Document final GTL research decision

2026-07-13 16:24:43 +02:00
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+Final result: **9/9 arms completed, control parity passed, and the
+strength-1000 replication passed.** Scale 1500 was the only arm to clear all
+six original checks, but neither adjacent scale (1250 or 2000) cleared them, so
+the pre-registered stable-plateau requirement failed. It also traded away
+return and setup quality despite its screen pass: CAGR fell from 50.0% to 48.8%
+and qualified expectancy from +0.209R to +0.188R.
+
+The sensitivity curve shows a real but non-dominating trade-off. Scales
+750–1000 produce small Sharpe improvements in parts of the sample but each
+misses a different unchanged guardrail; higher scales eventually reduce
+drawdown by filtering more setups, while CAGR, expectancy, and then Sharpe
+decline. There is no robust parameter neighborhood that improves the whole
+book.
+
+**Final decision: keep the frozen Gate Target Ladder and do not deploy a
+strength-confirmation gate.** The GTL remains the explicit, volume-free
+compatibility component that exactly reproduces the validated production
+screen. Clean Structural S/R remains the separate human-facing chart/alert
+model. This snapshot is now exhausted for GTL fitting; any future challenger
+must be pre-registered and evaluated on genuinely new forward data rather than
+another iteration over the same history.
+
 The post-2024 window has been opened and is now analysis data, not a valid final
 promotion holdout. These arms can isolate mechanism, but neither may ship without
 new future data or a separately pre-registered walk-forward protocol.