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"policy": { "daily_checks": 12410, "qualified_checks": 298, "emitted_candidates_by_reason": { "two_qualified_post_stop_closes": 107 } } } ], "portfolio_simulations_executed": 90 } }, "portfolio_simulations_executed": 180, "validation_simulations_executed": 2, "note": "The expensive point-in-time daily setup replay is executed once. backtest_legacy preserves the existing candidate-rank approximation; live_universe ranks every ticker once per session like production. Both modes remain strictly long-only after ranking and then run the same policy, lookback, cost, capacity, and holdout matrix. Each immediate callback must match its direct no-lockdown simulation exactly. Immediate is the daily no-lockdown baseline; next_session blocks only the stop day; cooldown_5 permits re-entry at wait_sessions=5; gate_reset requires an unqualified close before requalification; gate_reset_improved additionally requires a higher stop and a non-weaker production rank; two_session_confirmation requires two consecutive qualified post-stop closes and excludes the stop day's close. Transaction costs alter cash and position sizing, not just reported P&L." }