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dragon_review_window_consistency.md

dragon_review_window_consistency.md 3.3 KB
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Dragon Review - Window Consistency

Scope

  • Goal: verify that in-sample / workbook-window trade statistics do not keep window-external exits.
  • Rule: for bounded research windows, trade filters must constrain both buy_date and sell_date.

Summary

  • PASS: 20
  • EXEMPT: 1
  • FAIL: 0

Result Table

  • dragon_backtest.py | evaluation | workbook window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_cost_stress_test.py | evaluation | fixed release window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_deep_oversold_confirmation_experiments.py | experiment | workbook window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_deep_oversold_experiments.py | experiment | workbook window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_deep_oversold_selective_veto_experiments.py | experiment | workbook window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_equity_curve_review.py | evaluation | fixed release window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_glued_alpha_candidate.py | evaluation | workbook window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_glued_refined_branch_review.py | evaluation | hybrid bounded window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_glued_refined_removed_trade_attribution.py | attribution | fixed release window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_glued_refined_sensitivity.py | evaluation | fixed release window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_glued_refine_experiments.py | experiment | workbook window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_predictive_break_experiments.py | experiment | workbook window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_rc1_release.py | release | fixed release window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_refined_alpha_attribution.py | attribution | fixed release window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_refined_execution_validation.py | evaluation | fixed release window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_rule_ablation.py | evaluation | workbook window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_short_holding_audit.py | audit | workbook window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_short_holding_experiments.py | experiment | workbook window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_strategy_overview.py | overview | fixed release window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_threshold_perturbation.py | evaluation | workbook window | PASS | Trade filter constrains both buy_date and sell_date.
  • dragon_daily_signal_pipeline.py | live | live / forward window | EXEMPT | Live / forward pipeline intentionally keeps open-ended trade coverage.

Judgment

  • The bounded research/evaluation pack is now on a consistent dual-bound trade-window rule.
  • dragon_daily_signal_pipeline.py remains intentionally exempt because it serves the live / forward chain rather than workbook-window evaluation.