chore: consolidate post-stop research artifacts
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@@ -29,7 +29,26 @@ cannot revive an older stop episode.
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This replaces the previously proposed fixed five-session lockdown. The normal
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reset counts an unqualified stop-day close when that close is observed after the
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stop. The stricter experiment, which required a failed close on a later session,
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was not promoted.
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was not promoted as the research policy.
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### Live scheduling boundary
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The live daily pipeline runs the R:R scan **before** Outcome Eval. A trade that
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is closed at its initial stop by that Outcome Eval—or by an intraday evaluation
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after the full scan—was therefore still open when the day's gate observation
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ran. Its stop-day state cannot establish the failure. The earliest possible
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failure is the next successful full scan, and a fresh qualification requires a
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subsequent full scan.
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The study simulator closes positions before checking same-session re-entry
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state, so its normal `gate_reset` arm can count the stop-day close. At this first
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transition boundary, current live ordering is instead analogous to
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`strict_gate_reset`. The distinction is material: the strict full-period row
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recorded Sharpe 1.68, CAGR 44.8%, and 23.4% drawdown; its disjoint 2025+ row
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recorded Sharpe 1.38, CAGR 32.9%, and 21.0% drawdown. The selected normal-reset
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result (Sharpe 1.77) is therefore policy-study evidence, not exact live
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scheduler-order parity. Changing that ordering would be a separate production
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decision.
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## Experiment design
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