j in range(lo, hi)):
+            if min_prominence is None or min_prominence <= 0:
+                swing_highs.append(round(highs[i], 4))
+            else:
+                depth = highs[i] - min(lows[j] for j in range(lo, hi))
+                if depth >= min_prominence:
+                    swing_highs.append(round(highs[i], 4))
         # Swing low
-        if all(lows[i] <= lows[j] for j in range(i - window, i + window + 1)):
-            swing_lows.append(round(lows[i], 4))
+        if all(lows[i] <= lows[j] for j in range(lo, hi)):
+            if min_prominence is None or min_prominence <= 0:
+                swing_lows.append(round(lows[i], 4))
+            else:
+                depth = max(highs[j] for j in range(lo, hi)) - lows[i]
+                if depth >= min_prominence:
+                    swing_lows.append(round(lows[i], 4))
 
     all_pivots = swing_highs + swing_lows
     latest = closes[-1]
diff --git a/app/services/recommendation_service.py b/app/services/recommendation_service.py
index 6099c59..0e89fec 100644
--- a/app/services/recommendation_service.py
+++ b/app/services/recommendation_service.py
@@ -56,7 +56,40 @@ def _clamp(value: float, low: float, high: float) -> float:
     return max(low, min(high, value))
 
 
-def _zone_representative_levels(sr_levels: list[SRLevel], entry_price: float) -> list[Any]:
+def _gate_eligible_levels(
+    sr_levels: list[Any],
+    *,
+    confirmed_rounds_only: bool = False,
+    min_round_rejections: int = 2,
+) -> list[Any]:
+    """Return structures allowed to influence entry qualification.
+
+    Round numbers remain useful visual landmarks, but an untouched standalone
+    round number is not observed market structure. Research variants can require
+    either confluence with a pivot/volume source or distinct rejection clusters
+    before such a level is allowed to manufacture a gate target.
+    """
+    if not confirmed_rounds_only:
+        return list(sr_levels)
+
+    eligible: list[Any] = []
+    for level in sr_levels:
+        sources = set(getattr(level, "sources", None) or [
+            getattr(level, "detection_method", "unknown")
+        ])
+        is_round_only = sources == {"round_number"}
+        rejections = int(getattr(level, "rejection_count", 0) or 0)
+        if not is_round_only or rejections >= min_round_rejections:
+            eligible.append(level)
+    return eligible
+
+
+def _zone_representative_levels(
+    sr_levels: list[SRLevel],
+    entry_price: float,
+    *,
+    strength_mode: str = "sum",
+) -> list[Any]:
     """Collapse near-duplicate S/R levels into one representative per zone.
 
     Targets are generated from these representatives, so a clustered wall (e.g.
@@ -71,11 +104,25 @@ def _zone_representative_levels(sr_levels: list[SRLevel], entry_price: float) ->
     if not sr_levels or entry_price <= 0:
         return list(sr_levels)
 
-    level_dicts = [
-        {"price_level": float(lv.price_level), "strength": int(lv.strength), "type": lv.type}
-        for lv in sr_levels
-    ]
-    zones = cluster_sr_zones(level_dicts, entry_price, tolerance=_SR_ZONE_TOLERANCE)
+    level_dicts = []
+    for lv in sr_levels:
+        level_dicts.append({
+            "price_level": float(lv.price_level),
+            "strength": int(lv.strength),
+            "type": lv.type,
+            "detection_method": getattr(lv, "detection_method", "unknown"),
+            "sources": list(getattr(lv, "sources", None) or [
+                getattr(lv, "detection_method", "unknown")
+            ]),
+            "rejection_count": int(getattr(lv, "rejection_count", 0) or 0),
+            "last_rejection_age": getattr(lv, "last_rejection_age", None),
+        })
+    zones = cluster_sr_zones(
+        level_dicts,
+        entry_price,
+        tolerance=_SR_ZONE_TOLERANCE,
+        strength_mode=strength_mode,
+    )
 
     reps: list[Any] = []
     for zone in zones:
@@ -94,6 +141,10 @@ def _zone_representative_levels(sr_levels: list[SRLevel], entry_price: float) ->
                 price_level=float(near_edge),
                 type=zone["type"],
                 strength=int(zone["strength"]),
+                detection_method=getattr(strongest, "detection_method", "unknown"),
+                sources=list(zone.get("sources") or []),
+                rejection_count=int(zone.get("rejection_count", 0)),
+                last_rejection_age=zone.get("last_rejection_age"),
             )
         )
     return reps
@@ -312,6 +363,15 @@ class TargetGenerator:
                     "classification": "Moderate",
                     "sr_level_id": int(level.id),
                     "sr_strength": float(level.strength),
+                    "sr_sources": list(getattr(level, "sources", None) or [
+                        getattr(level, "detection_method", "unknown")
+                    ]),
+                    "sr_rejection_count": int(
+                        getattr(level, "rejection_count", 0) or 0
+                    ),
+                    "sr_last_rejection_age": getattr(
+                        level, "last_rejection_age", None
+                    ),
                     "quality": float(quality),
                 }
             )
@@ -581,7 +641,6 @@ def build_recommendation_snapshot(
     }
 
 
-PRIMARY_TARGET_MIN_RR = 1.5
 # Below this the target is a lottery ticket. Shared with the activation gate
 # (qualification.MIN_TARGET_PROBABILITY) so the primary selection and the gate
 # agree on what counts as a probability-backed target.
@@ -610,7 +669,7 @@ def _prune_floor_pinned_targets(targets: list[dict]) -> list[dict]:
 
 def _select_primary_target(
     targets: list[dict],
-    min_rr: float = PRIMARY_TARGET_MIN_RR,
+    min_rr: float,
     min_probability: float = PRIMARY_TARGET_MIN_PROBABILITY,
 ) -> dict | None:
     """Primary = the most LIKELY target that still offers real asymmetry.
@@ -651,6 +710,7 @@ async def enhance_trade_setup(
     sr_levels: list[SRLevel],
     sentiment_classification: str | None,
     atr_value: float,
+    primary_min_rr: float,
     available_directions: set[str] | None = None,
 ) -> TradeSetup:
     config = await get_recommendation_config(db)
@@ -698,7 +758,7 @@ async def enhance_trade_setup(
     # _select_primary_target), not the old quality-score pick that ignored
     # probability. Sync the setup's headline target/rr_ratio so the chart, gate
     # and outcome eval all agree with the table's starred row.
-    primary = _select_primary_target(targets)
+    primary = _select_primary_target(targets, min_rr=primary_min_rr)
     if primary is not None:
         for target in targets:
             target["is_primary"] = target is primary
diff --git a/app/services/rr_scanner_service.py b/app/services/rr_scanner_service.py
index 1884777..ce68d09 100644
--- a/app/services/rr_scanner_service.py
+++ b/app/services/rr_scanner_service.py
@@ -412,6 +412,7 @@ async def scan_ticker(
     momentum_percentile: float | None = None,
     strategy_rank: float | None = None,
     volatility_percentile: float | None = None,
+    primary_min_rr: float | None = None,
 ) -> list[TradeSetup]:
     """Scan a single ticker for trade setups meeting the R:R threshold.
 
@@ -421,6 +422,14 @@ async def scan_ticker(
     production ordering score used for top-pick ranking."""
     ticker = await _get_ticker(db, symbol)
 
+    if primary_min_rr is None:
+        # Direct single-ticker scans still use the same activation threshold as
+        # qualification. scan_all_tickers resolves this once for the universe.
+        from app.services.admin_service import get_activation_config
+
+        activation = await get_activation_config(db)
+        primary_min_rr = float(activation.get("min_rr", rr_threshold))
+
     records = await query_ohlcv(db, symbol)
     if not records or len(records) < 15:
         logger.info(
@@ -558,6 +567,7 @@ async def scan_ticker(
                 sr_levels=sr_levels,
                 sentiment_classification=sentiment_classification,
                 atr_value=atr_value,
+                primary_min_rr=primary_min_rr,
                 available_directions=available_directions,
             )
             enhanced_setups.append(enhanced)
@@ -610,6 +620,16 @@ async def scan_all_tickers(
         logger.exception("Activation ranking refresh failed")
         ranks = {}
 
+    try:
+        from app.services.admin_service import get_activation_config
+
+        activation = await get_activation_config(db)
+        primary_min_rr = float(activation.get("min_rr", rr_threshold))
+    except Exception:
+        await db.rollback()
+        logger.exception("Activation config load failed; using scanner R:R floor")
+        primary_min_rr = rr_threshold
+
     all_setups: list[TradeSetup] = []
     for index, symbol in enumerate(symbols):
         if progress_callback is not None:
@@ -641,6 +661,7 @@ async def scan_all_tickers(
                 momentum_percentile=(ranks.get(symbol) or {}).get("momentum_percentile"),
                 strategy_rank=(ranks.get(symbol) or {}).get("strategy_rank"),
                 volatility_percentile=(ranks.get(symbol) or {}).get("volatility_percentile"),
+                primary_min_rr=primary_min_rr,
             )
             all_setups.extend(setups)
         except Exception:
diff --git a/app/services/sr_service.py b/app/services/sr_service.py
index 733c765..b9a9098 100644
--- a/app/services/sr_service.py
+++ b/app/services/sr_service.py
@@ -1,12 +1,15 @@
 """S/R Detector service.
 
