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null, "name": "strength_1000" }, "candidates": 202765, "qualified": 1159, "qualified_net_avg_r": 0.233, "qualified_net_avg_r_ex_top5": 0.08, "full_book": { "sharpe": 1.88, "cagr_pct": 46.7, "max_drawdown_pct": 18.5, "trades": 338, "win_rate": 37.0, "avg_hold_days": 15.1, "skipped_book_full": 10 }, "holdout": { "train": { "sharpe": 1.42, "cagr_pct": 34.5, "max_drawdown_pct": 18.5, "trades": 182, "win_rate": 34.6, "avg_hold_days": 14.3, "skipped_book_full": 10 }, "test": { "sharpe": 2.32, "cagr_pct": 57.0, "max_drawdown_pct": 12.3, "trades": 158, "win_rate": 39.9, "avg_hold_days": 15.9, "skipped_book_full": 0 } }, "gtl_diagnostics": { "variant": "gtl_tuning", "candidate_count": 202765, "primary_source_counts": { "pivot_point": 196548, "range_grid": 179583 }, "primary_round_only": 0, "primary_strength_100": 158748, "avg_primary_strength": 86.761, "avg_primary_distance_atr": 2.308, "avg_primary_rejection_count": 41.521, "avg_raw_level_count": 53.204, "avg_gate_level_count": 53.204, "avg_range_504_log": 0.612, "range_factor_pass": 19566, "structural_overlay_rows": 0, "structural_overlay_pass": 0, "structural_overlay_weight": null }, "cohort_vs_control": { "retained": { "count": 1037, "net_avg_r": 0.2254, "net_avg_r_ex_top5": 0.0692 }, "added": { "count": 122, "net_avg_r": 0.3009, "net_avg_r_ex_top5": 0.1521 }, "removed": { "count": 49, "net_avg_r": 0.1417, "net_avg_r_ex_top5": -0.0437 } }, "description": "Faster traffic-strength saturation.", "screen": { "checks": { "full_sharpe_not_worse": false, "train_sharpe_not_worse": true, "test_sharpe_not_worse": false, "drawdown_not_worse": true, "retains_80pct_trades": true, "robust_expectancy_positive": true }, "passed": 4, "total": 6, "advances": false } } ], "caveat": "The split is a robustness check, not a pristine holdout; post-2024 data has already informed earlier research.", "completed_at": "2026-07-13T12:04:38.588817+00:00", "advancing_arms": [], "ranking_by_full_sharpe": [ "control", "touch_0_25pct", "candidates_8", "max_atr_8", "pivots_none", "touch_0", "strength_1000", "merge_0_25pct", "strength_250", "lookback_504", "candidates_all", "grid_12", "zones_1pct", "zones_3pct", "grid_32", "max_atr_5_5", "lookback_756", "merge_1pct", "lookback_252", "pivots_11bar" ] }