Fix post-cluster neutral strength ablation

app/services/backtest_service.py

@@ -156,6 +156,28 @@ def _sr_research_variant() -> str:
     return value
 
 
+def _apply_zone_strength_variant(zone_levels: list[Any], sr_variant: str) -> list[Any]:
+    """Apply post-cluster research controls without changing zone geometry."""
+    if sr_variant == "legacy_geometry_neutral":
+        # Neutrality must be enforced after the shared zone cluster: its legacy
+        # sum mode can otherwise turn two 50-strength constituents back into a
+        # 100-strength target and silently invalidate the ablation.
+        for level in zone_levels:
+            level.strength = 50
+    return zone_levels
+
+
+def _apply_zone_strength_variant(zone_levels: list[Any], sr_variant: str) -> list[Any]:
+    """Apply post-cluster research controls without changing zone geometry."""
+    if sr_variant == "legacy_geometry_neutral":
+        # Neutrality must be enforced after the shared zone cluster: its legacy
+        # sum mode can otherwise turn two 50-strength constituents back into a
+        # 100-strength target and silently invalidate the ablation.
+        for level in zone_levels:
+            level.strength = 50
+    return zone_levels
+
+
 def _backtest_entry_bounds() -> tuple[date | None, date | None]:
     """Optional research-only entry bounds used to protect validation data."""
     parsed: list[date | None] = []
@@ -328,6 +350,8 @@ def _window_setups(
             entry,
             strength_mode=zone_strength_mode,
         )
+        zone_levels = _apply_zone_strength_variant(zone_levels, sr_variant)
+        zone_levels = _apply_zone_strength_variant(zone_levels, sr_variant)
         targets = target_generator.generate_targets(direction, entry, stop, zone_levels, atr)
         if not targets:
             fallback_k = _atr_target_fallback_k()

docs/research/sr-levels-and-exits.md

@@ -498,6 +498,29 @@ Run on macOS:
 Do not validate any traffic arm yet. First establish whether geometry, pivots, or
 the range-occupancy grid reproduces production on pre-2024 training data.
 
+Initial result:
+
+| arm | Sharpe | CAGR | MaxDD | net avg R | ex-top-5% |
+|---|---:|---:|---:|---:|---:|
+| production control | 1.28 | 28.8% | 21.4% | 0.230 | 0.066 |
+| pivots only | 1.38 | 32.9% | 25.2% | 0.236 | 0.076 |
+| traffic grid only | **1.72** | **41.8%** | **16.8%** | **0.271** | **0.136** |
+
+The traffic grid is the first research arm to beat control simultaneously on
+Sharpe, CAGR, drawdown, and robust expectancy. It retains 264 production setups,
+adds 240 positive-expectancy setups, and removes 412 weaker setups. This supports
+the hypothesis that the useful legacy feature is the volume-weighted range-
+occupancy grid, not pivots or visually meaningful S/R.
+
+The first geometry-neutral result is not interpretable: neutral strength was set
+before the shared zone cluster, which summed multiple 50-strength constituents
+back to 100. Neutrality is now enforced after clustering. Rerun only that arm:
+
+```bash
+.venv/bin/python scripts/run_sr_v2_matrix.py traffic \
+  --only-arm legacy_geometry_neutral --workers 14
+```
+
 **Next runs, if picked back up:**
 
 - A **per-name target model** for clear-air setups instead of a constant k×ATR. This

scripts/run_sr_v2_matrix.py

@@ -50,6 +50,12 @@ def _args() -> argparse.Namespace:
         help="Isolate legacy geometry, pivots, and price-traffic grid on training data.",
     )
     _add_common(traffic)
+    traffic.add_argument(
+        "--only-arm",
+        choices=TRAFFIC_ARMS,
+        default=None,
+        help="Rerun one hidden-feature arm without repeating the full matrix.",
+    )
     validate = commands.add_parser(
         "validate",
         help="Run production control and one locked arm from 2024-07-01.",
@@ -135,7 +141,8 @@ def main() -> None:
     if args.command == "train":
         _train(args, TRAINING_ARMS, "backtest-sr-v2-train")
     elif args.command == "traffic":
-        _train(args, TRAFFIC_ARMS, "backtest-sr-traffic-train")
+        arms = (args.only_arm,) if args.only_arm else TRAFFIC_ARMS
+        _train(args, arms, "backtest-sr-traffic-train")
     else:
         _validate(args)
 

tests/unit/test_backtest_service.py

@@ -766,6 +766,15 @@ def test_sr_research_variant_is_explicit_and_validated(monkeypatch):
         bt._sr_research_variant()
 
 
+def test_geometry_neutral_strength_is_enforced_after_zone_clustering():
+    levels = [
+        SimpleNamespace(strength=100),
+        SimpleNamespace(strength=75),
+    ]
+    result = bt._apply_zone_strength_variant(levels, "legacy_geometry_neutral")
+    assert [level.strength for level in result] == [50, 50]
+
+
 def test_backtest_entry_bounds_validate_dates(monkeypatch):
     monkeypatch.setenv("BACKTEST_ENTRY_START", "2024-07-01")
     monkeypatch.setenv("BACKTEST_ENTRY_END", "2024-12-31")