{"generated_at":"2026-10-26T11:07:07.023053+00:00","n_closed_trades":23,"n_evaluations":0,"n_cycles":0,"trade_summary":{"n_trades":23,"n_wins":8,"n_losses":9,"n_flat":6,"win_rate":0.47058823529411764,"total_pnl":2.3,"total_roi_pct":2.21,"avg_pnl":0.1,"avg_hold_hrs":22.9,"avg_confidence":0.745,"n_signal_trades":13,"signal_win_rate":0.46153846153846156,"signal_pnl":4.78,"signal_roi_pct":7.77},"by_theater":{"iran":{"n":11,"wins":5,"win_rate":0.5,"pnl":4.64,"roi_pct":9.6},"unknown":{"n":2,"wins":1,"win_rate":1.0,"pnl":0.14,"roi_pct":1.06}},"by_direction":{"DEESCALATE":{"n":5,"wins":3,"win_rate":0.75,"pnl":0.66,"roi_pct":1.79},"ESCALATE":{"n":8,"wins":3,"win_rate":0.429,"pnl":4.12,"roi_pct":16.78}},"exit_reasons":{"claude_exit":{"n":14,"avg_pnl":0.02,"total_pnl":0.32},"orphan":{"n":7,"avg_pnl":-0.41,"total_pnl":-2.86},"stop_loss":{"n":1,"avg_pnl":-1.74,"total_pnl":-1.74},"take_profit":{"n":1,"avg_pnl":6.58,"total_pnl":6.58}},"confidence_buckets":{"0.70-0.73":{"n":3,"wins":1,"win_rate":0.5,"pnl":0.12,"roi_pct":0.67,"n_decisive":2,"wr_ci":[0.0945,0.9055],"wr_ci_lo":0.0945,"wr_ci_hi":0.9055,"underpowered":true,"caveat":"n=2 (<30) — underpowered, not a finding"},"0.73-0.76":{"n":3,"wins":2,"win_rate":0.667,"pnl":-1.09,"roi_pct":-7.07,"n_decisive":3,"wr_ci":[0.2077,0.9385],"wr_ci_lo":0.2077,"wr_ci_hi":0.9385,"underpowered":true,"caveat":"n=3 (<30) — underpowered, not a finding"},"0.76-0.80":{"n":5,"wins":3,"win_rate":0.75,"pnl":7.38,"roi_pct":42.02,"n_decisive":4,"wr_ci":[0.3006,0.9544],"wr_ci_lo":0.3006,"wr_ci_hi":0.9544,"underpowered":true,"caveat":"n=4 (<30) — underpowered, not a finding"},"0.80-1.01":{"n":1,"wins":0,"win_rate":0.0,"pnl":-0.64,"roi_pct":-9.2,"n_decisive":1,"wr_ci":[0.0,0.7935],"wr_ci_lo":0.0,"wr_ci_hi":0.7935,"underpowered":true,"caveat":"n=1 (<30) — underpowered, not a finding"}},"threshold_backtest":[{"threshold":0.68,"n":13,"wins":6,"win_rate":0.545,"pnl":4.78,"roi_pct":7.77,"n_decisive":11,"wr_ci":[0.2801,0.7873],"wr_ci_lo":0.2801,"wr_ci_hi":0.7873,"underpowered":true},{"threshold":0.7,"n":12,"wins":6,"win_rate":0.6,"pnl":5.77,"roi_pct":9.98,"n_decisive":10,"wr_ci":[0.3127,0.8318],"wr_ci_lo":0.3127,"wr_ci_hi":0.8318,"underpowered":true},{"threshold":0.72,"n":12,"wins":6,"win_rate":0.6,"pnl":5.77,"roi_pct":9.98,"n_decisive":10,"wr_ci":[0.3127,0.8318],"wr_ci_lo":0.3127,"wr_ci_hi":0.8318,"underpowered":true},{"threshold":0.74,"n":9,"wins":5,"win_rate":0.625,"pnl":5.65,"roi_pct":14.15,"n_decisive":8,"wr_ci":[0.3057,0.8632],"wr_ci_lo":0.3057,"wr_ci_hi":0.8632,"underpowered":true},{"threshold":0.76,"n":6,"wins":3,"win_rate":0.6,"pnl":6.74,"roi_pct":27.48,"n_decisive":5,"wr_ci":[0.2307,0.8824],"wr_ci_lo":0.2307,"wr_ci_hi":0.8824,"underpowered":true},{"threshold":0.78,"n":2,"wins":1,"win_rate":0.5,"pnl":0.08,"roi_pct":0.62,"n_decisive":2,"wr_ci":[0.0945,0.9055],"wr_ci_lo":0.0945,"wr_ci_hi":0.9055,"underpowered":true},{"threshold":0.8,"n":1,"wins":0,"win_rate":0.0,"pnl":-0.64,"roi_pct":-9.2,"n_decisive":1,"wr_ci":[0.0,0.7935],"wr_ci_lo":0.0,"wr_ci_hi":0.7935,"underpowered":true}],"tuning_recommendations":[{"id":"confidence_revisit","status":"pending","title":"Confidence revisit — waiting for data","summary":"Will fire at n=30 decisive signal trades (currently 11). Threshold raise needs ≥5pp ROI improvement vs current AND a winning bucket with ≥30 