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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 Gate Target Ladder (the explicit_target_ladder research arm) 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.

The archived single-parameter decision point is:

  • backtest-20260713-gtl-tuning-matrix.json
  • backtest-20260713-gtl-tuning-matrix.md

These two compact consolidated files are retained; the 20 full per-arm reports were removed after consolidation.

The completed 2026-07-13 matrix found no single-parameter replacement that passed all robustness checks. Retain its JSON and Markdown as that decision point. The retained-versus-added decomposition is retained as:

  • backtest-20260713-gtl-confirmation-matrix.json
  • backtest-20260713-gtl-confirmation-matrix.md

Detailed per-arm reports were not retained.

The completed confirmation matrix found one near-hit but no formal winner: strength-1000 intersection improved full/train/post-2024 Sharpe and CAGR, while max drawdown worsened from 21.4% to 21.7%. Retain that matrix as the cohort- decomposition decision point. The final stability check is retained as:

  • backtest-20260713-gtl-strength-sensitivity.json
  • backtest-20260713-gtl-strength-sensitivity.md

Its pre-registered decision requires at least two adjacent scales to pass all six unchanged checks.

Final sensitivity result: exact control and strength-1000 replication passed. Scale 1500 was the sole 6/6 arm, but no adjacent scale passed, so the stable- plateau rule rejected it. Retain the consolidated JSON/Markdown as the closing GTL decision point. No confirmation or tuned strength value should be promoted from this snapshot.

The temporary matrix runners and their configurable backtest hooks were removed after consolidation. The normal local snapshot backtester remains.