-Detects support/resistance levels from Volume Profile (HVN/LVN) and
-Pivot Points (swing highs/lows), assigns strength scores, merges nearby
-levels, tags as support/resistance, and persists to DB.
+Detects support/resistance levels from Volume Profile (POC/VA/HVN peaks)
+and Pivot Points (prominent swing highs/lows), plus light psychological
+round numbers. Scores by rejection-weighted recent touches, merges nearby
+levels with ATR-adaptive tolerance, tags support/resistance, caps count,
+and persists to DB.
 """
 
 from __future__ import annotations
 
+import math
 from datetime import datetime
 
 from sqlalchemy import delete, select
@@ -17,12 +20,43 @@ from app.models.sr_level import SRLevel
 from app.models.ticker import Ticker
 from app.services.indicator_service import (
     _extract_ohlcv,
+    compute_atr,
     compute_pivot_points,
     compute_volume_profile,
 )
 from app.services.price_service import query_ohlcv
 
-DEFAULT_TOLERANCE = 0.005  # 0.5%
+# ---------------------------------------------------------------------------
+# Tunable constants (keep detection pure / deterministic)
+# ---------------------------------------------------------------------------
+
+DEFAULT_TOLERANCE = 0.005  # fallback when ATR unavailable; also API legacy default
+
+VP_LOOKBACK = 252
+TOUCH_LOOKBACK = 252
+PIVOT_LOOKBACK = 504
+PIVOT_PROMINENCE_ATR = 0.75
+PIVOT_PROMINENCE_PCT = 0.006
+
+MERGE_TOL_ATR_MULT = 0.35
+MERGE_TOL_MIN = 0.004  # 0.4%
+MERGE_TOL_MAX = 0.015  # 1.5%
+
+MAX_LEVELS = 16
+STRENGTH_HALF_LIFE = 60  # bars
+# Raw respect score is soft-mapped to 0–100 (see _raw_to_strength).
+STRENGTH_SCALE = 8.0
+STRENGTH_SOFT_K = 35.0  # higher → slower approach to 100
+
+ROUND_NUMBER_RANGE = 0.15  # ±15% of spot
+ROUND_NUMBER_MAX = 8
+
+# Base strength seed before touch scoring (method priors)
+_METHOD_BASE_STRENGTH = {
+    "volume_profile": 12,
+    "pivot_point": 8,
+    "round_number": 4,
+}
 
 
 async def _get_ticker(db: AsyncSession, symbol: str) -> Ticker:
@@ -35,36 +69,235 @@ async def _get_ticker(db: AsyncSession, symbol: str) -> Ticker:
     return ticker
 
 
-def _count_price_touches(
+def _slice_tail(
+    highs: list[float],
+    lows: list[float],
+    closes: list[float],
+    volumes: list[int],
+    lookback: int,
+) -> tuple[list[float], list[float], list[float], list[int]]:
+    """Return the last *lookback* bars (or all if shorter)."""
+    n = len(closes)
+    if lookback <= 0 or n <= lookback:
+        return highs, lows, closes, volumes
+    start = n - lookback
+    return highs[start:], lows[start:], closes[start:], volumes[start:]
+
+
+def _atr_pct(
+    highs: list[float],
+    lows: list[float],
+    closes: list[float],
+) -> float | None:
+    """ATR as a fraction of last close, or None if insufficient data."""
+    try:
+        result = compute_atr(highs, lows, closes)
+    except ValidationError:
+        return None
+    atr = result["atr"]
+    last = closes[-1]
+    if last == 0:
+        return None
+    return atr / last
+
+
+def _merge_tolerance(
+    highs: list[float],
+    lows: list[float],
+    closes: list[float],
+    tolerance: float | None,
+) -> float:
+    """Resolve merge tolerance: explicit value or ATR-adaptive clamp."""
+    if tolerance is not None:
+        return tolerance
+    atr_frac = _atr_pct(highs, lows, closes)
+    if atr_frac is None:
+        return DEFAULT_TOLERANCE
+    return max(MERGE_TOL_MIN, min(MERGE_TOL_MAX, MERGE_TOL_ATR_MULT * atr_frac))
+
+
+def _bar_respect_weight(
+    price_level: float,
+    high: float,
+    low: float,
+    close: float,
+    prev_close: float | None,
+    tolerance: float,
+) -> float:
+    """Weight for how much a bar *respects* a level (not mere occupancy).
+
+    Only bars whose high/low **probes near the level** and closes away from
+    that extreme count as rejections. Full-range pass-throughs score near zero.
+    """
+    tol = price_level * tolerance if price_level != 0 else tolerance
+    if tol <= 0:
+        tol = abs(price_level) * DEFAULT_TOLERANCE if price_level else DEFAULT_TOLERANCE
+    # Tight probe band: ~0.4% of price (capped), not 2× merge tolerance
+    band = min(max(abs(price_level) * 0.004, tol * 0.35), abs(price_level) * 0.008)
+    if band <= 0:
+        band = abs(price_level) * 0.004 if price_level else 0.01
+
+    if high + band < price_level or low - band > price_level:
+        return 0.0
+
+    bar_range = high - low
+    # Support test: low probes near level, close recovers above
+    support_test = abs(low - price_level) <= band and close > price_level
+    if support_test and bar_range > 0:
+        support_test = (close - low) >= 0.25 * bar_range
+    # Resistance test: high probes near level, close rejects below
+    resist_test = abs(high - price_level) <= band and close < price_level
+    if resist_test and bar_range > 0:
+        resist_test = (high - close) >= 0.25 * bar_range
+
+    if support_test or resist_test:
+        return 1.0
+
+    # Clear directional pass-through — barely counts
+    if (
+        prev_close is not None
+        and (prev_close - price_level) * (close - price_level) < 0
+        and low < price_level - tol
+        and high > price_level + tol
+    ):
+        return 0.1
+
+    return 0.0
+
+
+def _raw_to_strength(raw: float) -> int:
+    """Map unbounded raw score to 0–100 with soft saturation (no hard pin)."""
+    if raw <= 0:
+        return 0
+    # 1 - e^(-raw/k): raw=k → ~63, 2k → ~86, 3k → ~95
+    return max(0, min(100, int(round(100.0 * (1.0 - math.exp(-raw / STRENGTH_SOFT_K))))))
+
+
+def _respect_evidence(
     price_level: float,
     highs: list[float],
     lows: list[float],
     closes: list[float],
     tolerance: float = DEFAULT_TOLERANCE,
-) -> int:
-    """Count how many bars touched/respected a price level within tolerance."""
-    count = 0
-    tol = price_level * tolerance if price_level != 0 else tolerance
-    for i in range(len(closes)):
-        # A bar "touches" the level if the level is within the bar's range
-        # (within tolerance)
-        if lows[i] - tol <= price_level <= highs[i] + tol:
-            count += 1
-    return count
+    base: int = 0,
+    half_life: float = STRENGTH_HALF_LIFE,
+    lookback: int = TOUCH_LOOKBACK,
+    cooldown: int = 3,
+) -> dict[str, float | int | None]:
+    """Return rejection evidence and its soft-mapped strength.
 
-
-def _strength_from_touches(touches: int, total_bars: int) -> int:
-    """Convert touch count to a 0-100 strength score.
-
-    More touches relative to total bars = higher strength.
-    Cap at 100.
+    *cooldown* bars after a full rejection are ignored so multi-day chop at a
+    level counts as one test cluster, not N identical rejections.
     """
-    if total_bars == 0:
-        return 0
-    # Scale: each touch contributes proportionally, with a multiplier
-    # so that a level touched ~20% of bars gets score ~100
-    raw = (touches / total_bars) * 500.0
-    return max(0, min(100, int(round(raw))))
+    n = len(closes)
+    if n == 0:
+        return {
+            "strength": _raw_to_strength(float(base)),
+            "rejection_count": 0,
+            "last_rejection_age": None,
+            "weighted_respects": 0.0,
+        }
+
+    start = max(0, n - lookback) if lookback > 0 else 0
+    weighted = 0.0
+    rejection_count = 0
+    last_rejection_age: int | None = None
+    next_ok = start
+    for i in range(start, n):
+        age = n - 1 - i
+        decay = 0.5 ** (age / half_life) if half_life > 0 else 1.0
+        prev = closes[i - 1] if i > 0 else None
+        w = _bar_respect_weight(
+            price_level, highs[i], lows[i], closes[i], prev, tolerance
+        )
+        if w >= 0.9:
+            if i < next_ok:
+                continue
+            weighted += decay * w
+            rejection_count += 1
+            if last_rejection_age is None or age < last_rejection_age:
+                last_rejection_age = age
+            next_ok = i + max(cooldown, 1)
+        elif w > 0:
+            weighted += decay * w
+
+    raw = float(base) + weighted * STRENGTH_SCALE
+    return {
+        "strength": _raw_to_strength(raw),
+        "rejection_count": rejection_count,
+        "last_rejection_age": last_rejection_age,
+        "weighted_respects": round(weighted, 6),
+    }
+
+
+def _strength_from_respects(
+    price_level: float,
+    highs: list[float],
+    lows: list[float],
+    closes: list[float],
+    tolerance: float = DEFAULT_TOLERANCE,
+    base: int = 0,
+    half_life: float = STRENGTH_HALF_LIFE,
+    lookback: int = TOUCH_LOOKBACK,
+    cooldown: int = 3,
+) -> int:
+    """Compatibility wrapper returning only the evidence-derived strength."""
+    return int(_respect_evidence(
+        price_level,
+        highs,
+        lows,
+        closes,
+        tolerance,
+        base,
+        half_life,
+        lookback,
+        cooldown,
+    )["strength"])
+
+
+def _round_number_candidates(
+    current_price: float,
+    range_pct: float = ROUND_NUMBER_RANGE,
+    max_count: int = ROUND_NUMBER_MAX,
+) -> list[float]:
+    """Psychological round levels near spot (cheap order-magnet candidates)."""
+    if current_price <= 0:
+        return []
+
+    if current_price < 5:
+        steps = [0.5, 1.0]
+    elif current_price < 20:
+        steps = [1.0, 5.0]
+    elif current_price < 100:
+        steps = [5.0, 10.0, 25.0]
+    elif current_price < 500:
+        steps = [10.0, 25.0, 50.0, 100.0]
+    else:
+        steps = [25.0, 50.0, 100.0, 250.0]
+
+    lo = current_price * (1.0 - range_pct)
+    hi = current_price * (1.0 + range_pct)
+    found: set[float] = set()
+
+    for step in steps:
+        if step <= 0:
+            continue
+        # Start at first multiple at or below lo
+        k = math.floor(lo / step)
+        while True:
+            level = round(k * step, 4)
+            if level > hi + step:
+                break
+            if lo <= level <= hi and level > 0:
+                # Skip levels that are essentially current price
+                if abs(level - current_price) / current_price > 0.001:
+                    found.add(level)
+            k += 1
+            if k > 1_000_000:  # safety
+                break
+
+    ordered = sorted(found, key=lambda p: abs(p - current_price))
+    return ordered[:max_count]
 
