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Isolate explicit S/R gate target ladder

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dennisthiessen
2026-07-13 10:49:44 +02:00
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@@ -675,6 +675,37 @@ at least 90% of production CAGR. The 1-year and 6-month rows must not both
deteriorate. This remains contaminated full-history research, not promotion
validation.
Result: **reject the overlay**. Production parity is exact, but the overlay
reduces full-period Sharpe from 2.03 to 2.00 and CAGR from 50.0% to 48.4%; max
drawdown improves from 21.4% to 20.0%. Confirmation has real standalone quality
(+0.263R ex-top-5% versus +0.024R), but little marginal ranking value: confirmed
setups already average production rank 92.3 and 46.1% come from ten symbols. The
5% boost changes ordering on only 45 active dates and overweights the same
concentrated names.
### Explicit gate target ladder
The legacy detector's volume-profile label is misleading. It returns both HVN
and LVN bins, whose union is the complete 20-bin price-range grid, then adds
unfiltered pivots and touch strength. For the gate this behaves as a broad
target-proposal ladder, not human-facing support/resistance.
The `explicit_target_ladder` arm therefore replaces only the irrelevant volume
pass with the complete range grid. It retains pivots, touch strength, merge
geometry, primary selection, qualification, ranking, and exit behavior. Grid
levels are labelled `range_grid`, making the internal purpose explicit.
```bash
.venv/bin/python scripts/run_sr_v2_matrix.py ladder --workers 14
```
The arm advances only on exact parity with the full-period production control:
no added or removed qualified setups and identical production-book Sharpe,
CAGR, drawdown, and trade count. Passing parity supports a dual-purpose design:
clean structure for charts and alerts, explicit target ladder for the gate.
Failing parity means the supposedly irrelevant volume pass still affects an
edge case and must be located before any architectural change.
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.