2.9 KiB
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.jsonandbacktest-sr-v2-train-rewrite_legacy_primary.json: isolate detector geometry from the primary-target selector.backtest-sr-v2-train-rr_aligned_control.jsonandbacktest-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.jsonandbacktest-sr-v2-validation-legacy_range_grid_neutral.json: the post-2024 control and failed range-grid replication. The compact paired result remains insr-v2-validation-comparison.jsonandsr-v2-validation-cohorts.csv.backtest-sr-range-factor-train-production_range504.jsonandbacktest-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.jsonandbacktest-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.jsonbacktest-sr-full-rewrite_range504_structural_legacy_primary.jsonsr-full-production-vs-candidate-comparison.jsonsr-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.jsonsr-explicit-target-ladder-comparison.jsonsr-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.