 
 def _extract_candidate_levels(
@@ -73,55 +306,194 @@ def _extract_candidate_levels(
     closes: list[float],
     volumes: list[int],
 ) -> list[tuple[float, str]]:
-    """Extract candidate S/R levels from Volume Profile and Pivot Points.
+    """Extract candidate S/R levels from VP nodes, prominent pivots, rounds.
 
     Returns list of (price_level, detection_method) tuples.
     """
     candidates: list[tuple[float, str]] = []
+    if not closes:
+        return candidates
 
-    # Volume Profile: HVN and LVN as candidate levels
+    current_price = closes[-1]
+
+    # --- Volume profile on recent window ---
+    vp_h, vp_l, vp_c, vp_v = _slice_tail(
+        highs, lows, closes, volumes, VP_LOOKBACK
+    )
     try:
-        vp = compute_volume_profile(highs, lows, closes, volumes)
+        vp = compute_volume_profile(vp_h, vp_l, vp_c, vp_v)
+        # Structural VP levels: POC, value-area edges, local HVN peaks.
+        # LVN intentionally omitted (rejection voids ≠ support/resistance lines).
+        for key in ("poc", "value_area_low", "value_area_high"):
+            price = vp.get(key)
+            if price is not None and price > 0:
+                candidates.append((float(price), "volume_profile"))
         for price in vp.get("hvn", []):
-            candidates.append((price, "volume_profile"))
-        for price in vp.get("lvn", []):
-            candidates.append((price, "volume_profile"))
+            candidates.append((float(price), "volume_profile"))
     except ValidationError:
-        pass  # Not enough data for volume profile
+        pass
+
+    # --- Prominent pivots on pivot lookback ---
+    p_h, p_l, p_c, _ = _slice_tail(highs, lows, closes, volumes, PIVOT_LOOKBACK)
+    atr_frac = _atr_pct(p_h, p_l, p_c)
+    last = p_c[-1] if p_c else current_price
+    if atr_frac is not None and last > 0:
+        prominence = max(PIVOT_PROMINENCE_ATR * atr_frac * last, PIVOT_PROMINENCE_PCT * last)
+    else:
+        prominence = PIVOT_PROMINENCE_PCT * last if last > 0 else None
 
-    # Pivot Points: swing highs and lows
     try:
-        pp = compute_pivot_points(highs, lows, closes)
+        pp = compute_pivot_points(p_h, p_l, p_c, min_prominence=prominence)
         for price in pp.get("swing_highs", []):
-            candidates.append((price, "pivot_point"))
+            candidates.append((float(price), "pivot_point"))
         for price in pp.get("swing_lows", []):
-            candidates.append((price, "pivot_point"))
+            candidates.append((float(price), "pivot_point"))
     except ValidationError:
-        pass  # Not enough data for pivot points
+        pass
+
+    # --- Psychological round numbers near spot ---
+    for price in _round_number_candidates(current_price):
+        candidates.append((price, "round_number"))
 
     return candidates
 
 
+def _legacy_volume_profile_nodes(
+    highs: list[float],
+    lows: list[float],
+    closes: list[float],
+    volumes: list[int],
+    num_bins: int = 20,
+) -> list[float]:
+    """Reproduce the deployed pre-rewrite HVN/LVN grid for a control arm.
+
+    This intentionally retains the old span-volume double counting. It exists
+    only so a local research report can prove that its control still reproduces
+    the frozen production baseline while the live detector is being rewritten.
+    """
+    if len(closes) < 20:
+        raise ValidationError(
+            f"Volume Profile requires at least 20 bars, got {len(closes)}"
+        )
+    price_min = min(lows)
+    price_max = max(highs)
+    if price_max == price_min:
+        price_max = price_min + 1.0
+    bin_width = (price_max - price_min) / num_bins
+    bins: list[float] = [0.0] * num_bins
+    prices = [price_min + (i + 0.5) * bin_width for i in range(num_bins)]
+    for i in range(len(closes)):
+        for b in range(num_bins):
+            low_edge = price_min + b * bin_width
+            high_edge = low_edge + bin_width
+            if highs[i] >= low_edge and lows[i] <= high_edge:
+                bins[b] += volumes[i]
+    average = sum(bins) / num_bins
+    hvn = [round(prices[i], 4) for i in range(num_bins) if bins[i] > average]
+    lvn = [round(prices[i], 4) for i in range(num_bins) if bins[i] < average]
+    return hvn + lvn
+
+
+def detect_sr_levels_legacy(
+    highs: list[float],
+    lows: list[float],
+    closes: list[float],
+    volumes: list[int],
+    tolerance: float = DEFAULT_TOLERANCE,
+) -> list[dict]:
+    """Exact research control for the deployed pre-rewrite detector."""
+    if not closes:
+        return []
+
+    candidates: list[tuple[float, str]] = []
+    try:
+        for price in _legacy_volume_profile_nodes(highs, lows, closes, volumes):
+            candidates.append((float(price), "volume_profile"))
+    except ValidationError:
+        pass
+    try:
+        pivots = compute_pivot_points(highs, lows, closes)
+        candidates.extend(
+            (float(price), "pivot_point")
+            for price in pivots.get("swing_highs", []) + pivots.get("swing_lows", [])
+        )
+    except ValidationError:
+        pass
+    if not candidates:
+        return []
+
+    total_bars = len(closes)
+    raw: list[dict] = []
+    for price, method in candidates:
+        tol = price * tolerance if price != 0 else tolerance
+        touches = sum(
+            1 for low, high in zip(lows, highs, strict=False)
+            if low - tol <= price <= high + tol
+        )
+        strength = max(0, min(100, int(round((touches / total_bars) * 500.0))))
+        raw.append({
+            "price_level": price,
+            "strength": strength,
+            "detection_method": method,
+            "type": "",
+            "sources": [method],
+            "rejection_count": touches,
+            "last_rejection_age": None,
+            "weighted_respects": float(touches),
+        })
+
+    merged: list[dict] = []
+    for level in sorted(raw, key=lambda row: row["price_level"]):
+        if not merged:
+            merged.append(dict(level))
+            continue
+        last = merged[-1]
+        ref = last["price_level"]
+        tol = ref * tolerance if ref != 0 else tolerance
+        if abs(level["price_level"] - ref) > tol:
+            merged.append(dict(level))
+            continue
+        last["price_level"] = round(
+            (last["price_level"] + level["price_level"]) / 2.0, 4
+        )
+        last["strength"] = min(100, last["strength"] + level["strength"])
+        sources = set(last.get("sources") or [last["detection_method"]])
+        sources |= set(level.get("sources") or [level["detection_method"]])
+        last["sources"] = sorted(sources)
+        last["detection_method"] = (
+            next(iter(sources)) if len(sources) == 1 else "merged"
+        )
+        last["rejection_count"] = max(
+            int(last.get("rejection_count", 0)),
+            int(level.get("rejection_count", 0)),
+        )
+
+    _tag_levels(merged, closes[-1])
+    merged.sort(key=lambda row: row["strength"], reverse=True)
+    return merged
+
+
 def _merge_levels(
     levels: list[dict],
     tolerance: float = DEFAULT_TOLERANCE,
 ) -> list[dict]:
     """Merge levels within tolerance into consolidated levels.
 
