Execution recovery matrix — 2026-07-18T16:56:10.007302

Validation split: 2024-07-01. N for DSR: 4.

arm	window	Sharpe	SE	CAGR	MaxDD	trades	gap/drift
close_control	train	1.75	0.675	49.8	17.9	240	—
close_control	validation	1.68	0.716	41.6	20.9	239	—
close_control	full	1.77	0.496	48.3	21.6	472	—
next_open	train	0.94	0.688	22.2	18.1	260	mean -0.063% n=260
next_open	validation	1.44	0.719	36.3	28.2	243	mean -0.519% n=243
next_open	full	1.2	0.504	30.0	28.2	502	mean -0.2566% n=502
stale_close	train	1.36	0.685	34.8	17.0	246	mean -0.3836% n=246
stale_close	validation	1.74	0.702	43.3	21.6	234	mean -0.5217% n=234
stale_close	full	1.57	0.5	40.6	21.8	483	mean -0.4799% n=483
next_open_gap2	train	0.72	0.686	15.5	21.5	274	mean -0.4245% n=274; gap_skips=146
next_open_gap2	validation	1.41	0.715	34.3	28.2	251	mean -0.7233% n=251; gap_skips=116
next_open_gap2	full	1.06	0.502	25.2	27.8	523	mean -0.5565% n=523; gap_skips=262

Recovery decision (stale_close)

recover: False — stale_close does not meet recovery criteria — see flags
flags: {'near_close_control': True, 'beats_next_open': True, 'train_ok': False, 'validation_delta_vs_close': 0.06, 'validation_delta_vs_next_open': 0.3, 'half_se': 0.358}