28 lines
1.4 KiB
Markdown
28 lines
1.4 KiB
Markdown
# Backtest report index
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Reports dated 2026-07-11 or earlier are the historical production research
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record and remain untouched.
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The completed 2026-07-12/13 S/R and Gate Target Ladder research is preserved as
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compact decision evidence instead of full per-arm replay output:
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- `sr-v2-validation-comparison.json` and `sr-v2-validation-cohorts.csv` record
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the held-out detector comparison.
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- `sr-full-production-vs-candidate-comparison.json` and its cohort CSV record
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the full-period clean-structure replacement decision.
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- `sr-explicit-target-ladder-comparison.json` and its cohort CSV record exact
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GTL parity: 202,765 candidates, 1,086 qualified setups, 321 book trades,
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Sharpe 2.03, CAGR 50.0%, and max drawdown 21.4% in both arms.
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- The three `backtest-20260713-gtl-*.json/.md` pairs record the tuning,
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confirmation, and strength-sensitivity decisions. No stable improvement was
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found, so the production GTL stayed frozen.
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The large `backtest-sr-*.json` replay files were removed after consolidation.
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They duplicated hundreds of thousands of candidate rows while adding no
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decision information beyond the compact comparisons and the narrative in
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`docs/research/sr-levels-and-exits.md`. The original raw files remain available
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in Git history if a forensic reconstruction is ever necessary.
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The initial untracked `backtest-20260712-sr-detector-rewrite.json` is local-only
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and is intentionally not part of the repository.
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