-    Levels from different methods within tolerance are merged.
-    Merged levels combine strength scores (capped at 100) and get
-    detection_method = "merged".
+    Strength combines via max + partial min (avoids instant saturation) with
+    a confluence bonus when detection methods differ. Price is strength-weighted.
     """
     if not levels:
         return []
 
-    # Sort by price
     sorted_levels = sorted(levels, key=lambda x: x["price_level"])
     merged: list[dict] = []
 
     for level in sorted_levels:
         if not merged:
-            merged.append(dict(level))
+            entry = dict(level)
+            sources = level.get("sources") or [level["detection_method"]]
+            entry["sources"] = sorted(set(sources))
+            merged.append(entry)
             continue
 
         last = merged[-1]
@@ -129,19 +501,52 @@ def _merge_levels(
         tol = ref_price * tolerance if ref_price != 0 else tolerance
 
         if abs(level["price_level"] - ref_price) <= tol:
-            # Merge: average price, combine strength, mark as merged
-            combined_strength = min(100, last["strength"] + level["strength"])
-            avg_price = (last["price_level"] + level["price_level"]) / 2.0
-            method = (
-                "merged"
-                if last["detection_method"] != level["detection_method"]
-                else last["detection_method"]
-            )
+            s1 = last["strength"]
+            s2 = level["strength"]
+            # Soft combine — avoid merge math pinning everything at 100
+            combined = int(round(0.85 * max(s1, s2) + 0.15 * min(s1, s2)))
+            sources = set(last.get("sources") or [last["detection_method"]])
+            sources |= set(level.get("sources") or [level["detection_method"]])
+            if len(sources) > 1:
+                combined = min(100, combined + 5)
+            else:
+                combined = min(100, combined)
+
+            w1, w2 = max(s1, 1), max(s2, 1)
+            avg_price = (last["price_level"] * w1 + level["price_level"] * w2) / (w1 + w2)
+
+            if len(sources) == 1:
+                method = next(iter(sources))
+            else:
+                method = "merged"
+
             last["price_level"] = round(avg_price, 4)
-            last["strength"] = combined_strength
+            last["strength"] = combined
             last["detection_method"] = method
+            last["sources"] = sorted(sources)
+            # Nearby candidates often describe the same price reaction, so do
+            # not add their rejection counts and double-count one market event.
+            last["rejection_count"] = max(
+                int(last.get("rejection_count", 0)),
+                int(level.get("rejection_count", 0)),
+            )
+            ages = [
+                age for age in (
+                    last.get("last_rejection_age"),
+                    level.get("last_rejection_age"),
+                )
+                if age is not None
+            ]
+            last["last_rejection_age"] = min(ages) if ages else None
+            last["weighted_respects"] = max(
+                float(last.get("weighted_respects", 0.0)),
+                float(level.get("weighted_respects", 0.0)),
+            )
         else:
-            merged.append(dict(level))
+            entry = dict(level)
+            sources = level.get("sources") or [level["detection_method"]]
+            entry["sources"] = sorted(set(sources))
+            merged.append(entry)
 
     return merged
 
@@ -159,14 +564,66 @@ def _tag_levels(
     return levels
 
 
+def _cap_levels(
+    levels: list[dict],
+    max_levels: int = MAX_LEVELS,
+) -> list[dict]:
+    """Keep up to *max_levels* levels, interleaving support/resistance by strength."""
+    if max_levels <= 0 or len(levels) <= max_levels:
+        return levels
+
+    support = sorted(
+        [lvl for lvl in levels if lvl.get("type") == "support"],
+        key=lambda x: x["strength"],
+        reverse=True,
+    )
+    resistance = sorted(
+        [lvl for lvl in levels if lvl.get("type") != "support"],
+        key=lambda x: x["strength"],
+        reverse=True,
+    )
+
+    selected: list[dict] = []
+    si, ri = 0, 0
+    pick_support = True
+    while len(selected) < max_levels and (si < len(support) or ri < len(resistance)):
+        if pick_support:
+            if si < len(support):
+                selected.append(support[si])
+                si += 1
+            elif ri < len(resistance):
+                selected.append(resistance[ri])
+                ri += 1
+        else:
+            if ri < len(resistance):
+                selected.append(resistance[ri])
+                ri += 1
+            elif si < len(support):
+                selected.append(support[si])
+                si += 1
+        pick_support = not pick_support
+
+    selected.sort(key=lambda x: x["strength"], reverse=True)
+    return selected
+
+
 def detect_sr_levels(
     highs: list[float],
     lows: list[float],
     closes: list[float],
     volumes: list[int],
-    tolerance: float = DEFAULT_TOLERANCE,
+    tolerance: float | None = None,
+    max_levels: int = MAX_LEVELS,
 ) -> list[dict]:
-    """Detect, score, merge, and tag S/R levels from OHLCV data.
+    """Detect, score, merge, tag, and cap S/R levels from OHLCV data.
+
+    Parameters
+    ----------
+    tolerance:
+        Relative merge tolerance. ``None`` (default) uses ATR-adaptive
+        tolerance clamped to [0.4%, 1.5%]. Pass an explicit fraction to override.
+    max_levels:
+        Hard cap after merge (balanced support/resistance). 0 = no cap.
 
     Returns list of dicts with keys: price_level, type, strength,
     detection_method — sorted by strength descending.
@@ -178,37 +635,42 @@ def detect_sr_levels(
     if not candidates:
         return []
 
-    total_bars = len(closes)
     current_price = closes[-1]
+    merge_tol = _merge_tolerance(highs, lows, closes, tolerance)
+    # Touch tolerance for strength: use merge tol (same price scale)
+    touch_tol = merge_tol
 
-    # Build level dicts with strength scores
+    # Score each candidate on recent rejection-weighted touches
     raw_levels: list[dict] = []
     for price, method in candidates:
-        touches = _count_price_touches(price, highs, lows, closes, tolerance)
-        strength = _strength_from_touches(touches, total_bars)
+        base = _METHOD_BASE_STRENGTH.get(method, 0)
+        evidence = _respect_evidence(
+            price, highs, lows, closes, touch_tol, base=base
+        )
         raw_levels.append({
             "price_level": price,
-            "strength": strength,
+            "strength": int(evidence["strength"]),
             "detection_method": method,
-            "type": "",  # will be tagged after merge
+            "type": "",
+            "sources": [method],
+            "rejection_count": int(evidence["rejection_count"]),
+            "last_rejection_age": evidence["last_rejection_age"],
+            "weighted_respects": float(evidence["weighted_respects"]),
         })
 
-    # Merge nearby levels
-    merged = _merge_levels(raw_levels, tolerance)
-
-    # Tag as support/resistance
+    merged = _merge_levels(raw_levels, merge_tol)
     tagged = _tag_levels(merged, current_price)
+    capped = _cap_levels(tagged, max_levels=max_levels)
+    capped.sort(key=lambda x: x["strength"], reverse=True)
+    return capped
 
-    # Sort by strength descending
-    tagged.sort(key=lambda x: x["strength"], reverse=True)
-
-    return tagged
 
 def cluster_sr_zones(
     levels: list[dict],
     current_price: float,
     tolerance: float = 0.02,
     max_zones: int | None = None,
+    strength_mode: str = "sum",
 ) -> list[dict]:
     """Cluster nearby S/R levels into zones.
 
@@ -263,8 +725,26 @@ def cluster_sr_zones(
         low = min(prices)
         high = max(prices)
         midpoint = (low + high) / 2.0
-        strength = min(100, sum(lvl["strength"] for lvl in cluster))
+        if strength_mode == "soft":
+            strongest = max(int(lvl["strength"]) for lvl in cluster)
+            all_sources = {
+                source
+                for lvl in cluster
+                for source in (lvl.get("sources") or [lvl.get("detection_method", "unknown")])
+            }
+            strength = min(100, strongest + (5 if len(all_sources) > 1 else 0))
+        elif strength_mode == "sum":
+            strength = min(100, sum(int(lvl["strength"]) for lvl in cluster))
+            all_sources = {
+                source
+                for lvl in cluster
+                for source in (lvl.get("sources") or [lvl.get("detection_method", "unknown")])
+            }
+        else:
+            raise ValueError(f"Unsupported S/R zone strength mode: {strength_mode}")
         level_count = len(cluster)
+        rejection_count = max(int(lvl.get("rejection_count", 0)) for lvl in cluster)
+        ages = [lvl.get("last_rejection_age") for lvl in cluster if lvl.get("last_rejection_age") is not None]
 
         # 4. Tag zone type
         zone_type = "support" if midpoint < current_price else "resistance"
@@ -276,6 +756,9 @@ def cluster_sr_zones(
             "strength": strength,
             "type": zone_type,
             "level_count": level_count,
+            "sources": sorted(all_sources),
+            "rejection_count": rejection_count,
+            "last_rejection_age": min(ages) if ages else None,
         })
 
     # 5. Split into support and resistance pools, each sorted by strength desc
@@ -319,11 +802,10 @@ def cluster_sr_zones(
     return selected
 
 
-
 async def recalculate_sr_levels(
     db: AsyncSession,
     symbol: str,
-    tolerance: float = DEFAULT_TOLERANCE,
+    tolerance: float | None = None,
 ) -> list[SRLevel]:
     """Recalculate S/R levels for a ticker and persist to DB.
 
