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
@@ -79,3 +79,14 @@ point. The evidence-selected retained-versus-added decomposition writes:

 Those become the next decision point; detailed per-arm reports remain temporary
 unless explicitly retained.
+
+The completed confirmation matrix found one near-hit but no formal winner:
+strength-1000 intersection improved full/train/post-2024 Sharpe and CAGR, while
+max drawdown worsened from 21.4% to 21.7%. Retain that matrix as the cohort-
+decomposition decision point. The final stability check writes:
+
+- `backtest-YYYYMMDD-gtl-strength-sensitivity.json`
+- `backtest-YYYYMMDD-gtl-strength-sensitivity.md`
+
+Its pre-registered decision requires at least two adjacent scales to pass all
+six unchanged checks.