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
This commit is contained in:
Harwinder Sekhon
2026-09-27 14:54:36 -04:00
parent 4e0a083955
commit d81cdf845b
13 changed files with 808 additions and 59 deletions
+4
View File
@@ -341,6 +341,10 @@ h1, h2, h3, h4, h5 { font-weight: 600; }
.grade.grade-high { border-color: rgba(245, 179, 1, 0.55); background: var(--gold-wash); color: var(--gold); }
.tf-plain {
font-size: 0.88rem;
margin: 0.35rem 0 0;
}
.tf-action {
font-size: 0.82rem;
color: var(--bs-secondary-color);