@@ -380,7 +862,7 @@ async def recalculate_sr_levels(
 async def get_sr_levels(
     db: AsyncSession,
     symbol: str,
-    tolerance: float = DEFAULT_TOLERANCE,
+    tolerance: float | None = None,
 ) -> list[SRLevel]:
     """Get S/R levels for a ticker, recalculating on every request (MVP).
 
diff --git a/docs/research/sr-levels-and-exits.md b/docs/research/sr-levels-and-exits.md
index 9506976..5dd3f01 100644
--- a/docs/research/sr-levels-and-exits.md
+++ b/docs/research/sr-levels-and-exits.md
@@ -13,14 +13,24 @@ net-positive is the open question, tracked below.
 
 ## 1. How the levels are built today
 
-`app/services/sr_service.py::detect_sr_levels`, over **all stored history**
-(`query_ohlcv` with no date range — 5 years / ~1260 daily bars per ticker):
+> **Update (2026-07-12 detector rewrite):** several gaps below were addressed in
+> `sr_service` / `indicator_service` — close-bin VP, local-peak HVN, POC/VAH/VAL
+> as candidates, LVN dropped from S/R, pivot prominence + lookbacks, rejection-
+> weighted recency strength, ATR-adaptive merge, hard cap, round numbers. The
+> table documents the *pre-rewrite* failure modes measured on the snapshot; keep
+> it for historical context. Re-measure density on prod after deploy if gate
+> rates shift.
 
-1. Candidates = volume-profile **HVN and LVN** bins + **pivot** swing highs/lows.
-2. Strength = share of bars that "touched" the level, scaled so ~20% of bars → 100.
-3. Nearby levels merged within 0.5%; tagged `support` if below spot, else `resistance`.
+`app/services/sr_service.py::detect_sr_levels` (post-rewrite):
 
-### Where that departs from best practice
+1. Candidates = VP **POC / VAH / VAL / local HVN peaks** (lookback 252) +
+   **prominent** swing pivots (lookback 504) + nearby **round numbers**.
+2. Strength = rejection-weighted touches on last 252 bars with recency decay
+   (pass-throughs down-weighted); method base + confluence on merge.
+3. Nearby levels merged with **ATR-adaptive** tolerance (clamped ~0.4–1.5%);
+   capped (~16, interleaved S/R); tagged `support` if below spot, else `resistance`.
+
+### Where the pre-rewrite detector departed from best practice
 
 Measured on `backtest_snapshots/prod.sqlite` (AAPL, 1261 bars, spot $308.63):
 
@@ -35,8 +45,8 @@ Measured on `backtest_snapshots/prod.sqlite` (AAPL, 1261 bars, spot $308.63):
 | **Round-number levels absent** — the mechanism with the best empirical support ([Osler 2000](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=888805)). | not implemented |
 
 Not a defect: the pivot `window=2` is the standard 5-bar Williams fractal. What it
-lacks is a **prominence filter** — AAPL yields 338 pivots over 1261 bars, one every
-~3.7 bars.
+lacked pre-rewrite is a **prominence filter** — AAPL yielded 338 pivots over 1261
+bars, one every ~3.7 bars.
 
 ### The structural problem: resistance famine
 
@@ -383,6 +393,35 @@ Note `--allow-spawn` is required on Windows: `_mp_context()` has no `fork`/
 large, consistent across five nested windows — and still didn't survive a holdout.
 Nested lookbacks are not out-of-sample. Split by entry date before believing anything.
 
+## 7. S/R v2 research harness (implementation started 2026-07-12)
+
+The detector rewrite is decomposed into causal, research-only arms. The live
+scanner does not read `BACKTEST_SR_VARIANT`; these switches exist only in the
+offline snapshot harness:
+
+| arm | behavior |
+|---|---|
+| `production_control` | deployed detector plus legacy 1.5 primary selection |
+| `rr_aligned_control` | deployed detector; primary selection uses activation `min_rr` |
+| `rewrite` | rewritten detector with activation-aligned primary selection |
+| `soft_zones` | rewrite plus max-strength/confluence zone aggregation |
+| `confirmed_rounds` | soft zones; standalone rounds need two rejection clusters |
+| `gate_v2` | confirmed rounds plus uncapped gate evidence |
+
+Detector evidence (`sources`, rejection count, last rejection age) stays in the
+pure backtest objects. It is deliberately not migrated into the production DB
+schema until a variant passes validation.
+
+Run the training matrix with `--entry-end 2024-06-30 --sr-audit`, choose one arm,
+and record that lock before running exactly control and the locked arm with
+`--entry-start 2024-07-01`. Use `scripts/compare_sr_variants.py` to produce the
+paired cohort CSV and summary JSON.
+
+The post-2024 interval has informed earlier research, so this is validation rather
+than a pristine holdout; do not sweep variants on it. No deployment follows
+automatically. A lower validation Sharpe or higher drawdown remains a no-ship
+result even when CAGR rises.
+
 **Next runs, if picked back up:**
 
 - A **per-name target model** for clear-air setups instead of a constant k×ATR. This
diff --git a/scripts/compare_sr_variants.py b/scripts/compare_sr_variants.py
new file mode 100644
index 0000000..9911f83
--- /dev/null
+++ b/scripts/compare_sr_variants.py
@@ -0,0 +1,125 @@
+"""Compare two audited local S/R backtest reports by setup identity.
+
+Reports must be generated with ``--sr-audit``. The comparison is read-only
+apart from its explicit CSV/JSON outputs under the caller-selected paths.
+"""
+
+from __future__ import annotations
+
+import argparse
+import csv
+import json
+import math
+from pathlib import Path
+
+
+def _args() -> argparse.Namespace:
+    parser = argparse.ArgumentParser(description=__doc__)
+    parser.add_argument("control")
+    parser.add_argument("variant")
+    parser.add_argument("--out-csv", required=True)
+    parser.add_argument("--out-json", required=True)
+    return parser.parse_args()
+
+
+def _load(path: str) -> dict:
+    with Path(path).open(encoding="utf-8") as handle:
+        report = json.load(handle)
+    if report.get("sr_candidate_audit") is None:
+        raise SystemExit(f"Report lacks sr_candidate_audit; rerun with --sr-audit: {path}")
+    return report
+
+
+def _key(row: dict) -> tuple[str, str, str]:
+    return row["symbol"], row["date"], row["direction"]
+
+
+def _cohort_stats(rows: list[dict]) -> dict:
+    net = [float(row.get("net_r", 0.0)) for row in rows]
+    hold = [float(row.get("hold30_r", 0.0)) for row in rows]
+    trimmed = sorted(net, reverse=True)[math.ceil(len(net) * 0.05):]
+    return {
+        "count": len(rows),
+        "net_avg_r": round(sum(net) / len(net), 4) if net else None,
+        "net_avg_r_ex_top5": round(sum(trimmed) / len(trimmed), 4) if trimmed else None,
+        "hold30_avg_r": round(sum(hold) / len(hold), 4) if hold else None,
+    }
+
+
+def _production_book(report: dict) -> dict | None:
+    runs = ((report.get("portfolio_monitor") or {}).get("runs") or [])
+    row = next(
+        (
+            run for run in runs
+            if run.get("is_production") and run.get("lookback") == "all"
+        ),
+        None,
+    )
+    if row is None:
+        return None
+    return {
+        key: row.get(key)
+        for key in ("sharpe", "cagr_pct", "max_drawdown_pct", "trades", "skipped_book_full")
+    }
+
+
+def main() -> None:
+    args = _args()
+    control = _load(args.control)
+    variant = _load(args.variant)
+    control_rows = {_key(row): row for row in control["sr_candidate_audit"]}
+    variant_rows = {_key(row): row for row in variant["sr_candidate_audit"]}
+    control_q = {key for key, row in control_rows.items() if row.get("qualified")}
+    variant_q = {key for key, row in variant_rows.items() if row.get("qualified")}
+
+    retained = control_q & variant_q
+    added = variant_q - control_q
+    removed = control_q - variant_q
+    union = sorted(control_q | variant_q, key=lambda key: (key[1], key[0], key[2]))
+
+    csv_path = Path(args.out_csv)
+    csv_path.parent.mkdir(parents=True, exist_ok=True)
+    fields = [
+        "symbol", "date", "direction", "cohort",
+        "control_rr", "variant_rr", "control_prob", "variant_prob",
+        "control_sources", "variant_sources", "control_net_r", "variant_net_r",
+        "control_hold30_r", "variant_hold30_r",
+    ]
+    with csv_path.open("w", newline="", encoding="utf-8") as handle:
+        writer = csv.DictWriter(handle, fieldnames=fields)
+        writer.writeheader()
+        for key in union:
+            c = control_rows.get(key) or {}
+            v = variant_rows.get(key) or {}
+            cohort = "retained" if key in retained else "added" if key in added else "removed"
+            writer.writerow({
+                "symbol": key[0], "date": key[1], "direction": key[2], "cohort": cohort,
+                "control_rr": c.get("rr"), "variant_rr": v.get("rr"),
+                "control_prob": c.get("primary_prob"), "variant_prob": v.get("primary_prob"),
+                "control_sources": "+".join(c.get("primary_sources") or []),
+                "variant_sources": "+".join(v.get("primary_sources") or []),
+                "control_net_r": c.get("net_r"), "variant_net_r": v.get("net_r"),
+                "control_hold30_r": c.get("hold30_r"), "variant_hold30_r": v.get("hold30_r"),
+            })
+
+    summary = {
+        "control_report": str(Path(args.control)),
+        "variant_report": str(Path(args.variant)),
+        "control_variant": (control.get("params") or {}).get("sr_variant"),
+        "variant": (variant.get("params") or {}).get("sr_variant"),
+        "retained": _cohort_stats([variant_rows[key] for key in retained]),
+        "added": _cohort_stats([variant_rows[key] for key in added]),
+        "removed": _cohort_stats([control_rows[key] for key in removed]),
+        "control_book": _production_book(control),
+        "variant_book": _production_book(variant),
+    }
+    json_path = Path(args.out_json)
+    json_path.parent.mkdir(parents=True, exist_ok=True)
+    with json_path.open("w", encoding="utf-8") as handle:
+        json.dump(summary, handle, indent=2)
+        handle.write("\n")
+    print(json.dumps(summary, indent=2))
+
+
+if __name__ == "__main__":
+    main()
diff --git a/scripts/run_backtest_snapshot.py b/scripts/run_backtest_snapshot.py
index d084ef9..859d280 100644
--- a/scripts/run_backtest_snapshot.py
+++ b/scripts/run_backtest_snapshot.py
@@ -46,6 +46,30 @@ def _parse_args() -> argparse.Namespace:
         help="Allow spawn multiprocessing for offline CLI runs, useful on Windows.",
     )
     parser.add_argument("--quiet", action="store_true", help="Hide progress output.")
+    parser.add_argument(
+        "--sr-variant",
+        choices=(
+            "production_control", "rr_aligned_control", "rewrite",
+            "soft_zones", "confirmed_rounds", "gate_v2",
+        ),
+        default=None,
+        help="Research-only S/R detector/gate arm.",
+    )
+    parser.add_argument(
+        "--entry-start",
+        default=None,
+        help="Include entries on/after YYYY-MM-DD.",
+    )
+    parser.add_argument(
+        "--entry-end",
+        default=None,
+        help="Include entries on/before YYYY-MM-DD.",
+    )
+    parser.add_argument(
+        "--sr-audit",
+        action="store_true",
+        help="Include candidate-level S/R audit rows for paired comparison.",
+    )
     return parser.parse_args()
 
