Files
Aura/fieldtests/world-c21-milestone/w3_mc.out
T
Brummel 780d823067 fieldtest: World/C21 milestone — 4 examples, 9 findings (functional promise holds)
Milestone-close validation of the World/C21 blueprint-data family surface, run
from the PUBLIC interface only (design ledger + op-script grammar; blueprints
authored as a consumer via `aura graph build`, no crates/ source read). Binary
built from 4710fcc.

The milestone's FUNCTIONAL PROMISE HOLDS (3 working findings): a consumer-authored
blueprint round-trips the whole verb family (graph build → list-axes → sweep →
rank → reproduce; walkforward → reproduce; mc → reproduce); all three FamilyKinds
(Sweep 4/4, MonteCarlo 5/5, WalkForward 3/3) reproduce bit-identically through the
one shared content-addressed store (the C18 core promise); list-axes→sweep→rank
composes and self-corrects.

Findings surfaced for follow-on (NOT fixed here — filed to the tracker): 2 bugs
(aura run on an open blueprint PANICS exit 101 instead of a clean exit-2 like mc;
closed→walkforward --axis prints the rejection twice), 2 friction (sweep-side
closed error terser than mc's exemplary message; mc reproduce lines omit the
seed), 2 spec-gaps (every open knob is mandatory on sweep but the docs frame
list-axes as a menu; the whole blueprint-data verb family is invisible from
`--help` / no README — empirically confirms #159). Detail per finding in the spec.

fieldtests/world-c21-milestone/ carries the op-scripts, authored blueprints,
captured outputs, and run_all.sh (regenerates the gitignored runs/ telemetry).

refs #170
2026-07-01 17:00:54 +02:00

7 lines
4.4 KiB
Plaintext

{"family_id":"w3_mc-0","seed":1,"report":{"manifest":{"commit":"4710fccf320e1f1fb4811c061b1ea0390d8b17ba","params":[],"window":[1,60],"seed":1,"broker":"sim-optimal+risk-executor(pip_size=0.0001)","topology_hash":"c485dfbd2a24f896f97dd05750c1237843dc324400d350dbe8a5de8447a67d39"},"metrics":{"total_pips":-0.08581949682071963,"max_drawdown":0.1782160409053034,"bias_sign_flips":16,"r":{"expectancy_r":-0.12761687270091654,"n_trades":17,"win_rate":0.29411764705882354,"avg_win_r":0.9422351195309215,"avg_loss_r":-0.5733885361308491,"profit_factor":0.684697969583447,"max_r_drawdown":5.084202573801676,"n_open_at_end":1,"sqn":-0.5709680662988649,"sqn_normalized":-0.5709680662988649,"net_expectancy_r":-0.12761687270091654,"conviction_terciles_r":[-0.5315147387933803,0.07491264421171377,0.006435165463506309]}}}}
{"family_id":"w3_mc-0","seed":2,"report":{"manifest":{"commit":"4710fccf320e1f1fb4811c061b1ea0390d8b17ba","params":[],"window":[1,60],"seed":2,"broker":"sim-optimal+risk-executor(pip_size=0.0001)","topology_hash":"c485dfbd2a24f896f97dd05750c1237843dc324400d350dbe8a5de8447a67d39"},"metrics":{"total_pips":-0.09465506366012477,"max_drawdown":0.14566471662215458,"bias_sign_flips":21,"r":{"expectancy_r":-0.1955399496066683,"n_trades":23,"win_rate":0.2608695652173913,"avg_win_r":0.8069365813559868,"avg_loss_r":-0.5493551958287819,"profit_factor":0.5184280562437801,"max_r_drawdown":5.678578478310644,"n_open_at_end":1,"sqn":-1.256408534576408,"sqn_normalized":-1.256408534576408,"net_expectancy_r":-0.1955399496066683,"conviction_terciles_r":[-0.14554052889979213,-0.3686624230732036,-0.0661669692586496]}}}}
{"family_id":"w3_mc-0","seed":3,"report":{"manifest":{"commit":"4710fccf320e1f1fb4811c061b1ea0390d8b17ba","params":[],"window":[1,60],"seed":3,"broker":"sim-optimal+risk-executor(pip_size=0.0001)","topology_hash":"c485dfbd2a24f896f97dd05750c1237843dc324400d350dbe8a5de8447a67d39"},"metrics":{"total_pips":-0.1458394558178947,"max_drawdown":0.18901416622571146,"bias_sign_flips":17,"r":{"expectancy_r":-0.19288571424888643,"n_trades":18,"win_rate":0.2777777777777778,"avg_win_r":0.6783848238535024,"avg_loss_r":-0.5279897673651899,"profit_factor":0.49417101631666377,"max_r_drawdown":5.505838374215854,"n_open_at_end":1,"sqn":-1.1554023132748366,"sqn_normalized":-1.1554023132748366,"net_expectancy_r":-0.19288571424888643,"conviction_terciles_r":[-0.10609643833726563,-0.3594422393970695,-0.11311846501232425]}}}}
{"family_id":"w3_mc-0","seed":4,"report":{"manifest":{"commit":"4710fccf320e1f1fb4811c061b1ea0390d8b17ba","params":[],"window":[1,60],"seed":4,"broker":"sim-optimal+risk-executor(pip_size=0.0001)","topology_hash":"c485dfbd2a24f896f97dd05750c1237843dc324400d350dbe8a5de8447a67d39"},"metrics":{"total_pips":-0.007137445429146379,"max_drawdown":0.0743086741823305,"bias_sign_flips":15,"r":{"expectancy_r":-0.07823191112894709,"n_trades":16,"win_rate":0.3125,"avg_win_r":1.09899031269056,"avg_loss_r":-0.6133329219559956,"profit_factor":0.8144696515391392,"max_r_drawdown":3.291640293181073,"n_open_at_end":1,"sqn":-0.31198614113195705,"sqn_normalized":-0.31198614113195705,"net_expectancy_r":-0.07823191112894709,"conviction_terciles_r":[-0.03355532359322373,-0.09249635589718175,-0.10357536343518768]}}}}
{"family_id":"w3_mc-0","seed":5,"report":{"manifest":{"commit":"4710fccf320e1f1fb4811c061b1ea0390d8b17ba","params":[],"window":[1,60],"seed":5,"broker":"sim-optimal+risk-executor(pip_size=0.0001)","topology_hash":"c485dfbd2a24f896f97dd05750c1237843dc324400d350dbe8a5de8447a67d39"},"metrics":{"total_pips":-0.05516687451601755,"max_drawdown":0.10049029278117855,"bias_sign_flips":21,"r":{"expectancy_r":-0.13824742850239835,"n_trades":22,"win_rate":0.36363636363636365,"avg_win_r":0.7288739517681235,"avg_loss_r":-0.6337453600855538,"profit_factor":0.6572030775170173,"max_r_drawdown":3.882156009122663,"n_open_at_end":1,"sqn":-0.7376556894251807,"sqn_normalized":-0.7376556894251807,"net_expectancy_r":-0.13824742850239835,"conviction_terciles_r":[-0.23289767226966626,-0.013422680153997594,-0.16465012001088963]}}}}
{"mc_aggregate":{"bias_sign_flips":{"mean":18.0,"p25":16.0,"p5":15.2,"p50":17.0,"p75":21.0,"p95":21.0},"max_drawdown":{"mean":0.1375387781433357,"p25":0.10049029278117855,"p5":0.07954499790210011,"p50":0.14566471662215458,"p75":0.1782160409053034,"p95":0.18685454116162986},"total_pips":{"mean":-0.07772366724878062,"p25":-0.09465506366012477,"p5":-0.1356025773863407,"p50":-0.08581949682071963,"p75":-0.05516687451601755,"p95":-0.016743331246520624}}}