{
  "generated": "2026-09-25T12:12:40.820Z",
  "version": "2",
  "source": "equities.jsonl + backtest/walkforward.ts",
  "confidence": "high",
  "dataAgeSec": 46,
  "data": {
    "parameters": {
      "costPct": 0.1,
      "candidateThresholds": 5,
      "horizonMin": 60
    },
    "criterion": "written and committed BEFORE the measurement ran; published at kuzanfloor/kakegurai-method, docs/criteria/walk-forward.md",
    "inSessionSamples": 193898,
    "arms": [
      {
        "name": "A — the 10 seed tickers",
        "tradingDays": 15,
        "outOfSampleDays": 13,
        "trades": 163,
        "meanPct": 0.48841551082908463,
        "ic95": [
          0.3840659378007858,
          0.6027158236460819
        ],
        "positiveDays": 13,
        "maxConcentration": 0.1477835941449164,
        "verdict": "HOLDS",
        "why": "163 out-of-sample operations, positive in 13 of 13 days, top day 15%",
        "chosenThresholds": [
          {
            "day": "2026-09-08",
            "trades": 12
          },
          {
            "day": "2026-09-09",
            "trades": 8
          },
          {
            "day": "2026-09-10",
            "trades": 20
          },
          {
            "day": "2026-09-11",
            "trades": 10
          },
          {
            "day": "2026-09-14",
            "trades": 19
          },
          {
            "day": "2026-09-15",
            "trades": 5
          },
          {
            "day": "2026-09-16",
            "trades": 10
          },
          {
            "day": "2026-09-17",
            "trades": 12
          },
          {
            "day": "2026-09-18",
            "trades": 5
          },
          {
            "day": "2026-09-21",
            "trades": 22
          },
          {
            "day": "2026-09-22",
            "trades": 11
          },
          {
            "day": "2026-09-23",
            "trades": 14
          },
          {
            "day": "2026-09-24",
            "trades": 15
          }
        ]
      },
      {
        "name": "B — all 37",
        "tradingDays": 15,
        "outOfSampleDays": 13,
        "trades": 812,
        "meanPct": 0.7475689001042571,
        "ic95": [
          0.6942656474144626,
          0.8177538860208814
        ],
        "positiveDays": 13,
        "maxConcentration": 0.13957602566737604,
        "verdict": "HOLDS",
        "why": "812 out-of-sample operations, positive in 13 of 13 days, top day 14%",
        "chosenThresholds": [
          {
            "day": "2026-09-08",
            "trades": 84
          },
          {
            "day": "2026-09-09",
            "trades": 53
          },
          {
            "day": "2026-09-10",
            "trades": 62
          },
          {
            "day": "2026-09-11",
            "trades": 67
          },
          {
            "day": "2026-09-14",
            "trades": 97
          },
          {
            "day": "2026-09-15",
            "trades": 51
          },
          {
            "day": "2026-09-16",
            "trades": 57
          },
          {
            "day": "2026-09-17",
            "trades": 81
          },
          {
            "day": "2026-09-18",
            "trades": 51
          },
          {
            "day": "2026-09-21",
            "trades": 69
          },
          {
            "day": "2026-09-22",
            "trades": 42
          },
          {
            "day": "2026-09-23",
            "trades": 35
          },
          {
            "day": "2026-09-24",
            "trades": 63
          }
        ]
      }
    ],
    "deployedRule": {
      "whatItIs": "the rule the agent actually runs: one fixed entry threshold, no selection, so every day is out-of-sample by construction",
      "criterion": "docs/SOGLIA_DECISIONE.md, written and committed BEFORE this measurement ran",
      "daysExcludedStillOpen": [],
      "arms": [
        {
          "name": "A — the 10 seed tickers",
          "trades": 588,
          "meanPct": 0.2720417821047419,
          "ci95": [
            0.24218045200540625,
            0.30289732051979135
          ],
          "positiveDays": 15,
          "days": 15,
          "verdict": "SUPPORTED",
          "why": "the CI excludes zero from the positive side and 15 of 15 days are positive"
        },
        {
          "name": "B — all 37",
          "trades": 2934,
          "meanPct": 0.32548815637600576,
          "ci95": [
            0.3089308440791459,
            0.3425780085045236
          ],
          "positiveDays": 15,
          "days": 15,
          "verdict": "SUPPORTED",
          "why": "the CI excludes zero from the positive side and 15 of 15 days are positive"
        }
      ],
      "caveat": "this is roughly HALF the figure above. A maximum selected out of several candidates is not what a fixed rule pays, and capital sized on the larger number is sized on a rule that does not run."
    },
    "caveat": "the cost is a flat 0.1% and does not scale with size: a measured return is not an executable return"
  },
  "note": "A — the 10 seed tickers: HOLDS · B — all 37: HOLDS"
}