{"note":"Recorded basis = the VaR node's own recorded decisions, marked to market. The V1-rules figure is a replay of the same decisions under the older rules: a comparison, not a second run.","backtests":[{"id":2,"name":"AAPL Q1 2022 pilot v2","window_start":"2022-01-01","window_end":"2022-03-31","status":"SUCCESS","models":null,"sentiment_mode":null,"git_commit":null,"decisions":64,"kind":"earlier or failed run","published_decisions":false},{"id":3,"name":"AAPL Q3 2022 pilot","window_start":"2022-07-01","window_end":"2022-09-30","status":"SUCCESS","models":null,"sentiment_mode":null,"git_commit":null,"decisions":66,"kind":"earlier or failed run","published_decisions":false},{"id":4,"name":"AAPL in-sample Jun2022-Jun2023","window_start":"2022-06-01","window_end":"2023-06-30","status":"SUCCESS","models":null,"sentiment_mode":null,"git_commit":null,"decisions":283,"kind":"earlier or failed run","published_decisions":false},{"id":5,"name":"AAPL in-sample Jun2022-Jun2023","window_start":"2022-06-01","window_end":"2023-06-30","status":"FAILED","models":null,"sentiment_mode":null,"git_commit":null,"decisions":88,"kind":"earlier or failed run","published_decisions":false},{"id":6,"name":"AAPL out-of-sample Jul2023-Dec2023","window_start":"2023-07-01","window_end":"2023-12-31","status":"SUCCESS","models":null,"sentiment_mode":null,"git_commit":null,"decisions":130,"kind":"earlier or failed run","published_decisions":false},{"id":7,"name":"AAPL ablation no-sentiment (vs bt4)","window_start":"2022-06-03","window_end":"2023-06-30","status":"SUCCESS","models":null,"sentiment_mode":null,"git_commit":null,"decisions":281,"kind":"earlier or failed run","published_decisions":false},{"id":8,"name":"ablation repeat 2","window_start":"2022-06-03","window_end":"2023-06-30","status":"SUCCESS","models":null,"sentiment_mode":null,"git_commit":null,"decisions":281,"kind":"earlier or failed run","published_decisions":false},{"id":9,"name":"full config repeat (vs bt4)","window_start":"2022-06-03","window_end":"2023-06-30","status":"SUCCESS","models":null,"sentiment_mode":null,"git_commit":null,"decisions":281,"kind":"earlier or failed run","published_decisions":false},{"id":14,"name":"score node run 1","window_start":"2022-06-03","window_end":"2023-06-30","status":"SUCCESS","models":null,"sentiment_mode":null,"git_commit":null,"decisions":281,"kind":"earlier or failed run","published_decisions":false},{"id":18,"name":"V2 VaR node, bt4 config, leak-fixed","window_start":"2022-06-01","window_end":"2023-06-30","status":"FAILED","models":null,"sentiment_mode":null,"git_commit":null,"decisions":25,"kind":"earlier or failed run","published_decisions":false},{"id":25,"name":"DRY RUN V2 bt4 config (fake LLMs)","window_start":"2022-06-01","window_end":"2023-06-30","status":"SUCCESS","models":{"portfolio_manager":"fake:HOLD","sentiment_analyst":"fake:neutral"},"sentiment_mode":null,"git_commit":"70b7b7f049","decisions":272,"kind":"dry run (fake LLMs)","published_decisions":false},{"id":44,"name":"DRY RUN categorical, bt3 window (fake LLMs)","window_start":"2022-07-01","window_end":"2022-09-30","status":"SUCCESS","models":{"portfolio_manager":"fake:HOLD","sentiment_analyst":"fake:neutral"},"sentiment_mode":"categorical","git_commit":"fa094e8402","decisions":64,"kind":"dry run (fake LLMs)","published_decisions":false},{"id":45,"name":"V2 VaR node, bt4 window, Claude","window_start":"2022-06-01","window_end":"2023-06-30","status":"SUCCESS","models":{"portfolio_manager":"claude-sonnet-5-5","sentiment_analyst":"claude-haiku-4-5"},"sentiment_mode":"score","git_commit":"075a4cfc19","decisions":272,"kind":"real-model run","published_decisions":true,"leak_status":"price leak fixed; headline leak NOT fixed","state":"superseded","results":{"recorded_var_node":{"mtm_pnl":428.56,"pct_of_cap":14.29,"vs_buy_and_hold":-409.24,"max_drawdown":579.15,"avg_shares":10.8,"buys":21,"blocked":108},"replay_v1_rules":{"mtm_pnl":920.81,"pct_of_cap":30.71,"vs_buy_and_hold":83.01,"max_drawdown":790.17,"avg_shares":17.0,"buys":26,"blocked":99},"buy_and_hold_20_shares":{"mtm_pnl":20.0,"pct_of_cap":837.8},"replay_drift":0.0006,"source":"scripts/compare_var_node.py 45","source_output":["backtest 45  AAPL  2022-06-01 .. 