Retire completed GTL tuning harnesses
This commit is contained in:
+15
-14
@@ -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.
|
||||
|
||||
Reference in New Issue
Block a user