decisive trades.","evidence":{"n_decisive_trades":11,"needs":30}},{"id":"direction_sizing","status":"pending","title":"Direction-aware sizing — waiting for data","summary":"Will fire when each direction has ≥15 decisive trades (ESCALATE=7, DEESCALATE=4) and ROI gap is ≥20pp.","evidence":{"escalate_n":7,"deescalate_n":4,"needs_each":15}},{"id":"bracket_revisit","status":"pending","title":"Bracket-size revisit — waiting for fires","summary":"Will fire when stop_loss AND take_profit have each triggered ≥10 times (currently SL=0, TP=0). Until then, tuning brackets is noise.","evidence":{"stop_loss_fires":0,"take_profit_fires":0,"needs_each":10}}],"by_confluence_band":{"no graph data":{"n":13,"wins":6,"win_rate":0.545,"pnl":4.78,"roi_pct":7.77}},"by_primary_entity":{"unknown":{"n":13,"wins":6,"win_rate":0.545,"pnl":4.78,"roi_pct":7.77}},"entity_cap_recommendations":{},"graph_backtest":{},"closed_trades":[{"placed_at":"2026-04-17 18:46:37","ticker":"KXHORMUZNORM-26MAR17-B260501","market_question":"Will the 7-day moving average of transit calls through the Strait of Hormuz as r","side":"YES","entry_price":0.435,"exit_price":0.395,"pnl_usd":-0.64,"signal_confidence":0.81,"signal_direction":"DEESCALATE","exit_reason":"Claude exit (immediate) — Original thesis was Hormuz traffic normalization to 60+ vessels by May 1 under d"},{"placed_at":"2026-04-18 09:55:35","ticker":"KXUSAIRANAGREEMENT-27-26MAY","market_question":"Will the US agree to a new Iranian nuclear deal this 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(immediate) — May 15 deadline is now functionally equivalent to May 1 given active Hormuz clos"},{"placed_at":"2026-04-18 15:43:26","ticker":"KXUSAIRANAGREEMENT-27-26AUG","market_question":"Will the US agree to a new Iranian nuclear deal before August?","side":"NO","entry_price":0.57,"exit_price":0.625,"pnl_usd":-0.49,"signal_confidence":0.0,"signal_direction":"UNKNOWN","exit_reason":"orphan_assessment_exit"},{"placed_at":"2026-04-20 01:35:56","ticker":"KXUSAIRANAGREEMENT-27-26JUL","market_question":"Will the US agree to a new Iranian nuclear deal this year?","side":"NO","entry_price":0.5557,"exit_price":0.68,"pnl_usd":-1.74,"signal_confidence":0.74,"signal_direction":"ESCALATE","exit_reason":"stop_loss (Claude conf=0.72 insufficient to hold)"},{"placed_at":"2026-04-20 01:39:05","ticker":"KXUSAIRANAGREEMENT-27-26JUN","market_question":"Will the US agree to a new Iranian nuclear deal this year?","side":"NO","entry_price":0.4673,"exit_price":0.61,"pnl_usd":-0.99,"signal_confidence":0.68,"signal_direction":"ESCALATE","exit_reason":"Claude exit (immediate) — Original thesis (de-escalation/NO nuclear deal) has been fundamentally invalidat"},{"placed_at":"2026-04-20 01:41:03","ticker":"KXUSAIRANAGREEMENT-27-28","market_question":"Will the US agree to a new Iranian nuclear deal this year?","side":"NO","entry_price":0.865,"exit_price":0.63,"pnl_usd":6.58,"signal_confidence":0.76,"signal_direction":"ESCALATE","exit_reason":"take_profit (Claude conf=0.78 insufficient to hold)"},{"placed_at":"2026-04-20 04:47:31","ticker":"KXHORMUZNORM-26MAR17-B260501","market_question":"Will the 7-day moving average of transit calls through the Strait of Hormuz as r","side":"NO","entry_price":0.29,"exit_price":0.235,"pnl_usd":0.44,"signal_confidence":0.74,"signal_direction":"DEESCALATE","exit_reason":"Claude