{ "format_version": 1, "kind": "process", "name": "screen-wf-mc", "description": "Arc 2 per-instrument methodology: identical to Arc 1's screen-wf-mc-generalize (deflated argmax on sqn_normalized, 90/30-day rolling walk-forward refit, pooled-OOS R-bootstrap) minus the generalize stage, for single-instrument campaigns.", "pipeline": [ { "block": "std::sweep", "metric": "sqn_normalized", "select": "argmax", "deflate": true }, { "block": "std::walk_forward", "in_sample_ms": 7776000000, "out_of_sample_ms": 2592000000, "step_ms": 2592000000, "mode": "rolling", "metric": "sqn_normalized", "select": "argmax" }, { "block": "std::monte_carlo", "resamples": 1000, "block_len": 5 } ] }