{
  "version": 1,
  "declaredAt": "2026-10-17",
  "purpose": "Retrospective comparative review after PCS audit; not untouched out-of-sample validation",
  "timeframe": "4h",
  "assets": [
    "BTCUSDT",
    "ETHUSDT",
    "SOLUSDT",
    "BNBUSDT"
  ],
  "riskPerTrade": 0.01,
  "maxExposure": 1,
  "baseFeePerFill": 0.001,
  "stressFeePlusSlippageEquivalent": 0.002,
  "selection": "Choose one common model by highest minimum BTC/ETH Calmar on 2020-2022; do not reselect on later periods or per asset",
  "windows": {
    "IS": "2020-2022",
    "VALIDATION": "2023-2024",
    "RECENT": "2025-2026",
    "OOS_REVIEW": "2023-2026"
  },
  "candidateGate": {
    "OOS_REVIEW_both_BTC_ETH": {
      "CAGR_min": 0.15,
      "MaxDD_max": 0.12,
      "PF_min": 1.5
    },
    "RECENT_both_BTC_ETH": {
      "CAGR_min": 0.1,
      "MaxDD_max": 0.15,
      "PF_min": 1.2,
      "trades_min": 20
    },
    "STRESS_both_BTC_ETH": {
      "CAGR_min": 0.08,
      "PF_min": 1.2
    }
  },
  "models": [
    {
      "id": "PCS",
      "definition": "Frozen PCS A or B; SL1.5 ATR; TP1 50%; BE; trail2.5 after TP1"
    },
    {
      "id": "PCS_A",
      "definition": "Only original door A; original PCS exits"
    },
    {
      "id": "PCS_TRAIL",
      "definition": "Original A or B, no TP1, trail2.5 ATR from entry; distinct research variant"
    },
    {
      "id": "CARTER_RAW",
      "definition": "Previous squeeze ON, current OFF, close>EMA20; SL1.4 ATR; trail2.2 ATR from entry. Explicit audit interpretation, not full Carter UI engine"
    },
    {
      "id": "LATINO",
      "definition": "Original B plus original regime; SL1.5 ATR; trail2.5 ATR from entry, no TP1"
    },
    {
      "id": "DONCHIAN21",
      "definition": "Original regime and close>prior highest high21; SL1.5 ATR, trail2.5 ATR from entry, no TP1"
    },
    {
      "id": "EMA50_200",
      "definition": "EMA50 crosses above EMA200; exit on reverse cross at next open; SL3 ATR, no TP, no time or trail"
    }
  ],
  "limitations": [
    "Prior aggregate OOS results have already been seen",
    "No historical top-50 membership or survivor-free portfolio backtest",
    "No rule changes or repeated tuning after viewing the result",
    "Real future performance cannot be established by reusing past data"
  ]
}