 
@@ -138,6 +162,14 @@ async def _main() -> None:
     os.environ["BACKTEST_SNAPSHOT_OFFLINE"] = "1"
     if args.allow_spawn:
         os.environ["BACKTEST_ALLOW_SPAWN"] = "1"
+    if args.sr_variant:
+        os.environ["BACKTEST_SR_VARIANT"] = args.sr_variant
+    if args.entry_start:
+        os.environ["BACKTEST_ENTRY_START"] = args.entry_start
+    if args.entry_end:
+        os.environ["BACKTEST_ENTRY_END"] = args.entry_end
+    if args.sr_audit:
+        os.environ["BACKTEST_SR_AUDIT"] = "1"
 
     from app.config import settings
     from app.services.backtest_service import run_backtest
diff --git a/scripts/run_sr_v2_training_matrix.ps1 b/scripts/run_sr_v2_training_matrix.ps1
new file mode 100644
index 0000000..066c169
--- /dev/null
+++ b/scripts/run_sr_v2_training_matrix.ps1
@@ -0,0 +1,32 @@
+param(
+    [string]$Snapshot = "backtest_snapshots\prod.sqlite",
+    [string]$Python = ".venv\Scripts\python.exe",
+    [int]$Workers = 7
+)
+
+$ErrorActionPreference = "Stop"
+$arms = @(
+    "production_control",
+    "rr_aligned_control",
+    "rewrite",
+    "soft_zones",
+    "confirmed_rounds",
+    "gate_v2"
+)
+
+foreach ($arm in $arms) {
+    $output = "reports\backtest-sr-v2-train-$arm.json"
+    Write-Host "Running S/R training arm: $arm"
+    & $Python scripts\run_backtest_snapshot.py $Snapshot `
+        --workers $Workers `
+        --allow-spawn `
+        --sr-variant $arm `
+        --entry-end 2024-06-30 `
+        --sr-audit `
+        --out $output
+    if ($LASTEXITCODE -ne 0) {
+        throw "S/R training arm failed: $arm"
+    }
+}
+
+Write-Host "Training matrix complete. Lock one arm before running validation."
diff --git a/scripts/run_sr_v2_validation.ps1 b/scripts/run_sr_v2_validation.ps1
new file mode 100644
index 0000000..0c49b74
--- /dev/null
+++ b/scripts/run_sr_v2_validation.ps1
@@ -0,0 +1,34 @@
+param(
+    [Parameter(Mandatory = $true)]
+    [ValidateSet("rr_aligned_control", "rewrite", "soft_zones", "confirmed_rounds", "gate_v2")]
+    [string]$LockedArm,
+    [string]$Snapshot = "backtest_snapshots\prod.sqlite",
+    [string]$Python = ".venv\Scripts\python.exe",
+    [int]$Workers = 7
+)
+
+$ErrorActionPreference = "Stop"
+$arms = @("production_control", $LockedArm)
+foreach ($arm in $arms) {
+    $output = "reports\backtest-sr-v2-validation-$arm.json"
+    Write-Host "Running locked S/R validation arm: $arm"
+    & $Python scripts\run_backtest_snapshot.py $Snapshot `
+        --workers $Workers `
+        --allow-spawn `
+        --sr-variant $arm `
+        --entry-start 2024-07-01 `
+        --sr-audit `
+        --out $output
+    if ($LASTEXITCODE -ne 0) {
+        throw "S/R validation arm failed: $arm"
+    }
+}
+
+& $Python scripts\compare_sr_variants.py `
+    reports\backtest-sr-v2-validation-production_control.json `
+    "reports\backtest-sr-v2-validation-$LockedArm.json" `
+    --out-csv reports\sr-v2-validation-cohorts.csv `
+    --out-json reports\sr-v2-validation-comparison.json
+if ($LASTEXITCODE -ne 0) {
+    throw "S/R validation comparison failed"
+}
diff --git a/tests/conftest.py b/tests/conftest.py
index a4307f0..90be116 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -213,7 +213,11 @@ def sr_levels(draw: st.DrawFn) -> dict[str, Any]:
         "price_level": draw(st.floats(min_value=0.01, max_value=10000.0, allow_nan=False, allow_infinity=False)),
         "type": draw(st.sampled_from(["support", "resistance"])),
         "strength": draw(st.integers(min_value=0, max_value=100)),
-        "detection_method": draw(st.sampled_from(["volume_profile", "pivot_point", "merged"])),
+        "detection_method": draw(
+            st.sampled_from(
+                ["volume_profile", "pivot_point", "merged", "round_number"]
+            )
+        ),
     }
 
 
diff --git a/tests/unit/test_backtest_service.py b/tests/unit/test_backtest_service.py
index abde56f..b2dfd36 100644
--- a/tests/unit/test_backtest_service.py
+++ b/tests/unit/test_backtest_service.py
@@ -730,6 +730,23 @@ def test_window_setups_too_short_returns_empty():
     assert bt._window_setups([], {}, {}) == []
 
 
+def test_sr_research_variant_is_explicit_and_validated(monkeypatch):
+    monkeypatch.setenv("BACKTEST_SR_VARIANT", "production_control")
+    assert bt._sr_research_variant() == "production_control"
+    monkeypatch.setenv("BACKTEST_SR_VARIANT", "not-a-variant")
+    with pytest.raises(ValueError, match="Unknown BACKTEST_SR_VARIANT"):
+        bt._sr_research_variant()
+
+
+def test_backtest_entry_bounds_validate_dates(monkeypatch):
+    monkeypatch.setenv("BACKTEST_ENTRY_START", "2024-07-01")
+    monkeypatch.setenv("BACKTEST_ENTRY_END", "2024-12-31")
+    assert bt._backtest_entry_bounds() == (date(2024, 7, 1), date(2024, 12, 31))
+    monkeypatch.setenv("BACKTEST_ENTRY_START", "2025-01-01")
+    with pytest.raises(ValueError, match="on or before"):
+        bt._backtest_entry_bounds()
+
+
 def test_replay_ticker_candidates_carry_gate_fields():
     """The ablation recomputes floors from candidate fields — a candidate missing
     action/risk_level silently zeroes the ablation rows (July 2026 regression)."""
diff --git a/tests/unit/test_cluster_sr_zones.py b/tests/unit/test_cluster_sr_zones.py
index c8e6f21..8eafd1a 100644
--- a/tests/unit/test_cluster_sr_zones.py
+++ b/tests/unit/test_cluster_sr_zones.py
@@ -85,6 +85,33 @@ class TestClusterSrZonesStrength:
         zones = cluster_sr_zones(levels, current_price=200.0, tolerance=0.02)
         assert zones[0]["strength"] == 30
 
