Adriano Dal Pastro
c21a0d4058
research(gtaa): criterio (C) — la mediana delle 5 fasi regge come strumento, e sceglie il 60%
...
Analisi richiesta prima di decidere che fare del gate (A). Il criterio: a cadenza
di produzione, la banda si sceglie sulla MEDIANA delle 5 fasi di ribilanciamento
invece che sulla fase capitata (M7: su ancore appaiate la statistica e' la
mediana). Toglie la componente di FASE; resta quella di DATO.
⚠️ DICHIARATO IN TESTA ALLO SCRIPT: (C) e' stato scelto DOPO aver visto la
tabella delle fasi di r0828_gtaa_band_phase. Sceglierne uno nuovo guardando
l'esito del vecchio e' selezione. Quindi (C) misura lo STRUMENTO — risoluzione
e potenza — e NON valida la proposta del 27/07. Pavimento tenuto a 0.01, quello
che il test si diede il 07/08: il metro non si ritocca sul risultato.
ESITO, coi tre criteri calcolati a runtime:
(i) scelta stabile su 10 notti : SI — ['60%'] in tutte e dieci
(ii) margine sempre >= 0.01 : SI — minimo 0.0197 (fase singola: 0.0026,
e sotto il pavimento in 4 notti su 10)
(iii) potenza (in-sample ≠ hold-out) : SI — al buio 60%, sull'hold-out 40%
Lo strumento funziona: l'escursione dello Sharpe in-sample su 10 notti cala del
74-99% per ogni banda (60%: da 0.1120 a 0.0006).
MA LA CELLA CHE SCEGLIE NON E' LA PROPOSTA. Al buio esce il **60%**; il 25%
vince **0 notti su 10**. Da tenere accanto: sull'hold-out il 60% e' penultimo
(0.7430 contro 0.9315 del 40%), coerente con lo Spearman IS/OOS ~0 misurato il
07/08 — la scelta in-sample non predice, e non va letta come "la banda giusta".
CONTORNO che vale piu' del verdetto: le 5 serie di fase correlano **0.988**,
quindi N_eff = 1.01. La mediana di 5 fasi e' UNA osservazione: toglie
l'artefatto, non compra precisione. Va citata come robustezza alla fase, mai
come campione (§2: «positivo in N/N ancore NON e' N osservazioni»).
Nessuna decisione presa qui: il gate (A) non e' toccato e i due test restano
rossi in attesa della scelta dell'operatore.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com >
2026-08-28 08:51:43 +00:00
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