Isolate explicit S/R gate target ladder

app/services/backtest_service.py

@@ -100,6 +100,7 @@ STRUCTURAL_OVERLAY_SOURCE_VARIANT = (
 )
 STRUCTURAL_OVERLAY_WEIGHT = 0.05
 STRUCTURAL_OVERLAY_SCORE_KEY = "structural_overlay_95_5_score"
+EXPLICIT_TARGET_LADDER_VARIANT = "explicit_target_ladder"
 RANGE_RESIDUAL_VARIANTS = {
     "rewrite_range504_structural_legacy_primary",
     "rewrite_range504_structural_primary2",
@@ -163,6 +164,7 @@ SR_RESEARCH_VARIANTS = {
     "legacy_traffic_grid_only",
     "legacy_range_grid_touch",
     "legacy_range_grid_neutral",
+    EXPLICIT_TARGET_LADDER_VARIANT,
     STRUCTURAL_OVERLAY_VARIANT,
     *RANGE_FACTOR_VARIANTS,
 }
@@ -216,6 +218,7 @@ def _primary_min_rr_for_variant(sr_variant: str, activation: dict) -> float:
         sr_variant in {
             "production_control",
             "production_range504",
+            EXPLICIT_TARGET_LADDER_VARIANT,
             STRUCTURAL_OVERLAY_VARIANT,
         }
         or sr_variant.endswith("_legacy_primary")
@@ -371,6 +374,14 @@ def _window_setups(
         detected_levels = detect_sr_levels_legacy(
             highs, lows, closes, volumes, include_pivots=False
         )
+    elif sr_variant == EXPLICIT_TARGET_LADDER_VARIANT:
+        detected_levels = detect_sr_levels_legacy(
+            highs,
+            lows,
+            closes,
+            volumes,
+            explicit_range_grid=True,
+        )
     elif sr_variant in {"legacy_range_grid_touch", "legacy_range_grid_neutral"}:
         detected_levels = detect_sr_levels_legacy(
             highs,

app/services/sr_service.py

@@ -451,8 +451,9 @@ def detect_sr_levels_legacy(
                 if explicit_range_grid
                 else _legacy_volume_profile_nodes(highs, lows, closes, volumes)
             )
+            method = "range_grid" if explicit_range_grid else "volume_profile"
             for price in nodes:
-                candidates.append((float(price), "volume_profile"))
+                candidates.append((float(price), method))
         except ValidationError:
             pass
     if include_pivots:

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

@@ -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.

reports/README.md

@@ -46,3 +46,11 @@ The follow-up breadth-preserving ranking experiment writes
 `backtest-sr-overlay-full.json`. Retain it only as the decision point for the
 pre-registered 5% clean-structure overlay; exploratory weight sweeps should not
 be committed.
+
+The explicit gate-ladder parity run writes:
+
+- `backtest-sr-full-explicit_target_ladder.json`
+- `sr-explicit-target-ladder-comparison.json`
+- `sr-explicit-target-ladder-cohorts.csv`
+
+Retain these only if they establish the final parity decision.

scripts/run_backtest_snapshot.py

@@ -60,6 +60,7 @@ def _parse_args() -> argparse.Namespace:
             "rewrite_range504_structural_legacy_primary",
             "rewrite_range504_structural_primary2",
             "production_structural_overlay",
+            "explicit_target_ladder",
         ),
         default=None,
         help="Research-only S/R detector/gate arm.",

scripts/run_sr_v2_matrix.py

@@ -105,6 +105,11 @@ def _args() -> argparse.Namespace:
         help="Test the frozen 5% clean-structure rank overlay on production breadth.",
     )
     _add_common(overlay)
+    ladder = commands.add_parser(
+        "ladder",
+        help="Verify the explicit volume-free gate target ladder against production.",
+    )
+    _add_common(ladder)
     validate = commands.add_parser(
         "validate",
         help="Run production control and one locked arm from 2024-07-01.",
@@ -225,6 +230,36 @@ def _overlay(args: argparse.Namespace) -> None:
     print("Full-period structural ranking overlay complete.")
 
