Finalize GTL and retire S/R research harness

reports/README.md

@@ -1,99 +1,27 @@
 # Backtest report index
 
 Reports dated 2026-07-11 or earlier are the historical production research
-record and are intentionally left untouched.
+record and remain untouched.
 
-The retained 2026-07-12/13 S/R reports mark a decision or provide the matching
-control for one:
+The completed 2026-07-12/13 S/R and Gate Target Ladder research is preserved as
+compact decision evidence instead of full per-arm replay output:
 
-- The initial full-period clean-detector regression,
-  `backtest-20260712-sr-detector-rewrite.json`, remains a local-only report and
-  is intentionally not added to version control.
-- `backtest-sr-v2-train-production_control.json`: pre-July-2024 production
-  control shared by the detector matrices.
-- `backtest-sr-v2-train-rewrite.json` and
-  `backtest-sr-v2-train-rewrite_legacy_primary.json`: isolate detector geometry
-  from the primary-target selector.
-- `backtest-sr-v2-train-rr_aligned_control.json` and
-  `backtest-sr-v2-validation-rr_aligned_control.json`: show why primary target
-  selection must not simply inherit the 2.0 activation floor.
-- `backtest-sr-traffic-train-legacy_traffic_grid_only.json`: reproduces the
-  accidental legacy grid edge.
-- `backtest-sr-traffic-train-legacy_range_grid_neutral.json`: proves that the
-  grid effect does not require volume or touch strength.
-- `backtest-sr-v2-validation-production_control.json` and
-  `backtest-sr-v2-validation-legacy_range_grid_neutral.json`: the post-2024
-  control and failed range-grid replication. The compact paired result remains
-  in `sr-v2-validation-comparison.json` and `sr-v2-validation-cohorts.csv`.
-- `backtest-sr-range-factor-train-production_range504.json` and
-  `backtest-sr-range-factor-train-rewrite_range504_legacy_primary.json`: isolate
-  the explicit 504-day multiplicative-range factor.
-- `backtest-sr-range-residual-train-rewrite_range504_structural_legacy_primary.json`
-  and `backtest-sr-range-residual-train-rewrite_range504_structural_primary2.json`:
-  the final target-source and primary-floor decision.
+- `sr-v2-validation-comparison.json` and `sr-v2-validation-cohorts.csv` record
+  the held-out detector comparison.
+- `sr-full-production-vs-candidate-comparison.json` and its cohort CSV record
+  the full-period clean-structure replacement decision.
+- `sr-explicit-target-ladder-comparison.json` and its cohort CSV record exact
+  GTL parity: 202,765 candidates, 1,086 qualified setups, 321 book trades,
+  Sharpe 2.03, CAGR 50.0%, and max drawdown 21.4% in both arms.
+- The three `backtest-20260713-gtl-*.json/.md` pairs record the tuning,
+  confirmation, and strength-sensitivity decisions. No stable improvement was
+  found, so the production GTL stayed frozen.
 
-The full-period production comparison writes:
+The large `backtest-sr-*.json` replay files were removed after consolidation.
+They duplicated hundreds of thousands of candidate rows while adding no
+decision information beyond the compact comparisons and the narrative in
+`docs/research/sr-levels-and-exits.md`. The original raw files remain available
+in Git history if a forensic reconstruction is ever necessary.
 
-- `backtest-sr-full-production_control.json`
-- `backtest-sr-full-rewrite_range504_structural_legacy_primary.json`
-- `sr-full-production-vs-candidate-comparison.json`
-- `sr-full-production-vs-candidate-cohorts.csv`
-
-Those outputs should be retained as the final decision point for this research
-branch.
-
-The follow-up breadth-preserving ranking experiment writes
-`backtest-sr-overlay-full.json`. Retain it only as the decision point for the
-pre-registered 5% clean-structure overlay; exploratory weight sweeps should not
-be committed.
-
-The Gate Target Ladder (the `explicit_target_ladder` research arm) parity run
-writes:
-
-- `backtest-sr-full-explicit_target_ladder.json`
-- `sr-explicit-target-ladder-comparison.json`
-- `sr-explicit-target-ladder-cohorts.csv`
-
-These establish the final architectural decision: the volume-free explicit
-ladder retains all 1,086 qualified setups and exactly reproduces the production
-book (Sharpe 2.03, CAGR 50.0%, max drawdown 21.4%, 321 trades). The final rerun
-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 archived single-parameter decision point is:
-
-- `backtest-20260713-gtl-tuning-matrix.json`
-- `backtest-20260713-gtl-tuning-matrix.md`
-
-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 retained-versus-added decomposition is retained as:
-
-- `backtest-20260713-gtl-confirmation-matrix.json`
-- `backtest-20260713-gtl-confirmation-matrix.md`
-
-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 is retained as:
-
-- `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.
-
-Final sensitivity result: exact control and strength-1000 replication passed.
-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.
+The initial untracked `backtest-20260712-sr-detector-rewrite.json` is local-only
+and is intentionally not part of the repository.