signal-platform/reports

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). The final rerun after scanner integration passed: the regenerated report changed only its generated_at timestamp, confirming that the shared helper preserves exact parity. Nothing in this research branch deploys the change to production.