{ "selection": "Maximum mean of four development test-fold entry net/day; minimum 20 trades; tie = deterministic ID order.", "attempt_count": 252, "composite_count": 208, "round_sizes": [ 96, 64, 48 ], "reality_check": { "entries": { "method": "White reality check: max mean paired excess, centered circular day blocks", "family": "entries", "attempts": 252, "days": 130, "bootstrap_resamples": 1000, "block_days": 5, "seed": 20261112, "observed_max_excess_pct_per_day": 0.5883443937006799, "p_value": 0.000999000999000999, "null95_max_excess_pct_per_day": 0.27920453885002217, "best_excess_id": "4941d5d4a317", "benchmark_ids": { "1": "ce31c7078789", "3": "25d32ec70d34", "5": "fc57e5338062", "15": "7c0e65f570e4" }, "limitation": "Adaptive candidate generation and benchmark selection share development data; holdout is decisive." }, "exits": { "method": "White reality check: max mean paired excess, centered circular day blocks", "family": "exits", "attempts": 252, "days": 130, "bootstrap_resamples": 1000, "block_days": 5, "seed": 20261112, "observed_max_excess_pct_per_day": 0.34354799158727256, "p_value": 0.25074925074925075, "null95_max_excess_pct_per_day": 0.45838477201377076, "best_excess_id": "d243a9a71eda", "benchmark_ids": { "1": "ce31c7078789", "3": "25d32ec70d34", "5": "fc57e5338062", "15": "7c0e65f570e4" }, "limitation": "Adaptive candidate generation and benchmark selection share development data; holdout is decisive." } }, "reality_check_vs_flat": { "entries": { "method": "White reality check: max mean paired excess, centered circular day blocks vs max(best baseline, flat)", "family": "entries", "attempts": 252, "days": 130, "bootstrap_resamples": 1000, "block_days": 5, "seed": 20261112, "observed_max_excess_pct_per_day": 0.0014284934126553043, "p_value": 1.0, "null95_max_excess_pct_per_day": 0.2791989327822901, "best_excess_id": "4941d5d4a317", "benchmark_ids": { "1": "FLAT", "3": "FLAT", "5": "FLAT", "15": "7c0e65f570e4" }, "limitation": "Adaptive candidate generation and benchmark selection share development data; holdout is decisive." }, "exits": { "method": "White reality check: max mean paired excess, centered circular day blocks vs max(best baseline, flat)", "family": "exits", "attempts": 252, "days": 130, "bootstrap_resamples": 1000, "block_days": 5, "seed": 20261112, "observed_max_excess_pct_per_day": 0.024507730117300005, "p_value": 1.0, "null95_max_excess_pct_per_day": 0.40117952445366994, "best_excess_id": "2a26e5be3dd3", "benchmark_ids": { "1": "FLAT", "3": "FLAT", "5": "FLAT", "15": "7c0e65f570e4" }, "limitation": "Adaptive candidate generation and benchmark selection share development data; holdout is decisive." } }, "walk_forward_selection": { "method": "Expanding walk-forward of the frozen selection rule over dev test blocks 1-4; block 0 is warmup only.", "family": "entries", "results": { "1m_composite": { "steps": [ { "test_fold": 2, "chosen_id": "2fbe9a04ad8b", "train_mean_net_per_day_pct": -0.0008, "test_net_per_day_pct": -0.01588, "test_n": 7 }, { "test_fold": 3, "chosen_id": "9758676149a6", "train_mean_net_per_day_pct": -0.006145, "test_net_per_day_pct": -0.01103, "test_n": 10 }, { "test_fold": 4, "chosen_id": "9758676149a6", "train_mean_net_per_day_pct": -0.007773, "test_net_per_day_pct": -0.0099, "test_n": 4 } ], "oos_mean_net_per_day_pct": -0.01227 }, "1m_baseline": { "steps": [ { "test_fold": 2, "chosen_id": "ce31c7078789", "train_mean_net_per_day_pct": -0.57748, "test_net_per_day_pct": -0.58701, "test_n": 337 }, { "test_fold": 3, "chosen_id": "ce31c7078789", "train_mean_net_per_day_pct": -0.582245, "test_net_per_day_pct": -0.53435, "test_n": 363 }, { "test_fold": 4, "chosen_id": "2bb62581a8a9", "train_mean_net_per_day_pct": -0.566243, "test_net_per_day_pct": -0.55922, "test_n": 246 } ], "oos_mean_net_per_day_pct": -0.560193 }, "3m_composite": { "steps": [ { "test_fold": 2, "chosen_id": "c7324cf69711", "train_mean_net_per_day_pct": 0.0167, "test_net_per_day_pct": -0.02669, "test_n": 6 }, { "test_fold": 