done

reports/sr-full-production-vs-candidate-comparison.json

@@ -0,0 +1,38 @@
+{
+  "control_report": "/Users/taathde3/git/lab/signal_platform/reports/backtest-sr-full-production_control.json",
+  "variant_report": "/Users/taathde3/git/lab/signal_platform/reports/backtest-sr-full-rewrite_range504_structural_legacy_primary.json",
+  "control_variant": "production_control",
+  "variant": "rewrite_range504_structural_legacy_primary",
+  "retained": {
+    "count": 115,
+    "net_avg_r": 0.4775,
+    "net_avg_r_ex_top5": 0.345,
+    "hold30_avg_r": 1.2952
+  },
+  "added": {
+    "count": 175,
+    "net_avg_r": 0.279,
+    "net_avg_r_ex_top5": 0.1477,
+    "hold30_avg_r": 0.7703
+  },
+  "removed": {
+    "count": 971,
+    "net_avg_r": 0.1789,
+    "net_avg_r_ex_top5": 0.024,
+    "hold30_avg_r": 0.552
+  },
+  "control_book": {
+    "sharpe": 2.03,
+    "cagr_pct": 50.0,
+    "max_drawdown_pct": 21.4,
+    "trades": 321,
+    "skipped_book_full": 0
+  },
+  "variant_book": {
+    "sharpe": 1.53,
+    "cagr_pct": 28.8,
+    "max_drawdown_pct": 14.3,
+    "trades": 170,
+    "skipped_book_full": 8
+  }
+}