Separate S/R detector tests from primary R:R policy

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2026-07-12 23:18:38 +02:00
parent 178abd4b2d
commit bd72fa75f9
4 changed files with 28 additions and 15 deletions
+11
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@@ -436,6 +436,17 @@ calls `scripts/compare_sr_variants.py` to produce the paired cohort CSV and JSON
> the test period. The simulator now treats `BACKTEST_ENTRY_END` as an inclusive
> entry bound and truncates the calendar after the final position can resolve.
The isolated `rr_aligned_control` validation also failed (Sharpe 2.78 to 1.32,
CAGR 73.3% to 33.1%, drawdown 11.7% to 18.4%). The live 1.5 primary-selection
behavior is therefore frozen: although it predates the 2.0 activation gate, it
acts as a useful selectivity mechanism. The final detector matrix holds that
behavior constant and varies only detection/zone policy:
- `rewrite_legacy_primary`
- `soft_zones_legacy_primary`
- `confirmed_rounds_legacy_primary`
- `gate_v2_legacy_primary`
The post-2024 interval has informed earlier research, so this is validation rather
than a pristine holdout; do not sweep variants on it. No deployment follows
automatically. A lower validation Sharpe or higher drawdown remains a no-ship