tests done

2026-07-19 14:21:05 +02:00
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+# Production book × universe × horizon — results
+
+Generated: `2026-07-19T14:07:37.458454`
+
+> Survivorship: today's constituents backfilled. Compare arms relatively; do not treat deep CAGR/Sharpe levels as deployable forecasts.
+
+## Arms
+
+| arm | universe | entry start | Sharpe | SE | CAGR % | max DD % | ret % | trades | qual longs | span |
+|---|---|---|---:|---:|---:|---:|---:|---:|---:|---|
+| A_prod_4y_505 | prod_505 | 2022-07-01 | 1.32 | 0.49 | 31.8 | 18.9 | 204.7 | 374 | 1448 | 2022-07-01→2026-07-13 |
+| B_prod_4y_505_liquid | prod_plus_liquid | 2022-07-01 | 0.14 | 0.499 | -1.8 | 55.3 | -7.1 | 706 | 6587 | 2022-07-01→2026-07-17 |
+| C_prod_2016_505 | prod_505 | 2016-07-01 | 0.88 | 0.314 | 16.7 | 24.4 | 369.4 | 763 | 2450 | 2016-07-01→2026-07-13 |
+| D_prod_2016_505_liquid | prod_plus_liquid | 2016-07-01 | -0.06 | 0.316 | -7.0 | 73.9 | -52.0 | 1567 | 11551 | 2016-07-01→2026-07-17 |
+
+## Config (production, unchanged)
+
+```json
+{
+  "note": "Live production knobs \u2014 no modifications",
+  "momentum": "residual_12_1 gate 80",
+  "rank": "residual_high_vol_blend_80_20",
+  "fill_mode": "close",
+  "cost_per_side": 0.001,
+  "exit": {
+    "mode": "atr_trailing",
+    "trailing_pct": 12.0,
+    "atr_multiplier": 3.0,
+    "hold_days": 30
+  },
+  "max_positions": 10,
+  "risk_per_trade": 0.01,
+  "reentry": "gate_reset"
+}
+```
+
+## Snapshot
+
+```json
+{
+  "prod_universe_n": 506,
+  "price_symbols_n": 4654,
+  "raw_candidates": 2389258,
+  "liquid_top_n": 1500,
+  "liquid_min_price": 5.0,
+  "short_start": "2022-07-01",
+  "long_start": "2016-07-01"
+}
+```
+
+PENDING_HUMAN — descriptive matrix only; no auto promotion.
+
+JSON: `reports/prod-book-universe-horizon-20260719-140737.json`
+