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Record final gate-ladder parity pass

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dennisthiessen
2026-07-13 11:34:47 +02:00
parent b6df3b7ce7
commit 3ffd13ce6e
2 changed files with 11 additions and 3 deletions
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docs/research/sr-levels-and-exits.md
+7
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@@ -723,6 +723,13 @@ The `explicit_target_ladder` backtest arm calls the same pure helper as the live
scanner, so the final full-period rerun is an implementation-parity check rather scanner, so the final full-period rerun is an implementation-parity check rather
than another detector experiment. than another detector experiment.
Final implementation-parity result after commit `8161c35`: **pass**. The
regenerated full-period report differs from the pre-integration parity report
only in `generated_at`; all 202,765 candidates, 1,086 qualified setups, cohort
statistics, and portfolio results are unchanged. This closes the local
backtest gate for the dual-purpose implementation. It does not itself authorize
or perform a production deployment.
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.
reports/README.md
+4 -3
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@@ -55,6 +55,7 @@ The explicit gate-ladder parity run writes:
These establish the final architectural decision: the volume-free explicit These establish the final architectural decision: the volume-free explicit
ladder retains all 1,086 qualified setups and exactly reproduces the production ladder retains all 1,086 qualified setups and exactly reproduces the production
book (Sharpe 2.03, CAGR 50.0%, max drawdown 21.4%, 321 trades). A final rerun book (Sharpe 2.03, CAGR 50.0%, max drawdown 21.4%, 321 trades). The final rerun
after scanner integration verifies that the shared helper still preserves this after scanner integration passed: the regenerated report changed only its
parity before anything is deployed. `generated_at` timestamp, confirming that the shared helper preserves exact
parity. Nothing in this research branch deploys the change to production.