docs: clarify control parity accounting

2026-08-05 08:56:53 +02:00
parent 1ace6688dd
commit e58d2bb2cf
2 changed files with 9 additions and 1 deletions
@@ -41,6 +41,14 @@ The daily replay uses zero outcome horizon: setup and rank observations continue
 through the snapshot's last session because portfolio simulation, unlike outcome
 grading, does not require 30 future bars.

+Control-parity note: a direct main-versus-branch comparison found identical
+total return, CAGR, maximum drawdown, and Sharpe. The branch intentionally
+changes only the first calendar year's `yearly_returns` convention: it starts
+from initial capital rather than equity after the first session, so day-one
+entry costs are now charged to year one. Older reports can therefore show a
+different first-year contextual return without a strategy-performance
+regression. New trade-detail and measurement-start fields are additive.
+
 ### Weekly-selection mechanics

 - Ordinary exits run before entries/rebalancing.