 
+def _ladder(args: argparse.Namespace) -> None:
+    control = ROOT / "reports" / "backtest-sr-full-production_control.json"
+    if not control.exists():
+        raise SystemExit(f"Full-period production control not found: {control}")
+    variant = ROOT / "reports" / "backtest-sr-full-explicit_target_ladder.json"
+    _run_arm(
+        "explicit_target_ladder",
+        args.snapshot,
+        args.workers,
+        output=variant,
+    )
+    subprocess.run(
+        [
+            sys.executable,
+            str(COMPARE),
+            str(control),
+            str(variant),
+            "--out-csv", str(
+                ROOT / "reports" / "sr-explicit-target-ladder-cohorts.csv"
+            ),
+            "--out-json", str(
+                ROOT / "reports" / "sr-explicit-target-ladder-comparison.json"
+            ),
+        ],
+        cwd=ROOT,
+        check=True,
+    )
+    print("Explicit target-ladder production parity comparison complete.")
+
+
 def main() -> None:
     args = _args()
     if args.command == "train":
@@ -242,6 +277,8 @@ def main() -> None:
         _full(args)
     elif args.command == "overlay":
         _overlay(args)
+    elif args.command == "ladder":
+        _ladder(args)
     else:
         _validate(args)
 

tests/unit/test_backtest_service.py

@@ -802,6 +802,7 @@ def test_sr_research_variant_is_explicit_and_validated(monkeypatch):
         "rewrite_range504_structural_legacy_primary",
         "rewrite_range504_structural_primary2",
         "production_structural_overlay",
+        "explicit_target_ladder",
     ):
         monkeypatch.setenv("BACKTEST_SR_VARIANT", variant)
         assert bt._sr_research_variant() == variant
@@ -856,6 +857,10 @@ def test_residual_arms_change_only_the_primary_rr_floor():
         "production_structural_overlay",
         activation,
     ) == 1.5
+    assert bt._primary_min_rr_for_variant(
+        "explicit_target_ladder",
+        activation,
+    ) == 1.5
 
 
 def test_structural_overlay_tags_production_geometry_without_replacing_it(monkeypatch):
@@ -934,6 +939,31 @@ def test_window_setups_routes_explicit_range_grid(
     }
 
 
+def test_window_setups_routes_full_explicit_target_ladder(monkeypatch):
+    captured = {}
+
+    def fake_detector(*args, **kwargs):
+        captured.update(kwargs)
+        return []
+
+    monkeypatch.setenv("BACKTEST_SR_VARIANT", bt.EXPLICIT_TARGET_LADDER_VARIANT)
+    monkeypatch.setattr(bt, "detect_sr_levels_legacy", fake_detector)
+    records = [
+        SimpleNamespace(
+            date=date(2024, 1, 1) + timedelta(days=i),
+            open=100.0,
+            high=101.0,
+            low=99.0,
+            close=100.0,
+            volume=1_000_000,
+        )
+        for i in range(bt.MIN_LOOKBACK)
+    ]
+
+    assert bt._window_setups(records, {}, {}) == []
+    assert captured == {"explicit_range_grid": True}
+
+
 @pytest.mark.parametrize(
     "variant",
     ["legacy_geometry_neutral", "legacy_range_grid_neutral"],

tests/unit/test_detect_sr_levels.py

@@ -277,6 +277,30 @@ class TestDetectSrLevels:
         assert sorted(deployed) == explicit
         assert len(explicit) == 20
 
+    def test_explicit_target_ladder_preserves_full_legacy_mechanics(self):
+        highs, lows, closes, volumes = _make_series(n=500)
+        deployed = detect_sr_levels_legacy(highs, lows, closes, volumes)
+        explicit = detect_sr_levels_legacy(
+            highs,
+            lows,
+            closes,
+            volumes,
+            explicit_range_grid=True,
+        )
+
+        def mechanics(level):
+            return {
+                key: value
+                for key, value in level.items()
+                if key not in {"detection_method", "sources"}
+            }
+
+        assert [mechanics(level) for level in explicit] == [
+            mechanics(level) for level in deployed
+        ]
+        assert any("range_grid" in level["sources"] for level in explicit)
+        assert all("volume_profile" not in level["sources"] for level in explicit)
+
     def test_explicit_range_grid_is_volume_independent(self):
         highs, lows, closes, volumes = _make_series(n=500)
         shifted_volumes = [volume * (i + 1) for i, volume in enumerate(volumes)]