# Backtest report index

The 2026-09-08 residual-normalization signal experiment is preserved in
`residual-normalization-20260908.json` and its generated Markdown table.
The JSON includes every retained window, coverage, paired uncertainty, the
mechanical verdict, the snapshot hash, and the git blob ids of the source it
ran. The screen failed its frozen IC floor, so no portfolio replay was run. Interpretation:
[`residual-normalization-findings.md`](../docs/research/residual-normalization-findings.md).

The 2026-10-09 breakeven-stop exit test is preserved in
`backtest-20261009-breakeven-stop.json` (regenerated 2026-10-10 after a code
review, with no graded number changed). Its `breakeven_stop_study` section holds
the parity guard, the graded rows and verdicts for `control`, `be_1r` and
`be_2r`, and the ungraded `be_1r_gated` diagnostic rows. No arm passed with a
real difference from control, so the production exit is unchanged.
Interpretation: [`breakeven-stop.md`](../docs/research/breakeven-stop.md).

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.