{ "timestamp": "2026-06-05T18:28:39.227754+00:00", "forward_n_target": 100, "any_promotion_ready": false, "sleeves": { "etf_dual_momentum": { "lab_wf": { "verdict": "PASS", "oos_pf": 2.746, "oos_n": 11, "artifact": "/home/eaguiar2015/findtorontoevents_antigravity.ca/verified_strategies/WALKFORWARD_REPORT.json" }, "forward": { "source": "paper_pilot_virtual", "n_closed": 0, "wr": 0.0, "pf": 0.0, "promotion_ready": false, "shadow_checkpoint_ready": false, "gates": [ "n<100", "pf<1.5", "wr<50%", "pf<0.85*oos" ], "shadow_gates": [ "n<30" ], "open_position": { "symbol": "XLK", "direction": "BUY", "entry_price": 195.75999450683594, "entry_date": "2026-06-02", "strategy": "etf_verified_dual_momentum", "status": "OPEN", "r12_1m": 0.7052, "last_seen": "2026-06-02" }, "signal": "BUY", "symbol": "XLK" }, "recommend_enable": false, "flag": "ETF_VERIFIED_DUAL_MOMENTUM_ENABLED" }, "crypto_wf_hyro": { "lab_wf": { "timestamp": null, "vwap_reversion": { "verdict": "PASS", "oos_pf": 1.32, "oos_n": 516 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"n=0<100", "PF=0.00<1.5", "WR=0.0%<50%" ], "open_symbols": [], "note": "0 ETF strategy closes in trading_picks \u2014 forward pilot only until resolver closes etf_faber_tactical rows." }, "bootstrap_b_flip": { "lab_bootstrap": { "verdict": "BOOTSTRAP_PASS", "is_pf": 35.91, "is_n": 157, "pf_lo_95": 21.21, "note": "PR #482 legit \u2014 forward virtual only" }, "forward": { "source": "trading_picks_db_post_incident94", "strategy_id": "B_flip_PriceRocMeanReversion", "n_closed": 39, "wr": 0.5385, "pf": 1.0773, "mean_pnl_pct": 0.0105, "promotion_ready": false }, "forward_state_json": { "source": "paper_pilot_virtual", "strategy_id": "B_flip_PriceRocMeanReversion", "n_closed": 1, "wr": 1.0, "pf": 999.0, "mean_pnl_pct": 0.0469, "promotion_ready": false, "shadow_checkpoint_ready": false, "gates": [ "n<100" ], "shadow_gates": [ "n<30" ], "open_position": { "symbol": "BTCUSDT", "direction": "SELL", "entry_price": 60732.36, "take_profit": 58786.08714285714, "stop_loss": 62192.06464285714, "atr": 973.1364285714293, "strategy": "B_flip_PriceRocMeanReversion", "status": "OPEN", "entry_date": "2026-06-05", "last_seen": "2026-06-05", "mark_price": 60257.05 } }, "open_position": { "symbol": "BTCUSDT", "direction": "SELL", "entry_price": 60732.36, "take_profit": 58786.08714285714, "stop_loss": 62192.06464285714, "atr": 973.1364285714293, "strategy": "B_flip_PriceRocMeanReversion", "status": "OPEN", "entry_date": "2026-06-05", "last_seen": "2026-06-05", "mark_price": 60257.05 }, "recommend_enable": false, "flag": "B_FLIP_PRICEROC_ENABLED" }, "bootstrap_inverse_ml_btc": { "lab_bootstrap": { "verdict": "BOOTSTRAP_PASS", "is_pf": 34.46, "is_n": 65, "pf_lo_95": 15.97, "note": "PR #482 legit \u2014 forward virtual only" }, "forward": { "source": "trading_picks_db_post_incident94", "strategy_id": "inverse_ml_enhanced_BTCUSDT_15m_D", "n_closed": 52, "wr": 0.5577, "pf": 1.0853, "mean_pnl_pct": 0.0072, "promotion_ready": false }, "forward_state_json": { "source": "paper_pilot_virtual", "strategy_id": "inverse_ml_enhanced_BTCUSDT_15m_D", "n_closed": 6, "wr": 0.6667, "pf": 1.7053, "mean_pnl_pct": 0.0033, "promotion_ready": false, "shadow_checkpoint_ready": false, "gates": [ "n<100", "pf<0.85*oos" ], "shadow_gates": [ "n<30" ], "open_position": null }, "open_position": null, "recommend_enable": false, "flag": "INVERSE_ML_BTC_15M_ENABLED" } }, "bootstrap_forward": { "timestamp": "2026-06-05T18:28:39.212351+00:00", "forward_n_target": 100, "any_promotion_ready": false, "sleeves": { "b_flip_price_roc": { "lab_bootstrap": { "verdict": "BOOTSTRAP_PASS", "is_pf": 35.91, "is_n": 157, "pf_lo_95": 21.21, "note": "PR #482 legit \u2014 forward virtual only" }, "forward": { "source": "trading_picks_db_post_incident94", "strategy_id": "B_flip_PriceRocMeanReversion", "n_closed": 39, "wr": 0.5385, "pf": 1.0773, "mean_pnl_pct": 0.0105, "promotion_ready": false }, "forward_state_json": { "source": "paper_pilot_virtual", "strategy_id": "B_flip_PriceRocMeanReversion", "n_closed": 1, "wr": 1.0, "pf": 999.0, "mean_pnl_pct": 0.0469, "promotion_ready": false, "shadow_checkpoint_ready": false, "gates": [ "n<100" ], "shadow_gates": [ "n<30" ], "open_position": { "symbol": "BTCUSDT", "direction": "SELL", "entry_price": 60732.36, "take_profit": 58786.08714285714, "stop_loss": 62192.06464285714, "atr": 973.1364285714293, "strategy": "B_flip_PriceRocMeanReversion", "status": "OPEN", "entry_date": "2026-06-05", "last_seen": "2026-06-05", "mark_price": 60257.05 } }, "open_position": { "symbol": "BTCUSDT", "direction": "SELL", "entry_price": 60732.36, "take_profit": 58786.08714285714, "stop_loss": 62192.06464285714, "atr": 973.1364285714293, "strategy": "B_flip_PriceRocMeanReversion", "status": "OPEN", "entry_date": "2026-06-05", "last_seen": "2026-06-05", "mark_price": 60257.05 }, "recommend_enable": false, "flag": "B_FLIP_PRICEROC_ENABLED" }, "inverse_ml_btc_15m": { "lab_bootstrap": { "verdict": "BOOTSTRAP_PASS", "is_pf": 34.46, "is_n": 65, "pf_lo_95": 15.97, "note": "PR #482 legit \u2014 forward virtual only" }, "forward": { "source": "trading_picks_db_post_incident94", "strategy_id": "inverse_ml_enhanced_BTCUSDT_15m_D", "n_closed": 52, "wr": 0.5577, "pf": 1.0853, "mean_pnl_pct": 0.0072, "promotion_ready": false }, "forward_state_json": { "source": "paper_pilot_virtual", "strategy_id": "inverse_ml_enhanced_BTCUSDT_15m_D", "n_closed": 6, "wr": 0.6667, "pf": 1.7053, "mean_pnl_pct": 0.0033, "promotion_ready": false, "shadow_checkpoint_ready": false, "gates": [ "n<100", "pf<0.85*oos" ], "shadow_gates": [ "n<30" ], "open_position": null }, "open_position": null, "recommend_enable": false, "flag": "INVERSE_ML_BTC_15M_ENABLED" }, "inverse_ml_ada_15m": { "lab_bootstrap": { "verdict": "FORWARD_TRACK", "note": "PF 1.73 / WR 55.6% / n=36 post-backfill \u2014 strongest verified-strategy candidate. ENHANCEMENT #117 promote." }, "forward": { "source": "trading_picks_db_post_incident94", "strategy_id": "inverse_ml_enhanced_ADAUSDT_15m_D", "n_closed": 38, "wr": 0.5789, "pf": 2.3818, "mean_pnl_pct": 0.2015, "promotion_ready": false }, "recommend_enable": false, "flag": "INVERSE_ML_ADA_15M_ENABLED" }, "inverse_ml_render_1h": { "lab_bootstrap": { "verdict": "FORWARD_TRACK", "note": "PF 0.95 / WR 42.6% / n=54 post-backfill \u2014 no-edge" }, "forward": { "source": "trading_picks_db_post_incident94", "strategy_id": "inverse_ml_enhanced_RENDERUSDT_1h_D", "n_closed": 54, "wr": 0.4259, "pf": 0.9507, "mean_pnl_pct": -0.0092, "promotion_ready": false }, "recommend_enable": false, "flag": "INVERSE_ML_RENDER_1H_ENABLED" }, "inverse_ml_render_4h": { "lab_bootstrap": { "verdict": "KILL_CANDIDATE", "note": "PF 0.12 / avg -1.73% / n=52 post-backfill \u2014 dead strategy. ENHANCEMENT #116 kill." }, "forward": { "source": "trading_picks_db_post_incident94", "strategy_id": "inverse_ml_enhanced_RENDERUSDT_4h_D", "n_closed": 52, "wr": 0.5, "pf": 0.1214, "mean_pnl_pct": -1.7298, "promotion_ready": false }, "recommend_enable": false, "flag": "INVERSE_ML_RENDER_4H_ENABLED" }, "etf_dual_momentum": { "lab_bootstrap": { "verdict": "FORWARD_TRACK", "note": "PF 1.47 / WR 52.0% / n=25 post-backfill \u2014 T2-shaped, watch list" }, "forward": { "source": "trading_picks_db_post_incident94", "strategy_id": "etf_dual_momentum", "n_closed": 25, "wr": 0.52, "pf": 0.665, "mean_pnl_pct": -0.0969, "promotion_ready": false }, "recommend_enable": false, "flag": "ETF_DUAL_MOMENTUM_ENABLED" } }, "blocked_from_production": [ "money_ready_verdict freeze_promotions", "no scanner env flags until forward n>=100" ], "refs": [ "updates/2026-06-02-suspicious-pass-investigation.md", "PR #482" ] }, "money_ready_blockers": [ "All sleeves require forward virtual n>=100, PF>=1.5, WR>=50%", "Lab walk-forward PASS required for crypto/ETF scanner flags", "DSR/PBO shadow tier \u2014 no real-money sizing until forward track validates" ] }