Add GTL cohort composition backtest

2026-07-13 14:22:56 +02:00
parent 3f86aec0be
commit 623dc08875
8 changed files with 755 additions and 6 deletions
@@ -486,6 +486,20 @@ the run fails, they remain available for diagnosis; pass `--keep-arm-reports`
 to retain them after success too. No arm changes live scanner defaults or
 deploys anything.

+The replacement matrix found no winning single constant. Its evidence-selected
+follow-up keeps control geometry and isolates retained versus added cohorts in
+one 13-arm confirmation/union run:
+
+```bash
+# macOS/Linux
+.venv/bin/python scripts/run_gtl_confirmation_matrix.py \
+  backtest_snapshots/prod.sqlite --workers 12
+```
+
+It first verifies exact control parity with the completed tuning matrix, then
+checkpoints consolidated JSON and Markdown reports under
+`reports/backtest-YYYYMMDD-gtl-confirmation-matrix.*`.
+
 ### Reading a local backtest report

 The deployed **Signals → Track Record** page is deliberately trimmed to validation