Document final GTL research decision

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2026-07-13 16:24:43 +02:00
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@@ -513,6 +513,12 @@ It checks eight coarse scales around 1000, verifies exact control and
strength-1000 replication, and requires two adjacent scales to pass every strength-1000 replication, and requires two adjacent scales to pass every
original guardrail before calling the result stable. original guardrail before calling the result stable.
Final result: control and strength-1000 replication both passed, but there was
no adjacent passing plateau. Scale 1500 passed in isolation while lowering CAGR
and setup expectancy; its neighbors failed. The research decision is therefore
to keep the frozen GTL unchanged and evaluate any future challenger only on new
forward data. See the [full research record](docs/research/sr-levels-and-exits.md#gtl-tuning-matrix).
### Reading a local backtest report ### Reading a local backtest report
The deployed **Signals → Track Record** page is deliberately trimmed to validation The deployed **Signals → Track Record** page is deliberately trimmed to validation
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@@ -906,6 +906,28 @@ is rejected as sensitivity.
backtest_snapshots/prod.sqlite --workers 12 backtest_snapshots/prod.sqlite --workers 12
``` ```
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
7501000 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 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 promotion holdout. These arms can isolate mechanism, but neither may ship without
new future data or a separately pre-registered walk-forward protocol. 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:
Its pre-registered decision requires at least two adjacent scales to pass all Its pre-registered decision requires at least two adjacent scales to pass all
six unchanged checks. six unchanged checks.
Final sensitivity result: exact control and strength-1000 replication passed.
Scale 1500 was the sole 6/6 arm, but no adjacent scale passed, so the stable-
plateau rule rejected it. Retain the consolidated JSON/Markdown as the closing
GTL decision point. No confirmation or tuned strength value should be promoted
from this snapshot.