Separate chart S/R from gate target ladder

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2026-07-13 11:17:03 +02:00
parent 995a0380c3
commit 8161c352a0
12 changed files with 277 additions and 58 deletions
+17
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@@ -706,6 +706,23 @@ clean structure for charts and alerts, explicit target ladder for the gate.
Failing parity means the supposedly irrelevant volume pass still affects an
edge case and must be located before any architectural change.
Result: **exact parity**. Both arms produce 1,086 qualified setups from 202,765
candidates, with 1,086 retained, zero added, and zero removed. Both production
books have Sharpe 2.03, CAGR 50.0%, max drawdown 21.4%, and 321 trades. The
retained cohort is +0.2086R net average and +0.0492R after removing the top 5%.
This proves that neither volume nor the `volume_profile` interpretation is part
of the deployed edge.
Implementation decision: keep the clean `detect_sr_levels` output persisted as
human-facing S/R for charts and alerts. The scanner instead builds
`detect_gate_target_ladder` directly from its OHLCV window, materializes it only
for the current scan, and never writes those proposal levels to `SRLevel`. The
primary-target selector retains its independently researched 1.5 floor; the
later live activation gate remains 2.0, and the ATR-trailing exit is unchanged.
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
than another detector experiment.
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
new future data or a separately pre-registered walk-forward protocol.