Conviction campaign 2026-09-27 (FAILED, research knob kept) + plain-words alert wording

Owner question: can score and confidence be combined into one number that is
easier to understand and for the system to decide on?

Research (pre-registered, nothing ships to the signal path):
- signals.grading_mode: "pair" (default, the shipped two-floor rule, byte-
  identical: all five reference MD5s reproduce on both scripts), "min"
  (min(|score|, 0.6*conf)), "product" (|score|*conf/100); thresholds fixed from
  the control's corner points, no tuning. Helpers _final_signal_and_grade /
  _transitioning_boost / conviction / CONVICTION_THRESHOLDS in signal_aggregator;
  mirrored in K2 (GRADING_MODE_CODES, PF_conv_* packed from the live module);
  twin refuses other values; M15 OOS MD5 equal on both scripts for both modes.
- Verdict: FAILED on M5 and M15. K-MIN moves 43-54 trades for -1.2R / -2.9R
  (clauses a,b,e / a,b,d); K-PROD -29R on M15 (PF 1.29, W3 DD 28.9R), neutral
  on M5. H1/H4 product +11.9R / +17.0R on W3 from extra low-score trades
  (H1 PF 1.98 -> 1.75, DD doubles): hypothesis only.
- Code review (high) before the runs: 6 findings fixed, 1 recorded
  (engine_config_fingerprint omits the switch under "pair", so live rows keep
  their fingerprint).

Delivery (books untouched): alerts lead with the grade and print the two raw
numbers in words (main.plain_words: "Direction: strong buy · Reliability: good
· timeframes agree", cut-offs = the grade table's own) on Telegram, /status,
the CLI and the dashboard card (plain_words in the snapshot); "MTF" label
replaced by "Other timeframes"; guides updated. Suite 566 passed.

Evidence: backtest/research/conviction_campaign_2026-09-27.md

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
This commit is contained in:
Harwinder Sekhon
2026-09-27 14:54:36 -04:00
parent 1454ea1838
commit 6af1237c2d
13 changed files with 808 additions and 59 deletions
+2
View File
@@ -419,6 +419,8 @@ def refuse_unsupported(platform_cfg: PlatformConfig, bt_cfg: BacktestConfig) ->
problems.append(f"big-candle window {n_bc + 3 * t.atr_period} bars (CUDA limit {ck.FEAT_MAX_P})")
if t.ema_mode not in ("4ema", "2ema"):
problems.append(f"technical.ema_mode={t.ema_mode!r}")
if platform_cfg.signals.grading_mode not in ck.GRADING_MODE_CODES:
problems.append(f"signals.grading_mode={platform_cfg.signals.grading_mode!r}")
if problems:
raise SystemExit("cudaBasedBacktesting.py cannot run this configuration: "
+ "; ".join(problems) + ". Use backtest/gpu_backtest.py.")