61 lines
2.9 KiB
Markdown
61 lines
2.9 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 are intentionally left untouched.
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The retained 2026-07-12/13 S/R reports mark a decision or provide the matching
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control for one:
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- The initial full-period clean-detector regression,
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`backtest-20260712-sr-detector-rewrite.json`, remains a local-only report and
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is intentionally not added to version control.
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- `backtest-sr-v2-train-production_control.json`: pre-July-2024 production
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control shared by the detector matrices.
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- `backtest-sr-v2-train-rewrite.json` and
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`backtest-sr-v2-train-rewrite_legacy_primary.json`: isolate detector geometry
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from the primary-target selector.
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- `backtest-sr-v2-train-rr_aligned_control.json` and
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`backtest-sr-v2-validation-rr_aligned_control.json`: show why primary target
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selection must not simply inherit the 2.0 activation floor.
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- `backtest-sr-traffic-train-legacy_traffic_grid_only.json`: reproduces the
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accidental legacy grid edge.
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- `backtest-sr-traffic-train-legacy_range_grid_neutral.json`: proves that the
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grid effect does not require volume or touch strength.
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- `backtest-sr-v2-validation-production_control.json` and
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`backtest-sr-v2-validation-legacy_range_grid_neutral.json`: the post-2024
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control and failed range-grid replication. The compact paired result remains
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in `sr-v2-validation-comparison.json` and `sr-v2-validation-cohorts.csv`.
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- `backtest-sr-range-factor-train-production_range504.json` and
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`backtest-sr-range-factor-train-rewrite_range504_legacy_primary.json`: isolate
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the explicit 504-day multiplicative-range factor.
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- `backtest-sr-range-residual-train-rewrite_range504_structural_legacy_primary.json`
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and `backtest-sr-range-residual-train-rewrite_range504_structural_primary2.json`:
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the final target-source and primary-floor decision.
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The full-period production comparison writes:
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- `backtest-sr-full-production_control.json`
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- `backtest-sr-full-rewrite_range504_structural_legacy_primary.json`
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- `sr-full-production-vs-candidate-comparison.json`
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- `sr-full-production-vs-candidate-cohorts.csv`
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Those outputs should be retained as the final decision point for this research
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branch.
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The follow-up breadth-preserving ranking experiment writes
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`backtest-sr-overlay-full.json`. Retain it only as the decision point for the
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pre-registered 5% clean-structure overlay; exploratory weight sweeps should not
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be committed.
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The explicit gate-ladder parity run writes:
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- `backtest-sr-full-explicit_target_ladder.json`
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- `sr-explicit-target-ladder-comparison.json`
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- `sr-explicit-target-ladder-cohorts.csv`
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These establish the final architectural decision: the volume-free explicit
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ladder retains all 1,086 qualified setups and exactly reproduces the production
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book (Sharpe 2.03, CAGR 50.0%, max drawdown 21.4%, 321 trades). A final rerun
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after scanner integration verifies that the shared helper still preserves this
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parity before anything is deployed.
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