claude
cdd4503164
Two std-vocabulary blueprints (bo_h1 donchian-style H1 breakout; bo_h1_trend adds a post-latch EMA 12/48 regime gate). First real use of the campaign path: process + campaign documents registered and run as executable intent (screen 490d14df.., curves da886931.. with persisted taps). Finding: the gate reshapes the R-distribution per instrument (GER40 flips sign, EURUSD deteriorates); no deployable edge (best P(E[R]<=0)=0.08, generalization floor negative, sign agreement 0/4, all gross of costs). site/: build.py bakes a fully static index.html from the runs/ registry (aura.css embedded verbatim, inline SVG, zero external requests); adversarially verified — all baked figures re-derived from the registry.
13 lines
718 B
JSON
13 lines
718 B
JSON
{
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"format_version": 1,
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"kind": "process",
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"name": "screen-wf-mc-generalize",
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"description": "Arc 1 methodology: full-window screen (deflated argmax on sqn_normalized), 90/30-day rolling walk-forward refit, pooled-OOS R-bootstrap, cross-instrument generalization floor.",
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"pipeline": [
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{ "block": "std::sweep", "metric": "sqn_normalized", "select": "argmax", "deflate": true },
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{ "block": "std::walk_forward", "in_sample_ms": 7776000000, "out_of_sample_ms": 2592000000, "step_ms": 2592000000, "mode": "rolling", "metric": "sqn_normalized", "select": "argmax" },
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{ "block": "std::monte_carlo", "resamples": 1000, "block_len": 5 },
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{ "block": "std::generalize", "metric": "expectancy_r" }
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]
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}
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