walkforward: 2019→2026 OOS exam, 4 TFs @ $0.65 — books + manifest

26 rolling folds per TF (train 12mo / test 3mo / step 3mo) over
2019-01-01→2026-08-07 on fresh Oanda history (5 parquets, sha256s in
manifest). Aggregated OOS: M5 +126.5R PF 1.35 (11/26 folds flagged),
M15 +139.2R PF 1.18 (9/26), H1 +33.3R PF 1.15 (13/26), H4 +33.3R
PF 1.52 (9/26). Flagged folds cluster 2020H2–2023; 2023-10+ nearly
uniformly positive — corroborates the "earns mainly 2024+" re-pin
finding. Robustness read only: NOT a new baseline, nothing tuned.

Runs captured at 1c264d5 + the walk-forward diff (recorded as
dirty + diff sha256 in manifest.json); compare_baseline passed 32/32
immediately before the runs.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_017FBjfomAipxvPWwRJEDDyJ

walkforward/1c264d5/h1_s065/metrics.json

@@ -0,0 +1,48 @@
+{
+  "by_quality": {
+    "A": {
+      "max_dd_r": -26.517841,
+      "profit_factor": 0.949096,
+      "total_r": -6.434109,
+      "trades": 332,
+      "win_rate_pct": 53.313253
+    },
+    "A+": {
+      "max_dd_r": -2.362037,
+      "profit_factor": 0.797546,
+      "total_r": -0.489118,
+      "trades": 8,
+      "win_rate_pct": 37.5
+    },
+    "B": {
+      "max_dd_r": -11.030533,
+      "profit_factor": 1.265604,
+      "total_r": 27.030179,
+      "trades": 313,
+      "win_rate_pct": 56.549521
+    },
+    "C": {
+      "max_dd_r": -3.787138,
+      "profit_factor": 3.413304,
+      "total_r": 20.446149,
+      "trades": 36,
+      "win_rate_pct": 66.666667
+    }
+  },
+  "by_strategy": {
+    "GENERIC": {
+      "max_dd_r": -23.839185,
+      "profit_factor": 1.16964,
+      "total_r": 40.5531,
+      "trades": 689,
+      "win_rate_pct": 55.297533
+    }
+  },
+  "overall": {
+    "max_dd_r": -23.839185,
+    "profit_factor": 1.16964,
+    "total_r": 40.5531,
+    "trades": 689,
+    "win_rate_pct": 55.297533
+  }
+}