exit (immediate) — Position was entered on de-escalation signal (US-Iran diplomacy), but latest sig"},{"placed_at":"2026-04-20 10:44:28","ticker":"KXUSAIRANAGREEMENT-27-26MAY","market_question":"Will the US agree to a new Iranian nuclear deal this year?","side":"NO","entry_price":0.297,"exit_price":0.255,"pnl_usd":0.21,"signal_confidence":0.74,"signal_direction":"ESCALATE","exit_reason":"Claude exit (immediate) — Original thesis was kinetic escalation blocking near-term nuclear deal; latest s"},{"placed_at":"2026-04-20 10:44:28","ticker":"KXHORMUZNORM-26MAR17-B260515","market_question":"Will the 7-day moving average of transit calls through the Strait of Hormuz as r","side":"NO","entry_price":0.445,"exit_price":0.39,"pnl_usd":0.11,"signal_confidence":0.76,"signal_direction":"ESCALATE","exit_reason":"Claude exit (immediate) — Short-dated market (May 15, 2026) whose thesis specifically relied on escalation"},{"placed_at":"2026-04-20 12:29:04","ticker":"KXHORMUZNORM-26MAR17-B260801","market_question":"Will the 7-day moving average of transit calls through the Strait of Hormuz as r","side":"NO","entry_price":0.75,"exit_price":0.76,"pnl_usd":-0.03,"signal_confidence":0.76,"signal_direction":"ESCALATE","exit_reason":"Claude exit (normal) — Aug 1 2026 deadline is intermediate-term but deal framework narrative (Pahlavi s"},{"placed_at":"2026-04-21 00:02:59","ticker":"KXUSAIRANAGREEMENT-27-26JUN","market_question":"Will the US agree to a new Iranian nuclear deal this year?","side":"YES","entry_price":0.475,"exit_price":0.475,"pnl_usd":0.0,"signal_confidence":0.0,"signal_direction":"UNKNOWN","exit_reason":"orphan_assessment_exit"},{"placed_at":"2026-04-22 12:22:02","ticker":"KXHORMUZNORM-26MAR17-B270101","market_question":"Hormuz traffic returns to normal before January 1, 2027","side":"YES","entry_price":0.885,"exit_price":0.895,"pnl_usd":0.14,"signal_confidence":0.72,"signal_direction":"DEESCALATE","exit_reason":"Claude exit (immediate) — NO position (Hormuz will NOT return to normal by Aug 1, 2026) is now contradicte"},{"placed_at":"2026-04-22 12:22:43","ticker":"KXHORMUZNORM-26MAR17-B260801","market_question":"Hormuz traffic returns to normal before August 1, 2026","side":"NO","entry_price":0.725,"exit_price":0.71,"pnl_usd":0.02,"signal_confidence":0.0,"signal_direction":"UNKNOWN","exit_reason":"Claude exit (immediate) — NO position (Hormuz will NOT return to normal by Aug 1, 2026) is now contradicte"},{"placed_at":"2026-04-23 00:02:58","ticker":"KXHORMUZNORM-26MAR17-B270101","market_question":"Hormuz traffic returns to normal before January 1, 2027","side":"YES","entry_price":0.86,"exit_price":0.86,"pnl_usd":0.0,"signal_confidence":0.0,"signal_direction":"UNKNOWN","exit_reason":"orphan_assessment_exit"},{"placed_at":"2026-05-03 00:03:07","ticker":"KXUSAIRANAGREEMENT-27-26JUN","market_question":"Will the US agree to a new Iranian nuclear deal this year?","side":"YES","entry_price":0.1547,"exit_price":0.071,"pnl_usd":-2.18,"signal_confidence":0.0,"signal_direction":"UNKNOWN","exit_reason":"orphan_assessment_exit"},{"placed_at":"2026-05-03 00:03:07","ticker":"KXHORMUZNORM-26MAR17-B260801","market_question":"Hormuz traffic returns to normal before August 1, 