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/m5_s065/metrics.json

@@ -0,0 +1,55 @@
+{
+  "by_quality": {
+    "A": {
+      "max_dd_r": -7.221372,
+      "profit_factor": 1.549825,
+      "total_r": 52.539318,
+      "trades": 287,
+      "win_rate_pct": 53.310105
+    },
+    "A+": {
+      "max_dd_r": -0.032854,
+      "profit_factor": 0.0,
+      "total_r": -0.032854,
+      "trades": 1,
+      "win_rate_pct": 0.0
+    },
+    "B": {
+      "max_dd_r": -22.69763,
+      "profit_factor": 1.26977,
+      "total_r": 75.375675,
+      "trades": 750,
+      "win_rate_pct": 49.6
+    },
+    "C": {
+      "max_dd_r": -3.17341,
+      "profit_factor": 0.988072,
+      "total_r": -0.112591,
+      "trades": 20,
+      "win_rate_pct": 45.0
+    }
+  },
+  "by_strategy": {
+    "GENERIC": {
+      "max_dd_r": -8.276239,
+      "profit_factor": 1.416835,
+      "total_r": 77.940159,
+      "trades": 550,
+      "win_rate_pct": 52.0
+    },
+    "XAU_CP": {
+      "max_dd_r": -20.848629,
+      "profit_factor": 1.252358,
+      "total_r": 49.829389,
+      "trades": 508,
+      "win_rate_pct": 48.818898
+    }
+  },
+  "overall": {
+    "max_dd_r": -20.119002,
+    "profit_factor": 1.332356,
+    "total_r": 127.769547,
+    "trades": 1058,
+    "win_rate_pct": 50.47259
+  }
+}