Add GTL strength confirmation sensitivity

2026-07-13 15:42:47 +02:00
parent 30fd5a029b
commit 7162272cc0
5 changed files with 369 additions and 0 deletions
@@ -500,6 +500,19 @@ 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.*`.

+The confirmation matrix's only near-hit was strength-1000 intersection: it
+improved full/train/post-2024 Sharpe but missed the unchanged drawdown guardrail
+by 0.3 percentage points. The final narrow sensitivity check is:
+
+```bash
+.venv/bin/python scripts/run_gtl_strength_sensitivity.py \
+  backtest_snapshots/prod.sqlite --workers 12
+```
+
+It checks eight coarse scales around 1000, verifies exact control and
+strength-1000 replication, and requires two adjacent scales to pass every
+original guardrail before calling the result stable.
+
 ### Reading a local backtest report

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