Add full-period S/R production comparison

2026-07-13 09:37:39 +02:00
parent 3280ed71f7
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14 changed files with 119 additions and 2575176 deletions
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+# Backtest report index
+
+Reports dated 2026-07-11 or earlier are the historical production research
+record and are intentionally left untouched.
+
+The retained 2026-07-12/13 S/R reports mark a decision or provide the matching
+control for one:
+
+- The initial full-period clean-detector regression,
+  `backtest-20260712-sr-detector-rewrite.json`, remains a local-only report and
+  is intentionally not added to version control.
+- `backtest-sr-v2-train-production_control.json`: pre-July-2024 production
+  control shared by the detector matrices.
+- `backtest-sr-v2-train-rewrite.json` and
+  `backtest-sr-v2-train-rewrite_legacy_primary.json`: isolate detector geometry
+  from the primary-target selector.
+- `backtest-sr-v2-train-rr_aligned_control.json` and
+  `backtest-sr-v2-validation-rr_aligned_control.json`: show why primary target
+  selection must not simply inherit the 2.0 activation floor.
+- `backtest-sr-traffic-train-legacy_traffic_grid_only.json`: reproduces the
+  accidental legacy grid edge.
+- `backtest-sr-traffic-train-legacy_range_grid_neutral.json`: proves that the
+  grid effect does not require volume or touch strength.
+- `backtest-sr-v2-validation-production_control.json` and
+  `backtest-sr-v2-validation-legacy_range_grid_neutral.json`: the post-2024
+  control and failed range-grid replication. The compact paired result remains
+  in `sr-v2-validation-comparison.json` and `sr-v2-validation-cohorts.csv`.
+- `backtest-sr-range-factor-train-production_range504.json` and
+  `backtest-sr-range-factor-train-rewrite_range504_legacy_primary.json`: isolate
+  the explicit 504-day multiplicative-range factor.
+- `backtest-sr-range-residual-train-rewrite_range504_structural_legacy_primary.json`
+  and `backtest-sr-range-residual-train-rewrite_range504_structural_primary2.json`:
+  the final target-source and primary-floor decision.
+
+The full-period production comparison writes:
+
+- `backtest-sr-full-production_control.json`
+- `backtest-sr-full-rewrite_range504_structural_legacy_primary.json`
+- `sr-full-production-vs-candidate-comparison.json`
+- `sr-full-production-vs-candidate-cohorts.csv`
+
+Those outputs should be retained as the final decision point for this research
+branch.