audit+fix: anti-look-ahead audit, migrate deployable config to >=12h

- trackD_lookahead_audit.py: relabel test (left==right, no labeling leak) + execution-lag
  stress -> our trend pipeline is CLEAN (4h Sharpe 1.36 robust to +1 bar lag, label-invariant)
- ADOPT conservative conclusion: deploy at 12h (sub-12h: costs/overfit dominate, slight Sharpe
  bump unreliable). 12h: Sharpe 1.32, DD 13.3%, CAGR 16.2% ~ identical and robust
- trend_portfolio: DEPLOY_TF=12h, resample_tf(rule); paper trader + tests on 12h
- calendar research (NEGATIVE, both): trackF seasonality (spurious), trackG prior-levels
  (breakouts continue, fade dead; only long-drift survivor, redundant with TP01)
- gitignore data/paper_trend runtime state

This commit is contained in:

AdrianoDev

2026-06-19 21:13:57 +02:00

parent 7b34e11476

commit eac2aa1d00

10 changed files with 1162 additions and 38 deletions

.gitignore

View File

@@ -44,3 +44,4 @@ data/games/
 Old/data/
 Old/**/__pycache__/
 .cache_trackE_*.npy
 data/paper_trend/