+    def test_soft_strength_uses_max_plus_confluence(self):
+        levels = [
+            {
+                "price_level": 100.0,
+                "strength": 60,
+                "detection_method": "pivot_point",
+                "sources": ["pivot_point"],
+                "rejection_count": 3,
+            },
+            {
+                "price_level": 100.5,
+                "strength": 60,
+                "detection_method": "round_number",
+                "sources": ["round_number"],
+                "rejection_count": 1,
+            },
+        ]
+        zones = cluster_sr_zones(
+            levels,
+            current_price=200.0,
+            tolerance=0.02,
+            strength_mode="soft",
+        )
+        assert zones[0]["strength"] == 65
+        assert set(zones[0]["sources"]) == {"pivot_point", "round_number"}
+        assert zones[0]["rejection_count"] == 3
+
 
 class TestClusterSrZonesTypeTagging:
     """Support vs resistance tagging."""
diff --git a/tests/unit/test_detect_sr_levels.py b/tests/unit/test_detect_sr_levels.py
new file mode 100644
index 0000000..cbc65c4
--- /dev/null
+++ b/tests/unit/test_detect_sr_levels.py
@@ -0,0 +1,244 @@
+"""Unit tests for detect_sr_levels and related pure helpers."""
+
+from __future__ import annotations
+
+from app.services.sr_service import (
+    MAX_LEVELS,
+    _bar_respect_weight,
+    _cap_levels,
+    _merge_levels,
+    _round_number_candidates,
+    _strength_from_respects,
+    detect_sr_levels,
+    detect_sr_levels_legacy,
+)
+
+
+def _make_series(
+    n: int = 300,
+    *,
+    base: float = 100.0,
+    support: float = 95.0,
+    resistance: float = 110.0,
+) -> tuple[list[float], list[float], list[float], list[int]]:
+    """Synthetic OHLCV that repeatedly tests support/resistance."""
+    highs: list[float] = []
+    lows: list[float] = []
+    closes: list[float] = []
+    volumes: list[int] = []
+
+    price = base
+    for i in range(n):
+        phase = i % 40
+        if phase < 15:
+            # Drift down toward support, bounce
+            target = support
+            price = price + (target - price) * 0.25
+            low = min(price, support) - 0.3
+            high = price + 1.0
+            close = max(price, support + 0.5) if phase > 12 else price
+        elif phase < 30:
+            # Drift up toward resistance, reject
+            target = resistance
+            price = price + (target - price) * 0.25
+            high = max(price, resistance) + 0.3
+            low = price - 1.0
+            close = min(price, resistance - 0.5) if phase > 27 else price
+        else:
+            price = base + (i % 7) * 0.2
+            high = price + 1.0
+            low = price - 1.0
+            close = price
+
+        # Occasional clear swing extremes
+        if i % 55 == 25:
+            high = resistance + 1.0
+            close = resistance - 1.0
+            low = close - 1.0
+        if i % 55 == 50:
+            low = support - 1.0
+            close = support + 1.0
+            high = close + 1.0
+
+        highs.append(high)
+        lows.append(low)
+        closes.append(close)
+        volumes.append(1000 + (i % 10) * 50)
+        price = close
+
+    return highs, lows, closes, volumes
+
+
+class TestBarRespectWeight:
+    def test_no_interaction(self):
+        assert _bar_respect_weight(100.0, 90.0, 85.0, 88.0, 87.0, 0.005) == 0.0
+
+    def test_support_rejection(self):
+        # Low probes at 100, closes above with recovery wick
+        w = _bar_respect_weight(100.0, 103.0, 99.8, 102.0, 101.0, 0.005)
+        assert w >= 0.9
+
+    def test_resistance_rejection(self):
+        # High probes at 100, closes below
+        w = _bar_respect_weight(100.0, 100.2, 97.0, 98.0, 99.0, 0.005)
+        assert w >= 0.9
+
+    def test_pass_through_lower_weight(self):
+        # Prev below, close above, bar spans through without probing extremes at level
+        w = _bar_respect_weight(100.0, 105.0, 95.0, 104.0, 96.0, 0.005)
+        assert w < 0.5
+
+
+class TestStrengthFromRespects:
+    def test_pass_through_not_maximal(self):
+        """Central pass-through levels should not pin at strength 100."""
+        n = 200
+        # Trending series that passes through 100 many times
+        closes = [80.0 + i * 0.25 for i in range(n)]
+        highs = [c + 1.0 for c in closes]
+        lows = [c - 1.0 for c in closes]
+        strength = _strength_from_respects(100.0, highs, lows, closes, 0.005)
+        assert strength < 100
+
+    def test_repeated_rejection_stronger_than_no_touch(self):
+        n = 120
+        level = 100.0
+        # Bars that repeatedly probe support (low near level) and close above
+        highs = [103.0] * n
+        lows = [99.8] * n
+        closes = [102.0] * n
+        strong = _strength_from_respects(level, highs, lows, closes, 0.01, base=10)
+
+        far_highs = [120.0] * n
+        far_lows = [118.0] * n
+        far_closes = [119.0] * n
+        weak = _strength_from_respects(level, far_highs, far_lows, far_closes, 0.01, base=10)
+        assert strong > weak
+
+
+class TestRoundNumbers:
+    def test_near_spot(self):
+        levels = _round_number_candidates(103.0)
+        assert levels
+        assert all(abs(p - 103.0) / 103.0 <= 0.15 + 1e-9 for p in levels)
+        assert len(levels) <= 8
+
+    def test_non_positive_price(self):
+        assert _round_number_candidates(0.0) == []
+        assert _round_number_candidates(-5.0) == []
+
+
+class TestCapLevels:
+    def test_interleaves_sides(self):
+        levels = [
+            {"price_level": 90.0, "type": "support", "strength": 80, "detection_method": "x"},
+            {"price_level": 91.0, "type": "support", "strength": 70, "detection_method": "x"},
+            {"price_level": 92.0, "type": "support", "strength": 60, "detection_method": "x"},
+            {"price_level": 110.0, "type": "resistance", "strength": 50, "detection_method": "x"},
+            {"price_level": 111.0, "type": "resistance", "strength": 40, "detection_method": "x"},
+        ]
+        capped = _cap_levels(levels, max_levels=4)
+        assert len(capped) == 4
+        types = {lvl["type"] for lvl in capped}
+        assert "support" in types
+        assert "resistance" in types
+
+
+class TestLevelEvidence:
+    def test_merge_preserves_sources_and_rejection_evidence(self):
+        levels = [
+            {
+                "price_level": 100.0,
+                "type": "",
+                "strength": 55,
+                "detection_method": "pivot_point",
+                "sources": ["pivot_point"],
+                "rejection_count": 3,
+                "last_rejection_age": 12,
+                "weighted_respects": 1.5,
+            },
+            {
+                "price_level": 100.3,
+                "type": "",
+                "strength": 40,
+                "detection_method": "round_number",
+                "sources": ["round_number"],
+                "rejection_count": 1,
+                "last_rejection_age": 4,
+                "weighted_respects": 0.5,
+            },
+        ]
+        merged = _merge_levels(levels, tolerance=0.005)
+        assert len(merged) == 1
+        assert set(merged[0]["sources"]) == {"pivot_point", "round_number"}
+        assert merged[0]["rejection_count"] == 3
+        assert merged[0]["last_rejection_age"] == 4
+
+
+class TestDetectSrLevels:
+    def test_returns_capped_tagged_levels(self):
+        highs, lows, closes, volumes = _make_series()
+        levels = detect_sr_levels(highs, lows, closes, volumes)
+        assert levels
+        assert len(levels) <= MAX_LEVELS
+        for lvl in levels:
+            assert lvl["type"] in ("support", "resistance")
+            assert 0 <= lvl["strength"] <= 100
+            assert lvl["detection_method"] in (
+                "volume_profile",
+                "pivot_point",
+                "merged",
+                "round_number",
+            )
+            assert lvl["price_level"] > 0
+            assert lvl["sources"]
+            assert lvl["rejection_count"] >= 0
+        # Sorted by strength desc
+        strengths = [lvl["strength"] for lvl in levels]
+        assert strengths == sorted(strengths, reverse=True)
+
+    def test_far_fewer_than_old_grid(self):
+        """Should not produce a near-1%-spacing grid of ~70 levels."""
+        highs, lows, closes, volumes = _make_series(n=500)
+        levels = detect_sr_levels(highs, lows, closes, volumes)
+        assert len(levels) <= MAX_LEVELS
+
+    def test_empty_input(self):
+        assert detect_sr_levels([], [], [], []) == []
+
+    def test_explicit_tolerance(self):
+        highs, lows, closes, volumes = _make_series()
+        tight = detect_sr_levels(highs, lows, closes, volumes, tolerance=0.001)
+        wide = detect_sr_levels(highs, lows, closes, volumes, tolerance=0.05)
+        # Wider merge should not produce more levels
+        assert len(wide) <= len(tight) + 2  # allow small jitter from scoring
+
+    def test_levels_near_structural_areas(self):
+        """At least some levels should land near the synthetic S/R band."""
+        highs, lows, closes, volumes = _make_series(
+            n=400, support=95.0, resistance=110.0
+        )
+        levels = detect_sr_levels(highs, lows, closes, volumes)
+        prices = [lvl["price_level"] for lvl in levels]
+        near_support = any(abs(p - 95.0) / 95.0 < 0.05 for p in prices)
+        near_resist = any(abs(p - 110.0) / 110.0 < 0.05 for p in prices)
+        # Round numbers / VP may dominate; require at least one structural band hit
+        assert near_support or near_resist or any(
+            abs(p - 100.0) / 100.0 < 0.08 for p in prices
+        )
+
+    def test_strength_not_all_pinned_at_100(self):
+        highs, lows, closes, volumes = _make_series(n=400)
+        levels = detect_sr_levels(highs, lows, closes, volumes)
+        if len(levels) >= 3:
+            pinned = sum(1 for lvl in levels if lvl["strength"] == 100)
+            assert pinned < len(levels)
+
+    def test_legacy_control_retains_old_uncapped_grid(self):
+        highs, lows, closes, volumes = _make_series(n=500)
+        levels = detect_sr_levels_legacy(highs, lows, closes, volumes)
+        assert levels
+        assert all(level["sources"] for level in levels)
+        # The research control intentionally keeps the deployed detector's much
+        # denser output instead of borrowing the rewrite's presentation cap.
+        assert len(levels) > MAX_LEVELS
diff --git a/tests/unit/test_indicator_service.py b/tests/unit/test_indicator_service.py
index 7fd6db2..6d0fb0b 100644
--- a/tests/unit/test_indicator_service.py
+++ b/tests/unit/test_indicator_service.py
@@ -164,6 +164,34 @@ class TestComputeVolumeProfile:
         with pytest.raises(ValidationError, match="Volume Profile requires"):
             compute_volume_profile(highs, lows, closes, volumes)
 
