{ "generated_at": "2026-09-07T11:29:07.772474+00:00", "snapshot": "C:\\Workspace\\signal-platform\\backtest_snapshots\\survivorship-a.sqlite", "cache": "C:\\Workspace\\signal-platform\\backtest_snapshots\\tr-rank-cache.sqlite", "candidates_store": "C:\\Workspace\\signal-platform\\backtest_snapshots\\tr-ab-candidates.pkl", "cadence": "weekly", "min_momentum_percentile": 80.0, "candidate_count": 202765, "held_fixed": [ "setup candidates (entry/stop/target/rr) generated once and shared", "execution bars: snapshot nominal closes in both arms", "volatility leg: vol_6m from candidate generation, never recomputed", "non-momentum gates, max_positions, risk_per_trade, exit policy, re-entry policy" ], "headline": { "control_price_return": { "trades": 322, "total_return_pct": 424.6, "cagr_pct": 51.6, "max_drawdown_pct": 21.4, "sharpe": 2.09, "win_rate": 37.0 }, "treatment_total_return": { "trades": 334, "total_return_pct": 376.5, "cagr_pct": 47.9, "max_drawdown_pct": 19.5, "sharpe": 1.98, 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"entry_date": "2025-01-30", "symbol": "PODD" }, { "entry_date": "2025-04-28", "symbol": "LITE" }, { "entry_date": "2025-04-28", "symbol": "LYV" }, { "entry_date": "2025-05-27", "symbol": "VST" }, { "entry_date": "2025-05-30", "symbol": "KVUE" }, { "entry_date": "2025-06-10", "symbol": "LITE" }, { "entry_date": "2025-07-10", "symbol": "CIEN" }, { "entry_date": "2025-07-24", "symbol": "NEM" }, { "entry_date": "2025-07-24", "symbol": "TMUS" }, { "entry_date": "2025-08-07", "symbol": "APP" }, { "entry_date": "2025-10-24", "symbol": "FSLR" }, { "entry_date": "2025-12-15", "symbol": "PM" }, { "entry_date": "2026-04-06", "symbol": "TEL" }, { "entry_date": "2026-04-27", "symbol": "NEM" }, { "entry_date": "2026-05-18", "symbol": "CVS" } ], "only_treatment": [ { "entry_date": "2022-08-24", "symbol": "BG" }, { "entry_date": "2022-09-15", "symbol": "OKE" }, { "entry_date": "2022-09-22", "symbol": "ABBV" }, { "entry_date": "2022-11-03", "symbol": "DE" }, { "entry_date": "2022-11-17", "symbol": 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"2025-05-12", "symbol": "TRGP" }, { "entry_date": "2025-05-12", "symbol": "VST" }, { "entry_date": "2025-05-22", "symbol": "KVUE" }, { "entry_date": "2025-05-27", "symbol": "LITE" }, { "entry_date": "2025-06-25", "symbol": "CVNA" }, { "entry_date": "2025-06-25", "symbol": "SOLV" }, { "entry_date": "2025-07-17", "symbol": "APP" }, { "entry_date": "2025-07-24", "symbol": "CIEN" }, { "entry_date": "2025-08-28", "symbol": "DLTR" }, { "entry_date": "2025-10-03", "symbol": "MOS" }, { "entry_date": "2025-10-10", "symbol": "NFLX" }, { "entry_date": "2025-10-31", "symbol": "VLO" }, { "entry_date": "2025-11-21", "symbol": "HAS" }, { "entry_date": "2026-02-27", "symbol": "CVS" }, { "entry_date": "2026-04-06", "symbol": "WMT" }, { "entry_date": "2026-04-13", "symbol": "NEM" }, { "entry_date": "2026-04-27", "symbol": "VTRS" }, { "entry_date": "2026-05-18", "symbol": "LYB" } ], "only_control_count": 51, "only_treatment_count": 63 }, "yearly": { "rows": [ { "year": 2022, "control_pct": 8.1, "treatment_pct": 9.9, "delta_pp": 1.8 }, { "year": 2023, "control_pct": 42.0, "treatment_pct": 41.9, "delta_pp": -0.1 }, { "year": 2024, "control_pct": 36.4, "treatment_pct": 38.4, "delta_pp": 2.0 }, { "year": 2025, "control_pct": 80.2, "treatment_pct": 58.1, "delta_pp": -22.1 }, { "year": 2026, "control_pct": 39.2, "treatment_pct": 39.6, "delta_pp": 0.4 } ], "years_treatment_better": 3, "years_treatment_worse": 2, "years_equal": 0 }, "paired_bootstrap": { "method": "paired moving-block bootstrap on date-aligned daily returns; the same block indices are drawn for both arms so the pairing and cross-arm correlation are preserved", "seed": 20260907, "replicates": 5000, "sessions": 1000, "pre_specified": "seed, replicate count and both block lengths were fixed before the run; both are reported", "scope": "exploratory uncertainty estimate from the observed window - not out-of-sample validation and not a rollout gate", "blocks": { "21_sessions": { "cagr_pct": { "mean": -3.61, "median": 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