{ "format_version": 1, "kind": "process", "name": "mra-full-v2-sweep-gate-wf-mc-generalize", "description": "Full v2 anti-false-discovery pipeline: deflated SQN sweep, positive-expectancy gate, rolling walk-forward, moving-block R-bootstrap of the pooled OOS series, then cross-instrument worst-case generalization.", "pipeline": [ { "block": "std::sweep", "metric": "sqn", "select": "argmax", "deflate": true }, { "block": "std::gate", "all": [ { "metric": "expectancy_r", "cmp": "gt", "value": 0.0 } ] }, { "block": "std::walk_forward", "in_sample_ms": 1209600000, "out_of_sample_ms": 604800000, "step_ms": 604800000, "mode": "rolling", "metric": "sqn", "select": "argmax" }, { "block": "std::monte_carlo", "resamples": 1000, "block_len": 5 }, { "block": "std::generalize", "metric": "expectancy_r" } ] }