Skip to content

docs(adr): 0006 -- daily strategies are evaluated on the pooled sample, never per asset (#822) - #824

Merged
eaitbrahim merged 1 commit into
mainfrom
docs/adr-0006-pooled-evaluation
Sep 26, 2026
Merged

eaitbrahim merged 1 commit into
mainfrom
docs/adr-0006-pooled-evaluation

Conversation

@eaitbrahim

Copy link
Copy Markdown
Contributor

Closes #822.

Adds docs/decisions/0006-pooled-evaluation-of-daily-strategies.md and its index entry.

No code or config changes: min_trades: 100 keeps its value, and this record states its unit is the pool.

🤖 Generated with Claude Code

…e, never per asset (#822)

Records the owner's 2026-09-26 decision on the floor question #427 left
open, and formalizes #338's pooled unit of evaluation: n >= 100 pooled
with the 5-products x 10-trades diversity floor, per-product statistics
as diagnostics only, and every evaluation at that floor stated as
descriptive with its power (n_eff ~39, ~20-point detectable edge).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
@eaitbrahim eaitbrahim added research Measurement, validation or KB work (Research & validation) docs Documentation (Docs, CI & tooling) labels Sep 26, 2026
@eaitbrahim
eaitbrahim merged commit fc149bf into main Sep 26, 2026
1 check passed
@eaitbrahim
eaitbrahim deleted the docs/adr-0006-pooled-evaluation branch September 26, 2026 20:41
eaitbrahim added a commit that referenced this pull request Sep 26, 2026
…oled evaluation as policy (#828)

MINOR: #826 changes what promotion decides (G2 and #338's pooled path
judge in R; min_expectancy is an R threshold; a sample with no R is
refused), and #825 adds report sections. No schema change since 0.17.0.

What lands:
  #826 (#820) -- edge table, G2 and promotion in R; negative-risk flip
  fixed; pooled rows in exit-time order.
  #825 (#821) -- simulate buys DCA once per completed day (was 24x per
  cadence day), no forming-day look-ahead, DCA sleeve reported.
  #824 (#822) -- ADR 0006: daily strategies evaluated on the pooled sample.
  #827 (#823) -- experiment record: hourly turtle, 4,871 trades.
  #819 -- live per-asset ceiling config mirrored (0.50 -> 0.75).

Co-authored-by: Claude Opus 5.5 <noreply@anthropic.com>
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

docs Documentation (Docs, CI & tooling) research Measurement, validation or KB work (Research & validation)

Projects

None yet

Development

Successfully merging this pull request may close these issues.

ADR 0006: daily strategies are evaluated on the pooled sample (n >= 100 pooled), never per asset

1 participant