3, "chosen_id": "c7324cf69711", "train_mean_net_per_day_pct": -0.004995, "test_net_per_day_pct": -0.01876, "test_n": 3 }, { "test_fold": 4, "chosen_id": "bed9afb360ce", "train_mean_net_per_day_pct": 0.0024, "test_net_per_day_pct": -0.04549, "test_n": 20 } ], "oos_mean_net_per_day_pct": -0.030313 }, "3m_baseline": { "steps": [ { "test_fold": 2, "chosen_id": "25d32ec70d34", "train_mean_net_per_day_pct": -0.1791, "test_net_per_day_pct": -0.23446, "test_n": 115 }, { "test_fold": 3, "chosen_id": "25d32ec70d34", "train_mean_net_per_day_pct": -0.20678, "test_net_per_day_pct": -0.14902, "test_n": 98 }, { "test_fold": 4, "chosen_id": "25d32ec70d34", "train_mean_net_per_day_pct": -0.187527, "test_net_per_day_pct": -0.28264, "test_n": 113 } ], "oos_mean_net_per_day_pct": -0.22204 }, "5m_composite": { "steps": [ { "test_fold": 2, "chosen_id": "287bb72f173b", "train_mean_net_per_day_pct": -0.01679, "test_net_per_day_pct": -0.03875, "test_n": 14 }, { "test_fold": 3, "chosen_id": "f4b17a99a527", "train_mean_net_per_day_pct": -0.02646, "test_net_per_day_pct": -0.01804, "test_n": 6 }, { "test_fold": 4, "chosen_id": "115cad5fc8f8", "train_mean_net_per_day_pct": -0.019523, "test_net_per_day_pct": -0.01926, "test_n": 12 } ], "oos_mean_net_per_day_pct": -0.02535 }, "5m_baseline": { "steps": [ { "test_fold": 2, "chosen_id": "fc57e5338062", "train_mean_net_per_day_pct": -0.1247, "test_net_per_day_pct": -0.27493, "test_n": 132 }, { "test_fold": 3, "chosen_id": "fc57e5338062", "train_mean_net_per_day_pct": -0.199815, "test_net_per_day_pct": -0.24015, "test_n": 135 }, { "test_fold": 4, "chosen_id": "5aa920a4c48b", "train_mean_net_per_day_pct": -0.203493, "test_net_per_day_pct": -0.18517, "test_n": 115 } ], "oos_mean_net_per_day_pct": -0.233417 }, "15m_composite": { "steps": [ { "test_fold": 2, "chosen_id": "871a85ec681e", "train_mean_net_per_day_pct": 0.07277, "test_net_per_day_pct": -0.05256, "test_n": 14 }, { "test_fold": 3, "chosen_id": "fb01a045c2be", "train_mean_net_per_day_pct": 0.01997, "test_net_per_day_pct": -0.00394, "test_n": 6 }, { "test_fold": 4, "chosen_id": "871a85ec681e", "train_mean_net_per_day_pct": 0.028457, "test_net_per_day_pct": -0.06489, "test_n": 17 } ], "oos_mean_net_per_day_pct": -0.040463 }, "15m_baseline": { "steps": [ { "test_fold": 2, "chosen_id": "7c0e65f570e4", "train_mean_net_per_day_pct": -0.00199, "test_net_per_day_pct": 0.03747, "test_n": 50 }, { "test_fold": 3, "chosen_id": "7c0e65f570e4", "train_mean_net_per_day_pct": 0.01774, "test_net_per_day_pct": 0.05831, "test_n": 51 }, { "test_fold": 4, "chosen_id": "7c0e65f570e4", "train_mean_net_per_day_pct": 0.031263, "test_net_per_day_pct": -0.13854, "test_n": 73 } ], "oos_mean_net_per_day_pct": -0.014253 } } }, "neighbour_identity": { "composites": 208, "identical_to_main_by_neighbour_index": [ 208, 49 ], "neighbour_params": [ "threshold-5", "threshold+5" ], "note": "Identical neighbours select the same bars because the composite score is quantised (multiples of 100*weight/total weight); they carry no robustness information. Effective neighbour evidence for those composites is threshold+5 and BTC only." }, "holdout_rescore": "Named outputs rebuilt from checkpoints; frozen configs re-scored on the already-opened holdout (deterministic reproduction, no selection).", "attempts": [ { "id": "fb01a045c2be", "config": { "inst": "ETH-USDT-SWAP", "tf": 15, "indicator": "composite", "params": { "weights": { "sigma_div": 3, "rsi": 1, "bb": 1 }, "period": 60, "memory": 1, "threshold": 40, "regime": "range", "atr_min": 60, "atr_max": 100, "mtf": "none", "cooldown": 3, "sigma": 1.75 }, "cross_inst": "BTC-USDT-SWAP", "neighbours": [ { "weights": { "sigma_div": 3, "rsi": 1, "bb": 1 }, "period": 60, "memory": 1, "threshold": 35, "regime": "range", "atr_min": 60, "atr_max": 100, "mtf": "none", "cooldown": 3, "sigma": 1.75 }, { "weights": { "sigma_div": 3, "rsi": 1, "bb": 1 }, "period": 60, "memory": 1, "threshold": 45, "regime": "range", "atr_min": 60, "atr_max": 100, "mtf": "none", "cooldown": 3, "sigma": 1.75 } ] }, 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