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/m15_s065/metrics.json

@@ -0,0 +1,48 @@
+{
+  "by_quality": {
+    "A": {
+      "max_dd_r": -25.195379,
+      "profit_factor": 1.216798,
+      "total_r": 86.218321,
+      "trades": 1023,
+      "win_rate_pct": 56.01173
+    },
+    "A+": {
+      "max_dd_r": -2.100432,
+      "profit_factor": 1.492283,
+      "total_r": 2.560708,
+      "trades": 12,
+      "win_rate_pct": 58.333333
+    },
+    "B": {
+      "max_dd_r": -46.552092,
+      "profit_factor": 1.038041,
+      "total_r": 15.605042,
+      "trades": 1016,
+      "win_rate_pct": 54.232283
+    },
+    "C": {
+      "max_dd_r": -6.111641,
+      "profit_factor": 1.736296,
+      "total_r": 29.248135,
+      "trades": 112,
+      "win_rate_pct": 62.5
+    }
+  },
+  "by_strategy": {
+    "GENERIC": {
+      "max_dd_r": -55.060629,
+      "profit_factor": 1.156692,
+      "total_r": 133.632207,
+      "trades": 2163,
+      "win_rate_pct": 55.524734
+    }
+  },
+  "overall": {
+    "max_dd_r": -55.060629,
+    "profit_factor": 1.156692,
+    "total_r": 133.632207,
+    "trades": 2163,
+    "win_rate_pct": 55.524734
+  }
+}