# Backtest report index Reports dated 2026-07-11 or earlier are the historical production research record and remain untouched. The completed 2026-07-12/13 S/R and Gate Target Ladder research is preserved as compact decision evidence instead of full per-arm replay output: - `sr-v2-validation-comparison.json` and `sr-v2-validation-cohorts.csv` record the held-out detector comparison. - `sr-full-production-vs-candidate-comparison.json` and its cohort CSV record the full-period clean-structure replacement decision. - `sr-explicit-target-ladder-comparison.json` and its cohort CSV record exact GTL parity: 202,765 candidates, 1,086 qualified setups, 321 book trades, Sharpe 2.03, CAGR 50.0%, and max drawdown 21.4% in both arms. - The three `backtest-20260713-gtl-*.json/.md` pairs record the tuning, confirmation, and strength-sensitivity decisions. No stable improvement was found, so the production GTL stayed frozen. The large `backtest-sr-*.json` replay files were removed after consolidation. They duplicated hundreds of thousands of candidate rows while adding no decision information beyond the compact comparisons and the narrative in `docs/research/sr-levels-and-exits.md`. The original raw files remain available in Git history if a forensic reconstruction is ever necessary. The initial untracked `backtest-20260712-sr-detector-rewrite.json` is local-only and is intentionally not part of the repository. The 2026-07-17 post-stop re-entry decision is preserved in `daily_reentry_matrix.json`. It is the canonical source for the nine-policy daily replay, production-like full-universe ranking, the disjoint 2025+ book, and the cost/capacity sensitivity matrix. The interpretation and production decision live in [`docs/research/post-stop-reentry.md`](../docs/research/post-stop-reentry.md). The earlier `post-stop-reentry-20260717.json`, `post-stop-cooldown-sweep-20260717.json`, and `gate-protected-stop-20260717.json` reports were removed as superseded intermediate experiments. They used weekly/hybrid entry cadence or tested the rejected stop-adjustment path, and add no decision evidence beyond the final daily matrix and narrative. Their matching one-off runners were removed too. All remain recoverable from Git history. Rebuildable candidate pickle caches are intentionally ignored and must not be committed. ### Phase B fip breadth IC (2026-07-18/19) — compact evidence Canonical artifacts: - `fip-reconcile-20260719-000520.json` — single-sourced authoritative ICs (unconditional liquid fip, tiers, prod-subset, mom-conditional, context signals). Membership symbol dumps stripped after the decision; narrative in [`docs/research/fip-breadth-ic.md`](../docs/research/fip-breadth-ic.md). - `fip-breadth-20260718-211440-fingerprint.json` — prod-snapshot fingerprint pass (fip IC −0.045 / t −2.91). Removed as superseded / dangerous intermediate noise (recoverable from Git): - `fip-breadth-20260718-211440-breadth.json` (+ wrapper) — **orphaned** +0.0575 / t +5.12 from racing a partial `research.sqlite`. Kept out of the tree so it cannot be re-mythologized. - `fip-breadth-20260718-194828*.json` — fingerprint-only partial run. - `fip-breadth-diagnostics-20260718-213705.json` and `…-213908.json` — dual-path diagnostics superseded by the single-sourced reconcile.