{"variants":[{"slug":"baseline","display_name":"Baseline","hypothesis":"Status quo works — current shadow config","config":{"confidence":0.74,"size":50.0,"paper_balance":1000,"take_profit":0.2,"stop_loss":0.1,"max_session_loss":100.0,"min_price":0.05,"analyzer_model":"claude-sonnet-4-6","review_model":"claude-haiku-4-5"},"open_positions":5,"closed_trades":44,"decisive":41,"wins":12,"losses":29,"win_rate_pct":29.3,"total_pnl_usd":1.33,"starting_balance":1000.0,"paper_balance":654.82,"roi_pct":0.13,"recent_cycles":[{"category":"too_few_new_items","ts":"[11:26:20.847]","minutes_ago":11.3},{"category":"too_few_new_items","ts":"[11:02:56.510]","minutes_ago":34.7},{"category":"too_few_new_items","ts":"[10:38:04.888]","minutes_ago":59.5}]},{"slug":"widenet","display_name":"Wide Net","hypothesis":"Looser threshold + smaller size — more trades, sample size grows fast. Tests whether the 0.70–0.74 bucket can be tuned via better exit discipline.","config":{"confidence":0.7,"size":30.0,"paper_balance":1000,"take_profit":0.2,"stop_loss":0.1,"max_session_loss":100.0,"min_price":0.05,"analyzer_model":"claude-sonnet-4-6","review_model":"claude-haiku-4-5"},"open_positions":8,"closed_trades":7,"decisive":7,"wins":2,"losses":5,"win_rate_pct":28.6,"total_pnl_usd":-1.3,"starting_balance":1000.0,"paper_balance":608.79,"roi_pct":-0.13,"recent_cycles":[{"category":"too_few_new_items","ts":"[10:51:48.300]","minutes_ago":45.8},{"category":"too_few_new_items","ts":"[09:07:32.509]","minutes_ago":150.1},{"category":"too_few_new_items","ts":"[08:55:21.043]","minutes_ago":162.3}]},{"slug":"trenchv2","display_name":"Trench V2","hypothesis":"Best in-corpus config under joint (close-rate, OOS ROI, bootstrap CI) optimization. Identified 2026-05-11 by a 3,600-cell walk-forward sweep + bootstrap-rank. Wider symmetric brackets (0.30/0.30) than baseline keep positions out of noise-stop range; loose entry (conf=0.70, edge=0.03) diversifies the tape. Bootstrap on full 22-day corpus: ROI +1.15%, WR 64%, P(roi>0)=57.3% vs baseline 0.2% (140× lift). 49% close rate keeps the result honest vs the wider-bracket configs that bias high by leaving positions open.","config":{"confidence":0.7,"size":30.0,"paper_balance":1000,"take_profit":0.3,"stop_loss":0.3,"max_session_loss":100.0,"min_price":0.05,"min_edge":0.03,"analyzer_model":"claude-sonnet-4-6","review_model":"claude-haiku-4-5"},"open_positions":9,"closed_trades":1,"decisive":1,"wins":0,"losses":1,"win_rate_pct":0.0,"total_pnl_usd":-8.17,"starting_balance":1000.0,"paper_balance":601.33,"roi_pct":-0.82,"recent_cycles":[{"category":"too_few_new_items","ts":"[10:51:11.938]","minutes_ago":46.4},{"category":"too_few_new_items","ts":"[10:37:59.444]","minutes_ago":59.6},{"category":"too_few_new_items","ts":"[10:08:09.429]","minutes_ago":89.5}]},{"slug":"highconv","display_name":"High Conviction","hypothesis":"Tighter threshold + larger size — fewer trades, higher expectancy. Tests calibration finding that 0.76–0.80 bucket showed 75% WR / +42% ROI.","config":{"confidence":0.78,"size":75.0,"paper_balance":1000,"take_profit":0.2,"stop_loss":0.1,"max_session_loss":100.0,"min_price":0.05,"analyzer_model":"claude-sonnet-4-6","review_model":"claude-haiku-4-5"},"open_positions":1,"closed_trades":3,"decisive":3,"wins":1,"losses":2,"win_rate_pct":33.3,"total_pnl_usd":-12.97,"starting_balance":1000.0,"paper_balance":837.02,"roi_pct":-1.3,"recent_cycles":[{"category":"too_few_new_items","ts":"[11:36:16.042]","minutes_ago":1.4},{"category":"too_few_new_items","ts":"[11:17:15.218]","minutes_ago":20.4},{"category":"too_few_new_items","ts":"[10:40:00.863]","minutes_ago":57.6}]}],"count":4,"generated_at":"2026-06-03T11:37:37.151674+00:00"}