Add Phase 2 backtesting pipeline: IS/OOS split, param sweep, generalization scoring

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Externalize hardcoded params in S4F (5 params) and S3 (9 params) as class
attributes for sweep compatibility. Add unified backtest runner with IS/OOS
validation and generalization scores, plus parameter grid sweep (90 combos)
with OOS validation. S7/S9/S9_Filtered pass generalization; S4F/S3 confirm
defaults are near-optimal.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

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Brent Neale

2026-02-20 10:25:08 +10:00

co-authored by Claude Opus 4.6

parent 9d16939eaa

commit 4f911b2072

16 changed files with 3251 additions and 19 deletions

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results/phase2/param_sweep.json

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