Add full-period S/R production comparison

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2026-07-13 09:37:39 +02:00
parent 3280ed71f7
commit e6dc74df6f
14 changed files with 119 additions and 2575176 deletions
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@@ -620,6 +620,28 @@ two-arm residual matrix therefore holds the clean detector and range factor fixe
.venv/bin/python scripts/run_sr_v2_matrix.py residual --workers 14
```
### Full-period production comparison
After freezing `rewrite_range504_structural_legacy_primary`, run it beside a
fresh `production_control` over the complete snapshot with identical portfolio
and exit settings:
```bash
.venv/bin/python scripts/run_sr_v2_matrix.py full --workers 14
```
The command deliberately supplies neither `--entry-start` nor `--entry-end`.
It writes both audited reports plus a paired cohort comparison:
- `reports/backtest-sr-full-production_control.json`
- `reports/backtest-sr-full-rewrite_range504_structural_legacy_primary.json`
- `reports/sr-full-production-vs-candidate-cohorts.csv`
- `reports/sr-full-production-vs-candidate-comparison.json`
This is an apples-to-apples full-history diagnostic against the current live
production path. It is not a new untouched holdout because the post-2024 data
was already inspected while isolating the range factor.
The post-2024 window has been opened and is now analysis data, not a valid final
promotion holdout. These arms can isolate mechanism, but neither may ship without
new future data or a separately pre-registered walk-forward protocol.