signal-platform/reports/backtest-20260713-gtl-confirmation-matrix.md

GTL confirmation/union matrix

Status: complete
Holdout split: 2024-07-01
Completed arms: 13/13

Arm	Mode	Qualified	Full Sharpe	CAGR	Max DD	Trades	Train Sharpe	Test Sharpe	Ex-top-5% R	Screen
control	intersection	1086	2.03	50.0	21.4	321	1.28	2.78	0.049	0/0
touch_intersection	intersection	1049	1.94	47.1	21.7	323	1.26	2.59	0.060	2/6
touch_union	union	1104	2.01	50.1	20.8	322	1.29	2.73	0.042	4/6
strength_intersection	intersection	1037	2.06	50.7	21.7	316	1.30	2.82	0.054	5/6
strength_union	union	1208	1.91	47.2	18.7	338	1.44	2.37	0.062	4/6
merge_intersection	intersection	791	2.01	47.5	18.8	293	1.44	2.56	0.071	4/6
merge_union	union	1418	1.72	41.0	19.7	342	1.40	1.89	0.042	4/6
grid_intersection	intersection	429	1.60	29.8	13.6	224	1.48	1.68	0.069	3/6
grid_union	union	1454	2.05	54.3	22.0	348	2.06	1.95	0.053	4/6
touch_strength_intersection	intersection	1009	1.99	47.9	18.7	317	1.35	2.59	0.068	4/6
touch_merge_intersection	intersection	767	1.79	40.5	22.7	297	1.18	2.31	0.070	2/6
strength_merge_intersection	intersection	750	1.99	46.7	17.9	290	1.44	2.50	0.067	4/6
touch_strength_merge_intersection	intersection	733	1.81	40.9	21.2	292	1.25	2.28	0.071	3/6

Interpretation guardrail

Intersections test the retained control cohort; unions test control plus genuinely added setups. The post-2024 interval is a robustness check, not a pristine holdout. Passing does not authorize deployment.