Retire completed GTL tuning harnesses

This commit is contained in:
2026-07-13 16:40:29 +02:00
parent 1d84a40c04
commit 8e09f239c8
16 changed files with 59 additions and 2057 deletions
+15 -14
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@@ -61,32 +61,30 @@ after scanner integration passed: the regenerated report changed only its
`generated_at` timestamp, confirming that the shared helper preserves exact
parity. Nothing in this research branch deploys the change to production.
The next decision point is generated by the one-command GTL parameter run:
The archived single-parameter decision point is:
- `backtest-YYYYMMDD-gtl-tuning-matrix.json`
- `backtest-YYYYMMDD-gtl-tuning-matrix.md`
- `backtest-20260713-gtl-tuning-matrix.json`
- `backtest-20260713-gtl-tuning-matrix.md`
These two consolidated files are the reports worth retaining. The runner uses
a hidden temporary directory for its 20 full per-arm reports and removes it
after successful consolidation unless `--keep-arm-reports` is supplied.
These two compact consolidated files are retained; the 20 full per-arm reports
were removed after consolidation.
The completed 2026-07-13 matrix found no single-parameter replacement that
passed all robustness checks. Retain its JSON and Markdown as that decision
point. The evidence-selected retained-versus-added decomposition writes:
point. The retained-versus-added decomposition is retained as:
- `backtest-YYYYMMDD-gtl-confirmation-matrix.json`
- `backtest-YYYYMMDD-gtl-confirmation-matrix.md`
- `backtest-20260713-gtl-confirmation-matrix.json`
- `backtest-20260713-gtl-confirmation-matrix.md`
Those become the next decision point; detailed per-arm reports remain temporary
unless explicitly retained.
Detailed per-arm reports were not 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:
decomposition decision point. The final stability check is retained as:
- `backtest-YYYYMMDD-gtl-strength-sensitivity.json`
- `backtest-YYYYMMDD-gtl-strength-sensitivity.md`
- `backtest-20260713-gtl-strength-sensitivity.json`
- `backtest-20260713-gtl-strength-sensitivity.md`
Its pre-registered decision requires at least two adjacent scales to pass all
six unchanged checks.
@@ -96,3 +94,6 @@ Scale 1500 was the sole 6/6 arm, but no adjacent scale passed, so the stable-
plateau rule rejected it. Retain the consolidated JSON/Markdown as the closing
GTL decision point. No confirmation or tuned strength value should be promoted
from this snapshot.
The temporary matrix runners and their configurable backtest hooks were removed
after consolidation. The normal local snapshot backtester remains.