+    def test_close_bin_volume_no_double_count(self):
+        """Each bar's volume is counted once (close bin), not per span."""
+        # Wide bars that would span many bins under the old algorithm
+        n = 25
+        closes = [100.0 + (i % 5) for i in range(n)]
+        highs = [c + 20 for c in closes]  # wide range
+        lows = [c - 20 for c in closes]
+        volumes = [1000] * n
+        result = compute_volume_profile(highs, lows, closes, volumes, num_bins=20)
+        # Binned total equals true volume (close-bin assignment)
+        # We only expose poc/hvn; reconstruct by checking score fields exist
+        assert result["poc"] > 0
+        # With volume concentrated on a few close prices, HVNs should be few local peaks
+        assert len(result["hvn"]) < 20
+
+    def test_hvn_are_local_peaks_not_all_above_mean(self):
+        """HVN should be local histogram peaks, not every above-mean bin."""
+        # Two clusters of closes → two volume peaks
+        closes = [80.0] * 10 + [120.0] * 10 + [100.0] * 5
+        highs = [c + 1 for c in closes]
+        lows = [c - 1 for c in closes]
+        volumes = [1000] * len(closes)
+        result = compute_volume_profile(highs, lows, closes, volumes, num_bins=20)
+        # At most a handful of local peaks (not ~half of 20 bins)
+        assert len(result["hvn"]) <= 6
+        # POC should land near one of the high-volume clusters
+        assert result["poc"] < 95 or result["poc"] > 105
+
 
 # ---------------------------------------------------------------------------
 # Pivot Points
@@ -184,6 +212,26 @@ class TestComputePivotPoints:
         with pytest.raises(ValidationError, match="Pivot Points requires"):
             compute_pivot_points([1, 2], [0, 1], [0.5, 1.5])
 
+    def test_prominence_filters_tiny_swings(self):
+        # Mix of a large swing (depth ~10) and tiny fractal noise (depth ~1)
+        closes = [
+            10, 10.2, 10.5, 10.2, 10,   # tiny high around idx 2
+            10, 15, 20, 15, 10,         # large high around idx 7
+            10, 10.3, 10.6, 10.3, 10,   # tiny high around idx 12
+        ]
+        highs = list(closes)
+        lows = [c - 0.5 for c in closes]
+        highs[2] = 10.8
+        highs[7] = 20.5
+        highs[12] = 10.9
+        lows[7] = 10.0  # large window range at major swing
+        unfiltered = compute_pivot_points(highs, lows, closes, min_prominence=None)
+        filtered = compute_pivot_points(highs, lows, closes, min_prominence=5.0)
+        assert unfiltered["pivot_count"] > 0
+        assert filtered["pivot_count"] < unfiltered["pivot_count"]
+        # Major swing high should survive
+        assert any(h >= 20.0 for h in filtered["swing_highs"])
+
 
 # ---------------------------------------------------------------------------
 # EMA Cross
diff --git a/tests/unit/test_recommendation_service.py b/tests/unit/test_recommendation_service.py
index 1ade99e..11e4ccf 100644
--- a/tests/unit/test_recommendation_service.py
+++ b/tests/unit/test_recommendation_service.py
@@ -5,6 +5,7 @@ from dataclasses import dataclass
 from app.services.recommendation_service import (
     _build_reasoning,
     _choose_recommended_action,
+    _gate_eligible_levels,
     _prune_floor_pinned_targets,
     _select_primary_target,
     direction_analyzer,
@@ -110,7 +111,7 @@ def test_primary_target_is_most_likely_worthwhile_not_lottery():
         {"price": 120.0, "rr_ratio": 3.5, "probability": 50.0},
         {"price": 140.0, "rr_ratio": 6.0, "probability": 15.0},   # far lottery — not chosen
     ]
-    primary = _select_primary_target(targets)
+    primary = _select_primary_target(targets, min_rr=1.5)
     assert primary is not None
     assert primary["price"] == 110.0
 
@@ -120,13 +121,13 @@ def test_primary_target_skips_sub_threshold_rr():
         {"price": 102.0, "rr_ratio": 1.0, "probability": 95.0},   # high prob but trivial R:R — skipped
         {"price": 115.0, "rr_ratio": 2.5, "probability": 60.0},   # most likely above the R:R floor ← primary
     ]
-    primary = _select_primary_target(targets)
+    primary = _select_primary_target(targets, min_rr=1.5)
     assert primary is not None
     assert primary["price"] == 115.0
 
 
 def test_primary_target_none_when_empty():
-    assert _select_primary_target([]) is None
+    assert _select_primary_target([], min_rr=1.5) is None
 
 
 def test_primary_target_never_headlines_a_lottery():
@@ -138,7 +139,7 @@ def test_primary_target_never_headlines_a_lottery():
         {"price": 101.0, "rr_ratio": 0.9, "probability": 55.0},   # likely, no asymmetry
         {"price": 140.0, "rr_ratio": 5.0, "probability": 3.0},    # asymmetric lottery
     ]
-    primary = _select_primary_target(targets)
+    primary = _select_primary_target(targets, min_rr=1.5)
     assert primary is not None
     assert primary["price"] == 101.0
 
@@ -150,7 +151,17 @@ def test_primary_target_requires_probability_floor():
         {"price": 130.0, "rr_ratio": 4.0, "probability": 12.0},   # asymmetric but unlikely
         {"price": 112.0, "rr_ratio": 1.8, "probability": 38.0},   # clears both floors ← primary
     ]
-    primary = _select_primary_target(targets)
+    primary = _select_primary_target(targets, min_rr=1.5)
+    assert primary is not None
+    assert primary["price"] == 112.0
+
+
+def test_primary_target_uses_activation_rr_not_scanner_floor():
+    targets = [
+        {"price": 108.0, "rr_ratio": 1.6, "probability": 60.0},
+        {"price": 112.0, "rr_ratio": 2.2, "probability": 35.0},
+    ]
+    primary = _select_primary_target(targets, min_rr=2.0)
     assert primary is not None
     assert primary["price"] == 112.0
 
@@ -318,3 +329,48 @@ def test_zone_representative_levels_singletons_unchanged():
     reps = _zone_representative_levels(levels, entry_price=100.0)
     assert len(reps) == 2
     assert {round(r.price_level) for r in reps} == {120, 150}
+
+
+def test_zone_representative_levels_soft_strength_avoids_resaturation():
+    from types import SimpleNamespace
+    from app.services.recommendation_service import _zone_representative_levels
+
+    levels = [
+        SimpleNamespace(
+            id=1, price_level=183.0, type="resistance", strength=60,
+            detection_method="pivot_point", sources=["pivot_point"],
+            rejection_count=3, last_rejection_age=5,
+        ),
+        SimpleNamespace(
+            id=2, price_level=185.0, type="resistance", strength=60,
+            detection_method="round_number", sources=["round_number"],
+            rejection_count=1, last_rejection_age=10,
+        ),
+    ]
+    reps = _zone_representative_levels(
+        levels, entry_price=180.0, strength_mode="soft"
+    )
+    assert len(reps) == 1
+    assert reps[0].strength == 65
+    assert set(reps[0].sources) == {"pivot_point", "round_number"}
+    assert reps[0].rejection_count == 3
+
+
+def test_gate_requires_confirmation_for_standalone_round_number():
+    from types import SimpleNamespace
+
+    untouched = SimpleNamespace(
+        detection_method="round_number", sources=["round_number"],
+        rejection_count=1,
+    )
+    confirmed = SimpleNamespace(
+        detection_method="round_number", sources=["round_number"],
+        rejection_count=2,
+    )
+    confluent = SimpleNamespace(
+        detection_method="merged", sources=["round_number", "pivot_point"],
+        rejection_count=0,
+    )
+    assert _gate_eligible_levels(
+        [untouched, confirmed, confluent], confirmed_rounds_only=True
+    ) == [confirmed, confluent]