signal-platform/reports

Backtest report index

Reports dated 2026-07-11 or earlier are the historical production research record and remain untouched.

The completed 2026-07-12/13 S/R and Gate Target Ladder research is preserved as compact decision evidence instead of full per-arm replay output:

• sr-v2-validation-comparison.json and sr-v2-validation-cohorts.csv record the held-out detector comparison.
• sr-full-production-vs-candidate-comparison.json and its cohort CSV record the full-period clean-structure replacement decision.
• sr-explicit-target-ladder-comparison.json and its cohort CSV record exact GTL parity: 202,765 candidates, 1,086 qualified setups, 321 book trades, Sharpe 2.03, CAGR 50.0%, and max drawdown 21.4% in both arms.
• The three backtest-20260713-gtl-*.json/.md pairs record the tuning, confirmation, and strength-sensitivity decisions. No stable improvement was found, so the production GTL stayed frozen.

The large backtest-sr-*.json replay files were removed after consolidation. They duplicated hundreds of thousands of candidate rows while adding no decision information beyond the compact comparisons and the narrative in docs/research/sr-levels-and-exits.md. The original raw files remain available in Git history if a forensic reconstruction is ever necessary.

The initial untracked backtest-20260712-sr-detector-rewrite.json is local-only and is intentionally not part of the repository.

The 2026-07-17 post-stop re-entry decision is preserved in daily_reentry_matrix.json. It is the canonical source for the nine-policy daily replay, production-like full-universe ranking, the disjoint 2025+ book, and the cost/capacity sensitivity matrix. The interpretation and production decision live in docs/research/post-stop-reentry.md.

The earlier post-stop-reentry-20260717.json, post-stop-cooldown-sweep-20260717.json, and gate-protected-stop-20260717.json reports were removed as superseded intermediate experiments. They used weekly/hybrid entry cadence or tested the rejected stop-adjustment path, and add no decision evidence beyond the final daily matrix and narrative. Their matching one-off runners were removed too. All remain recoverable from Git history. Rebuildable candidate pickle caches are intentionally ignored and must not be committed.