Brent Neale 4f911b2072 Add Phase 2 backtesting pipeline: IS/OOS split, param sweep, generalization scoring ...

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>

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

..

backtest_report.json

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

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

correlation_analysis.json

Phase 2: Live paper trading engine + extended backtesting analytics

2026-02-19 14:46:51 +10:00

kelly_sizing.json

Phase 2: Live paper trading engine + extended backtesting analytics

2026-02-19 14:46:51 +10:00

param_sweep.json

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

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

regime_analysis.json

Phase 2: Live paper trading engine + extended backtesting analytics

2026-02-19 14:46:51 +10:00

trades_S3_IS.csv

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

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

trades_S3_OOS.csv

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

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trades_S4F_IS.csv

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

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trades_S4F_OOS.csv

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

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

trades_S7_Tight_IS.csv

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

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

trades_S7_Tight_OOS.csv

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

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

trades_S9_Filtered_IS.csv

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

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trades_S9_Filtered_OOS.csv

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

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

trades_S9_IS.csv

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

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

trades_S9_OOS.csv

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

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