Fix bounded S/R training portfolio calendars

app/services/backtest_service.py

@@ -33,7 +33,7 @@ import statistics
 from collections import defaultdict
 from collections.abc import Callable
 from concurrent.futures import ProcessPoolExecutor
-from datetime import date, datetime, timezone
+from datetime import date, datetime, timedelta, timezone
 from types import SimpleNamespace
 from typing import Any
 
@@ -1376,8 +1376,17 @@ def _simulate_portfolio(
         qualified_fn = _default_qualified
 
     entries_by_ord: dict[int, list[dict]] = defaultdict(list)
-    start_ord = start_date.toordinal() if start_date is not None else None
-    end_ord = end_date.toordinal() if end_date is not None else None
+    configured_start, configured_end = _backtest_entry_bounds()
+    effective_start = start_date if start_date is not None else configured_start
+    start_ord = effective_start.toordinal() if effective_start is not None else None
+    if end_date is not None:
+        # Explicit simulator/holdout end dates are exclusive split boundaries.
+        end_ord = end_date.toordinal()
+    elif configured_end is not None:
+        # BACKTEST_ENTRY_END is documented and applied as an inclusive bound.
+        end_ord = (configured_end + timedelta(days=1)).toordinal()
+    else:
+        end_ord = None
     for c in candidates:
         if not qualified_fn(c) or c.get("direction") != "long":
             continue

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

@@ -429,6 +429,13 @@ Choose one arm and record that lock before running exactly control and that arm:
 Replace `confirmed_rounds` with the recorded winner. The validation command also
 calls `scripts/compare_sr_variants.py` to produce the paired cohort CSV and JSON.
 
+> Validation result: `confirmed_rounds` is rejected and is no longer a lockable
+> arm. It remains in the corrected training matrix only to preserve the causal
+> experiment record. The first training reports used an entry end bound without
+> forwarding it to the portfolio calendar, leaving each book in flat cash through
+> 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 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

scripts/run_sr_v2_matrix.py

@@ -23,7 +23,11 @@ TRAINING_ARMS = (
     "confirmed_rounds",
     "gate_v2",
 )
-LOCKABLE_ARMS = TRAINING_ARMS[1:]
+# confirmed_rounds failed the post-2024 validation decisively and must not be
+# selected again merely because a corrected training curve looks attractive.
+LOCKABLE_ARMS = tuple(
+    arm for arm in TRAINING_ARMS[1:] if arm != "confirmed_rounds"
+)
 
 
 def _add_common(parser: argparse.ArgumentParser) -> None:

tests/unit/test_backtest_service.py

@@ -604,6 +604,34 @@ class TestSimulatePortfolio:
     def test_nothing_qualified_returns_none(self):
         assert bt._simulate_portfolio([], {}, None, "hold", 30) is None
 
+    def test_configured_entry_end_truncates_flat_calendar_tail(self, monkeypatch):
+        closes = [100.0 + i for i in range(100)]
+        prices = {"AAA": _sim_prices(self.ORD, closes)}
+        cand = _sim_cand("AAA", self.ORD, entry=100.0, stop=95.0, target=130.0)
+        monkeypatch.setenv(
+            "BACKTEST_ENTRY_END", date.fromordinal(self.ORD).isoformat()
+        )
+
+        sim = bt._simulate_portfolio([cand], prices, None, "hold", 3)
+
+        assert sim is not None
+        assert sim["end_date"] == date.fromordinal(self.ORD + 3).isoformat()
+
+    def test_configured_entry_start_aligns_book_calendar(self, monkeypatch):
+        closes = [100.0 + i for i in range(10)]
+        prices = {"AAA": _sim_prices(self.ORD, closes)}
+        cand = _sim_cand(
+            "AAA", self.ORD + 1, entry=101.0, stop=96.0, target=130.0
+        )
+        monkeypatch.setenv(
+            "BACKTEST_ENTRY_START", date.fromordinal(self.ORD).isoformat()
+        )
+
+        sim = bt._simulate_portfolio([cand], prices, None, "hold", 3)
+
+        assert sim is not None
+        assert sim["start_date"] == date.fromordinal(self.ORD).isoformat()
+
 
 def test_bucket_stats_counts_and_expectancy():
     cands = [