2026","side":"YES","entry_price":0.4838,"exit_price":0.475,"pnl_usd":-0.19,"signal_confidence":0.0,"signal_direction":"UNKNOWN","exit_reason":"orphan_assessment_exit"},{"placed_at":"2026-05-03 00:33:05","ticker":"KXUSAIRANAGREEMENT-27-26JUN","market_question":"Will the US agree to a new Iranian nuclear deal this year?","side":"YES","entry_price":0.076,"exit_price":0.076,"pnl_usd":0.0,"signal_confidence":0.0,"signal_direction":"UNKNOWN","exit_reason":"orphan_assessment_exit"},{"placed_at":"2026-05-03 01:14:46","ticker":"KXHORMUZNORM-26MAR17-B260801","market_question":"Hormuz traffic returns to normal before August 1, 2026","side":"NO","entry_price":0.475,"exit_price":0.475,"pnl_usd":0.0,"signal_confidence":0.72,"signal_direction":"ESCALATE","exit_reason":"Claude exit (immediate) — Original thesis (escalation preventing normalization by Aug 1) has been contradi"},{"placed_at":"2026-05-04 00:02:53","ticker":"KXHORMUZNORM-26MAR17-B260801","market_question":"Hormuz traffic returns to normal before August 1, 2026","side":"NO","entry_price":0.4854,"exit_price":0.505,"pnl_usd":-0.03,"signal_confidence":0.0,"signal_direction":"UNKNOWN","exit_reason":"Claude exit (immediate) — Position is underwater -0.020 after 4h with unfavorable price movement (0.485→0."},{"placed_at":"2026-05-04 04:33:23","ticker":"KXUSAIRANAGREEMENT-27-26JUN","market_question":"Will the US agree to a new Iranian nuclear deal this year?","side":"YES","entry_price":0.0906,"exit_price":0.092,"pnl_usd":0.0,"signal_confidence":0.0,"signal_direction":"UNKNOWN","exit_reason":"orphan_assessment_exit"},{"placed_at":"2026-05-04 19:50:13","ticker":"KXUSAIRANAGREEMENT-27-26JUL","market_question":"Will the US agree to a new Iranian nuclear deal this year?","side":"NO","entry_price":0.2225,"exit_price":0.225,"pnl_usd":-0.02,"signal_confidence":0.72,"signal_direction":"ESCALATE","exit_reason":"Claude exit (immediate) — Original thesis was based on Trump's rejection of Iran's 14-point proposal and w"}],"brier":{"n_resolved":0,"n_resolved_rows":0,"n_distinct_tickers":0,"market_brier":null,"brier_skill_score_vs_market":null,"bss_vs_market_ci95":null,"brier_skill_score_vs_50":null,"distinct_ticker_brier":null,"autocorrelation_note":"Collapsed 0 resolved evaluation rows to 0 distinct ticker(s) (earliest/signal-time eval each) to remove autocorrelation before scoring.","underpowered_caveat":"No resolved markets with a recoverable outcome yet."},"resolved_calibration":{"n_resolved_rows":0,"n_distinct_tickers":0,"note":"Collapsed 0 resolved evaluation rows to 0 distinct ticker(s) (earliest/signal-time eval each) to remove autocorrelation before scoring.","underpowered":true,"caveat":"No resolved markets with a recoverable outcome yet."},"brier_by_theater":{},"calibration_curve":[],"reliability_diagram":{"n_bins":10,"bin_width":0.1,"n_distinct_markets":0,"n_resolved_rows":0,"underpowered_n":30,"trustworthy_n":200,"bins":[],"underpowered":true,"caveat":"No distinct markets have resolved yet — calibration is not measurable. This chart fills in as markets resolve."},"edge_capture":{"n":0},"signal_cycles":{},"murphy_decomposition":{"error":"No module named 'backtest.calibration'"},"platt_calibration":{"error":"No module named 'backtest.calibration'"},"isotonic_calibration":{"error":"No module named 'backtest.calibration'"},"market_prob_scatter":[],"market_ticker_history":{},"escalation_timeline":[]}