# Backtest report index Reports dated 2026-07-11 or earlier are the historical production research record and are intentionally left untouched. The retained 2026-07-12/13 S/R reports mark a decision or provide the matching control for one: - The initial full-period clean-detector regression, `backtest-20260712-sr-detector-rewrite.json`, remains a local-only report and is intentionally not added to version control. - `backtest-sr-v2-train-production_control.json`: pre-July-2024 production control shared by the detector matrices. - `backtest-sr-v2-train-rewrite.json` and `backtest-sr-v2-train-rewrite_legacy_primary.json`: isolate detector geometry from the primary-target selector. - `backtest-sr-v2-train-rr_aligned_control.json` and `backtest-sr-v2-validation-rr_aligned_control.json`: show why primary target selection must not simply inherit the 2.0 activation floor. - `backtest-sr-traffic-train-legacy_traffic_grid_only.json`: reproduces the accidental legacy grid edge. - `backtest-sr-traffic-train-legacy_range_grid_neutral.json`: proves that the grid effect does not require volume or touch strength. - `backtest-sr-v2-validation-production_control.json` and `backtest-sr-v2-validation-legacy_range_grid_neutral.json`: the post-2024 control and failed range-grid replication. The compact paired result remains in `sr-v2-validation-comparison.json` and `sr-v2-validation-cohorts.csv`. - `backtest-sr-range-factor-train-production_range504.json` and `backtest-sr-range-factor-train-rewrite_range504_legacy_primary.json`: isolate the explicit 504-day multiplicative-range factor. - `backtest-sr-range-residual-train-rewrite_range504_structural_legacy_primary.json` and `backtest-sr-range-residual-train-rewrite_range504_structural_primary2.json`: the final target-source and primary-floor decision. The full-period production comparison writes: - `backtest-sr-full-production_control.json` - `backtest-sr-full-rewrite_range504_structural_legacy_primary.json` - `sr-full-production-vs-candidate-comparison.json` - `sr-full-production-vs-candidate-cohorts.csv` Those outputs should be retained as the final decision point for this research branch. The follow-up breadth-preserving ranking experiment writes `backtest-sr-overlay-full.json`. Retain it only as the decision point for the pre-registered 5% clean-structure overlay; exploratory weight sweeps should not be committed. The explicit gate-ladder parity run writes: - `backtest-sr-full-explicit_target_ladder.json` - `sr-explicit-target-ladder-comparison.json` - `sr-explicit-target-ladder-cohorts.csv` These establish the final architectural decision: the volume-free explicit ladder retains all 1,086 qualified setups and exactly reproduces the production book (Sharpe 2.03, CAGR 50.0%, max drawdown 21.4%, 321 trades). A final rerun after scanner integration verifies that the shared helper still preserves this parity before anything is deployed.