done

reports/sr-v2-validation-comparison.json

@@ -1,25 +1,25 @@
 {
   "control_report": "/Users/taathde3/git/lab/signal_platform/reports/backtest-sr-v2-validation-production_control.json",
-  "variant_report": "/Users/taathde3/git/lab/signal_platform/reports/backtest-sr-v2-validation-rr_aligned_control.json",
+  "variant_report": "/Users/taathde3/git/lab/signal_platform/reports/backtest-sr-v2-validation-legacy_range_grid_neutral.json",
   "control_variant": "production_control",
-  "variant": "rr_aligned_control",
+  "variant": "legacy_range_grid_neutral",
   "retained": {
-    "count": 410,
-    "net_avg_r": 0.1742,
-    "net_avg_r_ex_top5": 0.0219,
-    "hold30_avg_r": 0.6363
+    "count": 193,
+    "net_avg_r": 0.23,
+    "net_avg_r_ex_top5": 0.0924,
+    "hold30_avg_r": 0.7591
   },
   "added": {
-    "count": 362,
-    "net_avg_r": -0.0433,
-    "net_avg_r_ex_top5": -0.2028,
-    "hold30_avg_r": 0.254
+    "count": 179,
+    "net_avg_r": 0.1223,
+    "net_avg_r_ex_top5": -0.0191,
+    "hold30_avg_r": 0.4528
   },
   "removed": {
-    "count": 0,
-    "net_avg_r": null,
-    "net_avg_r_ex_top5": null,
-    "hold30_avg_r": null
+    "count": 217,
+    "net_avg_r": 0.1318,
+    "net_avg_r_ex_top5": -0.0093,
+    "hold30_avg_r": 0.527
   },
   "control_book": {
     "sharpe": 2.78,
@@ -29,10 +29,10 @@
     "skipped_book_full": 0
   },
   "variant_book": {
-    "sharpe": 1.32,
-    "cagr_pct": 33.1,
-    "max_drawdown_pct": 18.4,
-    "trades": 201,
-    "skipped_book_full": 80
+    "sharpe": 1.85,
+    "cagr_pct": 43.2,
+    "max_drawdown_pct": 15.2,
+    "trades": 154,
+    "skipped_book_full": 0
   }
 }