2023-06-30  (272 decision days, VaR on 272, budget below 20 shares on 272)","price 149.91 -> 191.80","replay check: recorded MtM +428.56, replayed +428.56, drift 0.0006","                          MtM P&L    %cap    vs B&H    max DD  avg sh  buys  blocked","VaR node (recorded)       +428.56  14.29%   -409.24    579.15    10.8    21      108","V1 rules (replayed)       +920.81  30.71%    +83.01    790.17    17.0    26       99","buy & hold 20 sh          +837.80  27.94%","VaR node minus V1: P&L -492.25, max drawdown -211.02","One symbol, one window, one path: a difference, not a significance result."]}},{"id":71,"name":"V1 #6 rerun (categorical, Claude)","window_start":"2023-07-01","window_end":"2023-12-31","status":"SUCCESS","models":{"portfolio_manager":"claude-sonnet-5-5","sentiment_analyst":"claude-haiku-4-5"},"sentiment_mode":"categorical","git_commit":"7ab28118bb","decisions":126,"kind":"real-model run","published_decisions":true,"leak_status":"price leak fixed; headline leak NOT fixed","state":"superseded","results":{"recorded_var_node":{"mtm_pnl":123.2,"pct_of_cap":3.18,"vs_buy_and_hold":121.0,"max_drawdown":397.39,"avg_shares":13.9,"buys":16,"blocked":47},"replay_v1_rules":{"mtm_pnl":66.35,"pct_of_cap":1.71,"vs_buy_and_hold":64.15,"max_drawdown":582.45,"avg_shares":18.5,"buys":11,"blocked":52},"buy_and_hold_20_shares":{"mtm_pnl":20.0,"pct_of_cap":2.2},"replay_drift":0.0001,"source":"scripts/compare_var_node.py 71","source_output":["backtest 71  AAPL  2023-07-03 .. 2023-12-29  (126 decision days, VaR on 126, budget below 20 shares on 116)","price 193.76 -> 193.87","replay check: recorded MtM +123.20, replayed +123.20, drift 0.0001","                          MtM P&L    %cap    vs B&H    max DD  avg sh  buys  blocked","VaR node (recorded)       +123.20   3.18%   +121.00    397.39    13.9    16       47","V1 rules (replayed)        +66.35   1.71%    +64.15    582.45    18.5    11       52","buy & hold 20 sh            +2.20   0.06%","VaR node minus V1: P&L +56.86, max drawdown -185.06","One symbol, one window, one path: a difference, not a significance result."]}},{"id":136,"name":"V1 #6 rerun, both leaks fixed (categorical, Claude)","window_start":"2023-07-01","window_end":"2023-12-31","status":"SUCCESS","models":{"portfolio_manager":"claude-sonnet-5-5","sentiment_analyst":"claude-haiku-4-5"},"sentiment_mode":"categorical","git_commit":"b13093ada3","decisions":126,"kind":"real-model run","published_decisions":true,"leak_status":"both look-ahead leaks fixed","state":"clean","results":{"recorded_var_node":{"mtm_pnl":132.64,"pct_of_cap":3.42,"vs_buy_and_hold":130.44,"max_drawdown":393.7,"avg_shares":14.0,"buys":16,"blocked":49},"replay_v1_rules":{"mtm_pnl":73.88,"pct_of_cap":1.91,"vs_buy_and_hold":71.68,"max_drawdown":581.5,"avg_shares":18.6,"buys":11,"blocked":54},"buy_and_hold_20_shares":{"mtm_pnl":20.0,"pct_of_cap":2.2},"replay_drift":0.0003,"source":"scripts/compare_var_node.py 136","source_output":["backtest 136  AAPL  2023-07-03 .. 2023-12-29  (126 decision days, VaR on 126, budget below 20 shares on 116)","price 193.76 -> 193.87","replay check: recorded MtM +132.64, replayed +132.64, drift 0.0003","                          MtM P&L    %cap    vs B&H    max DD  avg sh  buys  blocked","VaR node (recorded)       +132.64   3.42%   +130.44    393.70    14.0    16       49","V1 rules (replayed)        +73.88   1.91%    +71.68    581.50    18.6    11       54","buy & hold 20 sh            +2.20   0.06%","VaR node minus V1: P&L +58.77, max drawdown -187.80","One symbol, one window, one path: a difference, not a significance result."]}},{"id":175,"name":"DRY trace OFF nov22","window_start":"2022-11-01","window_end":"2022-11-30","status":"SUCCESS","models":{"portfolio_manager":"fake:BUY","sentiment_analyst":"fake:neutral"},"sentiment_mode":"score","git_commit":"56acf6fa31","decisions":21,"kind":"dry run (fake LLMs)","published_decisions":false},{"id":176,"name":"DRY trace ON nov22","window_start":"2022-11-01","window_end":"2022-11-30","status":"SUCCESS","models":{"portfolio_manager":"fake:BUY","sentiment_analyst":"fake:neutral"},"sentiment_mode":"score","git_commit":"56acf6fa31","decisions":21,"kind":"dry run (fake LLMs)","published_decisions":false}]}