Document final GTL research decision
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@@ -513,6 +513,12 @@ It checks eight coarse scales around 1000, verifies exact control and
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strength-1000 replication, and requires two adjacent scales to pass every
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strength-1000 replication, and requires two adjacent scales to pass every
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original guardrail before calling the result stable.
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original guardrail before calling the result stable.
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Final result: control and strength-1000 replication both passed, but there was
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no adjacent passing plateau. Scale 1500 passed in isolation while lowering CAGR
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and setup expectancy; its neighbors failed. The research decision is therefore
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to keep the frozen GTL unchanged and evaluate any future challenger only on new
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forward data. See the [full research record](docs/research/sr-levels-and-exits.md#gtl-tuning-matrix).
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### Reading a local backtest report
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### Reading a local backtest report
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The deployed **Signals → Track Record** page is deliberately trimmed to validation
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The deployed **Signals → Track Record** page is deliberately trimmed to validation
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@@ -906,6 +906,28 @@ is rejected as sensitivity.
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backtest_snapshots/prod.sqlite --workers 12
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backtest_snapshots/prod.sqlite --workers 12
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```
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```
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Final result: **9/9 arms completed, control parity passed, and the
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strength-1000 replication passed.** Scale 1500 was the only arm to clear all
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six original checks, but neither adjacent scale (1250 or 2000) cleared them, so
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the pre-registered stable-plateau requirement failed. It also traded away
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return and setup quality despite its screen pass: CAGR fell from 50.0% to 48.8%
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and qualified expectancy from +0.209R to +0.188R.
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The sensitivity curve shows a real but non-dominating trade-off. Scales
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750–1000 produce small Sharpe improvements in parts of the sample but each
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misses a different unchanged guardrail; higher scales eventually reduce
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drawdown by filtering more setups, while CAGR, expectancy, and then Sharpe
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decline. There is no robust parameter neighborhood that improves the whole
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book.
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**Final decision: keep the frozen Gate Target Ladder and do not deploy a
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strength-confirmation gate.** The GTL remains the explicit, volume-free
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compatibility component that exactly reproduces the validated production
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screen. Clean Structural S/R remains the separate human-facing chart/alert
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model. This snapshot is now exhausted for GTL fitting; any future challenger
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must be pre-registered and evaluated on genuinely new forward data rather than
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another iteration over the same history.
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The post-2024 window has been opened and is now analysis data, not a valid final
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The post-2024 window has been opened and is now analysis data, not a valid final
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promotion holdout. These arms can isolate mechanism, but neither may ship without
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promotion holdout. These arms can isolate mechanism, but neither may ship without
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new future data or a separately pre-registered walk-forward protocol.
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new future data or a separately pre-registered walk-forward protocol.
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@@ -90,3 +90,9 @@ decomposition decision point. The final stability check writes:
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Its pre-registered decision requires at least two adjacent scales to pass all
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Its pre-registered decision requires at least two adjacent scales to pass all
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six unchanged checks.
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six unchanged checks.
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Final sensitivity result: exact control and strength-1000 replication passed.
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Scale 1500 was the sole 6/6 arm, but no adjacent scale passed, so the stable-
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plateau rule rejected it. Retain the consolidated JSON/Markdown as the closing
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GTL decision point. No confirmation or tuned strength value should be promoted
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from this snapshot.
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