chore: consolidate post-stop research artifacts

2026-07-17 20:46:21 +02:00
parent d13c54e3c7
commit c9c6967c9c
11 changed files with 46 additions and 36324 deletions
@@ -24,7 +24,7 @@ score, Structural S/R, the Gate Target Ladder, sentiment, fundamentals) is
 | 80/20 residual-momentum / 6m-volatility rank | Ranking tilt | Buys ~2pp CAGR over momentum-only; costs ~6pp drawdown |
 | 1.5× ATR initial stop | Real exit | Cuts losers fast |
 | 3× ATR trailing stop, 30-day max hold | Real exit | Best Sharpe of every exit tested |
-| Post-stop normal gate reset | Re-entry policy | Stop always closes; a later gate failure and subsequent fresh qualification define the next signal episode. Sharpe 1.67 → 1.77 and CAGR 45.2% → 48.3% at production capacity 10. [Full study](post-stop-reentry.md) |
+| Post-stop normal gate reset | Re-entry policy | Stop always closes; a later gate failure and subsequent fresh qualification define the next signal episode. The selected study arm reached Sharpe 1.77 / CAGR 48.3% at capacity 10; live scan-before-outcome timing is stricter (Sharpe 1.68 / CAGR 44.8% analogue). [Full study](post-stop-reentry.md) |
 | Max 10 concurrent positions, 1% risk per trade | Sizing | Cap never binds in practice |
 | Structural S/R | Human-facing product context | Clean, capped zones for charts and alerts; not read by the scanner |
 | Gate Target Ladder | Screening machinery | Volume-free transient proposals preserve the production candidate set exactly; never an exit |