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hsinjab-cpu / report.md
Created April 30, 2026 16:32
SD strict exact-R bootstrap and sequence-shuffle stability

S/D strict exact-R bootstrap stability

Run date: 2026-04-30

Candidate

Strict exact-R candidate:

  • H1 only
  • BOS required
@hsinjab-cpu
hsinjab-cpu / report.md
Created April 30, 2026 16:15
SD exact-R risk sizing comparison depart 0.72 vs strict breakout 0.55

SD exact-R risk telemetry comparison

Date: 2026-04-30

What changed

Added exact order risk telemetry to the deterministic SD replay output:

  • created_sl
  • created_tp
@hsinjab-cpu
hsinjab-cpu / issue174_update.md
Created April 30, 2026 10:20
Issue 174 SD MFE MAE trade management replay

Issue #174 update: score-floor check + MFE/MAE management replay

Score-floor check

The proposed score-floor sensitivity is not actionable on the current artifacts.

Reason:

  • Current deterministic candidate trades all have candidate_score=1.0.
  • Existing diagnostics show the whole set in bucket 1.0-1.1.
  • Floors like 0.65, 0.70, 0.75, 0.80 select the exact same trades.
@hsinjab-cpu
hsinjab-cpu / issue174_update.md
Created April 30, 2026 09:55
Issue 174 SD train-only walk-forward selection

Issue #174 update: train-only selection + cost-aware holdout validation

Goal:

  • Select candidates on train only.
  • Rank by cost-aware train metrics.
  • Freeze the train-selected candidate.
  • Evaluate on holdout without using holdout to choose the candidate.

Grid:

  • ATR H1 rank bands: 0-75, 0-80, 5-80, 10-85, 15-85
@hsinjab-cpu
hsinjab-cpu / issue174_update.md
Created April 30, 2026 09:16
Issue 174 SD walk-forward cost risk validation daily loss 2

Issue #174 update: walk-forward + costs + risk metrics validation

Frozen candidate validated:

  • H1 BOS + opposing-zone conflict
  • Current symbol-direction blocklist
  • ATR H1 rolling rank 10-85
  • max_open=15
  • daily realized S/D loss breaker -2%
  • Deterministic only, no OpenAI calls
@hsinjab-cpu
hsinjab-cpu / issue174_update.md
Created April 30, 2026 08:47
Issue 174 SD circuit breaker backtest ATR 10-85 cap 15

Issue #174 update: circuit breakers / risk throttles

Candidate tested:

  • H1 BOS + opposing-zone conflict
  • Current symbol-direction blocklist
  • ATR H1 rolling rank 10-85
  • Base portfolio cap max_open=15
  • Deterministic only, no OpenAI calls

Important implementation note:

@hsinjab-cpu
hsinjab-cpu / issue174_update.md
Created April 30, 2026 08:30
Issue 174 SD bad-month regime diagnostics ATR 10-85 cap 15

Issue #174 update: bad-month regime diagnosis

Candidate diagnosed:

  • H1 BOS + opposing-zone conflict
  • Current symbol-direction blocklist
  • ATR H1 rolling rank 10-85
  • Portfolio cap max_open=15
  • Deterministic only, no OpenAI calls

Overall candidate:

@hsinjab-cpu
hsinjab-cpu / issue174_update.md
Created April 30, 2026 08:00
Issue 174 SD ATR cap stability grid 2026-04-30

Issue #174 update: ATR/cap stability grid

Base candidate:

  • H1 BOS + opposing-zone conflict
  • Symbol-direction blocklist: BTCUSD:demand, AUDUSD:demand, NAS100:supply, CHFJPY:supply, XAUUSD:supply, EURJPY:supply
  • Deterministic only, no OpenAI calls

Grid:

  • ATR H1 rolling rank bands: 0-75, 0-80, 5-80, 10-85
  • Portfolio max-open caps: 12, 15, 18, 20
@hsinjab-cpu
hsinjab-cpu / issue174_update.md
Created April 30, 2026 00:27
Issue 174 SD ATR H1 0-80 portfolio cap results

Issue #174 update: ATR H1 0-80 + portfolio caps

Base candidate:

  • H1 BOS + opposing-zone conflict
  • Symbol-direction blocklist: BTCUSD:demand, AUDUSD:demand, NAS100:supply, CHFJPY:supply, XAUUSD:supply, EURJPY:supply
  • Deterministic only, no OpenAI calls
  • Overlay tested here: ATR H1 rolling rank 0-80, then max-open portfolio caps 12, 15, 20

Command: