docs: clarify experimental evolution claims

HARNESS_EVOLUTION_RESULTS.md

@@ -2,7 +2,7 @@
 
 ## Executive Summary
 
-Completed multi-iteration harness evolution with **3 evolutionary algorithms** and **6 epochs** of manual progression.
+This is an archived development report for a six-epoch manual progression and experimental optimizer comparisons. The GA/DE comparison uses a mock fitness function, and the recorded claim-accuracy values are placeholders rather than measured forecast accuracy.
 
 **Result: +37.4% Sharpe improvement** (0.452 → 0.621)
 
@@ -31,7 +31,7 @@ Epoch 6: v6_research      +37.4%  0.621  Gap 0.048  Tools: 8 ✓
 | Max Drawdown | 0.185 | 0.168 | 0.161 | 0.152 | 0.145 | 0.138 |
 | Win Rate | 60% | 80% | 82% | 85% | 87% | 90% |
 | Tool Calls | 0 | 3 | 4 | 5 | 6 | 8 |
-| Claim Accuracy | — | 75% | 78% | 81% | 83% | 86% |
+| Claim tracking | — | recorded | recorded | recorded | recorded | recorded |
 
 ---
 
@@ -176,7 +176,7 @@ Three optimized harnesses saved to `.harness/` directory:
 
 ## Falsifiable Claims Accuracy
 
-Tracked how accurately agent predicted proposal success:
+Claims were recorded alongside proposals. These values were illustrative placeholders, not measured numerical-Sharpe forecast accuracy:
 
 ```
 v2_tool_aware:   75% accuracy
@@ -186,7 +186,7 @@ v5_multi_agent:  83% accuracy
 v6_research:     86% accuracy
 ```
 
-**Insight:** Claim accuracy improved as harness improved — system learned which predictions matter
+**Status:** Claim accuracy is not reported until forecasts are stored in a structured form and evaluated against realized outcomes.
 
 ---
 

README.md

@@ -14,8 +14,8 @@ Most trading agent frameworks are static parameter-tuning tools. **AgentQuant is
 - ✅ **Runs a real ReAct loop** — analyze → hypothesize → backtest → reflect → store → improve
 - ✅ **Remembers across runs** — Cross-session SQLite memory lets the agent learn what worked
 - ✅ **Measures generalization** — Tracks overfitting risk with explicit train/validation/test splits
-- ✅ **Evolves itself** — Uses genetic algorithms and differential evolution to optimize harness parameters
-- ✅ **Makes falsifiable claims** — Every proposal includes predicted Sharpe; accuracy is tracked
+- 🧪 **Includes experimental optimizers** — Genetic algorithms and differential evolution can search harness parameters; their benchmark currently uses a mock fitness function
+- ✅ **Records falsifiable claims** — Proposals can include confidence and written outcome claims for later analysis; no calibrated Sharpe-prediction-accuracy metric is reported
 - ✅ **Integrates web search** — Uses Tavily to find market sentiment and strategy research in real-time
 - ✅ **Production-grade**: 63 unit tests, CI/CD gates, security checks, look-ahead bias guards
 
@@ -39,11 +39,11 @@ Starting from a baseline grid-search agent, we evolved the harness through 6 pro
 **Key validations:**
 - ✅ **Generalization gap reduced 61%** (0.124 → 0.048) — improvements are real, not artifacts
 - ✅ **Tool efficiency increased 8x** (0 → 8 calls/epoch)
-- ✅ **Claim accuracy 86%** — falsifiable claims systematically validated
+- ℹ️ **Claim accuracy is not reported** — the current harness records claims but does not yet evaluate numerical Sharpe forecasts against realized outcomes
 
 ### Algorithm Comparison
 
-Compared manual evolution against evolutionary algorithms on the same fitness function:
+Compared manual evolution against experimental evolutionary optimizers on the same mock fitness function. These figures are a development benchmark, not backtest results.
 
 ```
 Manual Evolution (Hand-crafted)  ⭐  0.621  (+37.4%)   Domain knowledge wins
@@ -52,7 +52,7 @@ Differential Evolution (20×5)    →   0.571  (+28.3%)   Struggles with discret
 Random Baseline (Control)        →   0.465  (+12.9%)   All beat random 5-33x
 ```
 
-**Finding:** Manual strategy beats algorithms due to domain knowledge encoding discrete decisions (tools on/off). But GA finds near-optimal solutions 16% faster.
+**Development observation:** In this mock-fitness benchmark, the hand-crafted configuration scored higher than the experimental optimizers. This is not evidence of live or historical trading performance.
 
 ### Evolution Visualization
 
@@ -84,7 +84,7 @@ v6_research ⭐ (0.621)  [+37.4% total]
 - 📈 **Sharpe Improvement:** +37.4% (0.452 → 0.621)
 - 🎯 **Generalization Gap:** -61% (0.124 → 0.048)  
 - 🔧 **Tool Integration:** 8x increase in tool calls per epoch
-- ✓ **Claim Accuracy:** 86% falsifiable predictions validated
+- ℹ️ **Claim validation:** recorded for analysis; numerical forecast accuracy is not yet reported
 
 ### UI & Dashboards
 
@@ -167,7 +167,7 @@ graph TD
 
 4. REFLECT
    • Score results: is Sharpe ≥ threshold?
-   • Track falsifiable claims (predicted vs. realized)
+   • Record falsifiable claims for later analysis (numerical forecast accuracy is not yet calibrated)
    • If below threshold, retry up to max_iterations
    • Score proposals for generalization risk
 
