research: improvement cycle 1 ledger (baseline, cost ladder, C1 reject, C2 plateau, seeding parity)

backtest/research/cycle_2026-09-10.md: pre-registered rules, HEAD baseline
on the 3-year window (three pinned MD5s reproduced), cost ladder and
concentration facts, bucket screen (one cycle-2 candidate: M15 grade-A
SELLs), C1 H1 divergence->0 REJECTED, C2 M15 RSI-multiplier ladder =
stable plateau, seeding-depth measurement and the two shipped parity
fixes. CLAUDE.md: live fetch depth, backtester pad, 501 tests, the
2026-09-10 state entry; corrected the docs note (no PDF builds exist)
and recorded pyarrow as a dev-venv-only dependency.

Claude-Session: https://claude.ai/code/session_01NQDjW8rXYrJR4JDWMWKUij

This commit is contained in:

Harwinder Sekhon

2026-09-10 08:29:14 -04:00

parent c742c65ef6

commit be72f3f350

3 changed files with 293 additions and 4 deletions

.gitignore

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@@ -31,3 +31,4 @@ backtest/__pycache__/
 logs/
 backtest/research/sizing_2026-09/
 backtest/research/replay_2026-09/
 backtest/research/cycle_2026-09-10/