Re-applies the activation gate at several min_target_probability thresholds
(60→30, other conditions fixed) over the already-replayed candidates, so the
trade-off between how many setups qualify and their expectancy is visible in one
table — the cheap "optimize" half of Phase 2. Candidates now carry meets_core +
best_prob so the sweep needs no re-replay. New sweep table in BacktestPanel with
the current threshold starred.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Replays the price-derived engine over stored OHLCV: at each weekly as-of date,
rebuild the setup from bars <= D (no lookahead) and walk the actual forward bars
for the realized outcome. Reports realized hit-rate/expectancy of qualified
setups (and all setups, by direction) plus a probability calibration curve
(predicted target prob vs realized hit rate).
Reuses pure functions throughout; extracted compute_technical_from_arrays /
compute_momentum_from_closes from scoring_service so live and backtest stay in
sync. Runs as a weekly/triggerable 'backtest' job caching the report in a
SystemSetting; GET /backtest/report serves it. Sentiment/fundamentals held
neutral (no point-in-time history) — calibrates the price/S-R/probability machinery.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
dennisthiessen