research(backtest): breakeven-stop exit test, rejected

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Pre-registered test of raising the stop to entry once a trade is +1R or
+2R, on top of the 3x ATR trail. be_1r fails the frozen rule (train worse
on all three graded metrics, test drawdown worse); be_2r changes 2 of 480
trades because the trail already reaches entry near +2R. The production
exit stays.

Breakeven exits get their own breakeven_stop label. They follow live
re-entry semantics (only initial-stop exits lock re-entry), and an
ungraded be_1r_gated diagnostic arm sends them through the post-stop gate
reset instead. The trail and breakeven ratchet share one helper, so
breakeven also applies on a next_open fill bar. breakeven_r is validated,
verdicts flag passes that are only ties, and the graded capacity comes
from the shadow book config. Every graded number and the parity row are
unchanged from the first run.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

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dennisthiessenandClaude Opus 5.5 committed 2026-10-10 09:42:47 +02:00

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reports/backtest-20261009-breakeven-stop.json

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