{"kind":"published_strategy_evaluation","payload":{"experiment_identity":"e8b616f494a35fe43ef16f46ef1fac1590189c1d9358a0304fa06202ec297315","dataset_identity":"7ea7f981bedd01448579d14d76ebcdbc649da8657ab0c06c215ec790cc118173","signal_manifest_identity":"1ea305ddffd464380c64c007f05da0b2397947f57d061ac5536f37c0163715f0","evaluator":"le_ruthbah_btc_daily_open_execution_hac20_excess_v1","data_complete":true,"economic_evaluation_performed":true,"missing_daily_bars":0,"benchmark":{"cumulative_net_return":"2.391298383243692","annualized_net_return":"0.40604651187016283","annualized_volatility":"0.46323094861980435","annualized_sharpe":"0.7356630096616045","maximum_drawdown":"0.5297176591351066"},"variants":[{"lookback_days":20,"long_days":699,"flat_days":609,"turnover_legs":160,"cumulative_net_return":"0.780464231934306","annualized_net_return":"0.17465897801696895","annualized_volatility":"0.3257455725017041","annualized_sharpe":"0.4941828457086847","maximum_drawdown":"0.33128451138971415","mean_daily_excess_log_return_bps":"-4.926136981757491","hac_standard_error_bps":"4.24317337972408","one_sided_lower_bound_bps":"-11.90553610518058","mean_excess_positive":false,"lower_bound_positive":false,"drawdown_improved":true,"survived":false},{"lookback_days":65,"long_days":754,"flat_days":554,"turnover_legs":72,"cumulative_net_return":"1.706228332420833","annualized_net_return":"0.3202377771363476","annualized_volatility":"0.3348119441500693","annualized_sharpe":"0.8297549099554987","maximum_drawdown":"0.35446625272991317","mean_daily_excess_log_return_bps":"-1.7252060071172208","hac_standard_error_bps":"3.959753461175525","one_sided_lower_bound_bps":"-8.23842084956543","mean_excess_positive":false,"lower_bound_positive":false,"drawdown_improved":true,"survived":false},{"lookback_days":150,"long_days":823,"flat_days":485,"turnover_legs":38,"cumulative_net_return":"1.9043167661194453","annualized_net_return":"0.34652165929268164","annualized_volatility":"0.3590524241414655","annualized_sharpe":"0.8286386576431942","maximum_drawdown":"0.2558795693702105","mean_daily_excess_log_return_bps":"-1.1851275360527707","hac_standard_error_bps":"3.7460780464293113","one_sided_lower_bound_bps":"-7.3468775975653084","mean_excess_positive":false,"lower_bound_positive":false,"drawdown_improved":true,"survived":false},{"lookback_days":200,"long_days":848,"flat_days":460,"turnover_legs":34,"cumulative_net_return":"1.8545446517331876","annualized_net_return":"0.34004215598362464","annualized_volatility":"0.37306391898627617","annualized_sharpe":"0.784586925352098","maximum_drawdown":"0.31667598622892357","mean_daily_excess_log_return_bps":"-1.317282210213652","hac_standard_error_bps":"3.7494317161657755","one_sided_lower_bound_bps":"-7.4845485675558105","mean_excess_positive":false,"lower_bound_positive":false,"drawdown_improved":true,"survived":false}],"surviving_variant_count":0,"required_surviving_variant_count":3,"no_lookback_winner_selected":true,"survived":false,"decision_rule":"The frozen four-horizon family SURVIVES only if at least three of the four published lookbacks independently satisfy the variant survival rule. No winning lookback is selected or promoted."}}