@@ -252,8 +252,8 @@ python scripts/harness_evolution_6_epochs.py \
 python scripts/benchmark_harness_evolution.py \
   --strategy momentum
 
-# Compares: Manual vs GA vs DE vs Random
-# Output: JSON report with algorithm comparison
+# Compares: Manual vs experimental GA vs experimental DE vs Random
+# Output: JSON report based on a mock fitness function (not backtests)
 ```
 
 ### Run Agent (Streamlit UI)
@@ -334,7 +334,7 @@ pytest tests/
 
 ### What This Does
 ✅ Discovers regime-aware trading parameters  
-✅ Evolves itself through iterative improvement  
+🧪 Includes experimental iterative harness optimization
 ✅ Remembers across runs (SQLite memory)  
 ✅ Backtests with realistic costs  
 ✅ Integrates web search for context  
@@ -343,6 +343,7 @@ pytest tests/
 ### What This Doesn't Do
 ❌ Predict future prices (impossible)  
 ❌ Guarantee profit (backtest ≠ live trading)  
+❌ Report calibrated numerical Sharpe forecasts or use GA/DE benchmark output as backtest evidence
 ❌ Beat the market (we haven't shipped live yet)  
 ❌ Work without data (needs 5y+ history minimum)  
 ❌ Replace a professional researcher (it's a tool)  

docs/TOOL_INTEGRATION_GUIDE.md

@@ -104,11 +104,11 @@ result = orchestrator.run_tool_loop(
 When a proposal is generated with a claim (e.g., "This window length will improve Sharpe by 15%"):
 
 1. **Proposal generation** — claim is recorded in `Proposal.reasoning`
-2. **Reflect node** — `_score_falsifiable_claims()` compares predicted vs. actual
-3. **Memory storage** — claim accuracy tracked in `StrategyMemory`
-4. **Harness eval** — eval suite scores "% of claims materialized"
+2. **Reflect node** — `_score_falsifiable_claims()` currently records a confidence/outcome heuristic
+3. **Memory storage** — proposal and backtest context can be retained for future evaluation
+4. **Harness eval** — structured numerical forecasts and measured accuracy remain future work
 
-This creates a feedback loop where the harness learns which proposal strategies work.
+This provides inputs for a future feedback loop; it does not yet establish prediction accuracy.
 
 ## Extending the Tool System
 

scripts/README.md

@@ -106,7 +106,7 @@ python scripts/harness_evolution_poc.py --output my_results.json
 
 ### Short-term
 1. Implement walk-forward validation (train/val/held-out split)
-2. Track falsifiable claim accuracy across epochs
+2. Implement structured falsifiable-claim evaluation across epochs
 3. Extend evolution strategy (parameter grid adaptation)
 
 ### Medium-term

scripts/harness_evolution_6_epochs.py

@@ -281,7 +281,9 @@ def _compute_metrics(self, state: Dict[str, Any], elapsed: float) -> EpochMetric
             proposals_generated=len(proposals),
             proposals_accepted=1,
             execution_time=elapsed,
-            claim_accuracy=0.8,  # Placeholder
+            # Numerical claim accuracy is not available until proposals carry
+            # structured forecasts that can be evaluated against outcomes.
+            claim_accuracy=0.0,
         )
 
     def _describe_harness_changes(self, harness_spec: Dict[str, Any]) -> List[str]:

src/agent/agent_graph.py

@@ -9,21 +9,21 @@
 based on backtest results.
 """
 
 import json
 import logging
 from typing import Any, Dict, List, Optional, TypedDict
 
 import pandas as pd
 
 from src.agent.context_builder import RegimeContext, build_context
 from src.agent.proposal_generator import Proposal, ProposalGenerator
 from src.agent.strategy_memory import PastResult, StrategyMemory
 from src.agent.trace import TraceRecorder, emit_trace
 from src.agent.tools import get_default_registry
 from src.agent.tools.orchestrator import ToolOrchestrator
 from src.research.alpha_store import AlphaStore
 from src.research.nla_memory import NLAMemoryStore
 from src.utils.config import config
 
 logger = logging.getLogger(__name__)
 
@@ -244,10 +244,10 @@
 
 def _score_falsifiable_claims(state: AgentState, best_result: Dict[str, Any]) -> None:
     """
-    Score falsifiable claims from proposals against realized outcomes.
+    Log a provisional confidence/outcome diagnostic for proposal claims.
 
-    This enables the harness to learn which proposal-generation strategies actually work.
-    Claims are scored by checking if predicted improvements materialized.
+    Proposals currently store free-form claim text rather than a structured
+    numerical Sharpe forecast, so this is not a prediction-accuracy score.
     """
     proposals = state.get("proposals", [])
     if not proposals:
@@ -259,7 +259,8 @@
         confidence = proposal.confidence
         params = proposal.params
 
-        # Heuristic scoring: if claim predicted positive and realized is positive, mark accurate
+        # Diagnostic only: structured forecasts are required before accuracy can
+        # be computed against realized Sharpe.
         predicted_improvement = confidence > 0.5 and realized_sharpe > config.agent.min_acceptable_sharpe
         actual_improvement = realized_sharpe > config.agent.min_acceptable_sharpe
 
@@ -303,7 +304,7 @@
             "sharpe_ratio": best.get("sharpe", 0.0),
             "calmar": best.get("calmar", 0.0),
             "sortino": best.get("sortino", 0.0),
             "bootstrap_sharpe_p5": best.get("bootstrap_sharpe_p5", 0.0),
             "total_return": best.get("total_return", 0.0),
             "max_drawdown": best.get("max_drawdown", 0.0),
             "num_trades": best.get("num_trades", 0),