Skip to content

docs: ten years on the index as it was, with the ledger and the open questions updated - #110

Merged
yanivil merged 1 commit into
mainfrom
docs/multi-year-evidence
Sep 8, 2026
Merged

yanivil merged 1 commit into
mainfrom
docs/multi-year-evidence

Conversation

@yanivil

@yanivil yanivil commented Sep 8, 2026

Copy link
Copy Markdown
Owner

Description

Documentation only: the multi-year evidence from the eleven point-in-time replays dispatched after #107 merged.

Issue updates made alongside: #98 and #100 closed as not supported, #102 closed as held, #99 and #101 rewritten, #82 and #97 commented, all with the numbers and run IDs.

Related Issues

Related: #95, #96, #82, #97, #98, #99, #100, #101, #102, #108, #109

Checklist

  • Code follows existing project style and type annotations (no code changed)
  • Threshold changes include a one-line "why" comment in scan.py (no thresholds changed)
  • Offline unit tests pass (python -m pytest -q)
  • Random-walk false-positive rate stays under 5% (detection logic untouched)
  • Documentation updated in docs/wiki/
  • CHANGELOG.md updated

🤖 Generated with Claude Code

…limitations updated

The tuning page gains the eleven yearly point-in-time runs (2016 to 2026,
runs 34246882614 to 34247722648): +0.23 R on 1629 traded signals, positive
in 10 of 11 years, drawdowns of 36 to 41 R inside four years; Wolfe +0.45 R
and the best detector in the bad years, cups +0.03 R; bear-regime and
high-VIX signals the robust context; the score gates and does not rank. The
ledger records that the tuned profile held over ten years and that the Wolfe
rhythm value held after failing its 12-row unseen window. The hypotheses
list becomes outcomes: #98, #100 closed, #102 closed as held, #99 and #101
rewritten, #108 and #109 opened. README limitations and the testing page
point at the ten-year numbers.

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
@yanivil
yanivil merged commit 5d6e54a into main Sep 8, 2026
4 of 5 checks passed
@yanivil
yanivil deleted the docs/multi-year-evidence branch September 8, 2026 16:28
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant