{ "contract_version": "telegram_autonomous_discovery_v1", "branch": "telegram_signal_execution_research", "workspace": "C:\\python_scripts\\top_1", "ready_for_live": false, "safety_invariants": { "paper_only": true, "signed_transactions": false, "broadcast_enabled": false, "private_key_loaded": false, "human_approval_required_for_live": true, "no_dca_first": true }, "forbidden_paths": [ "live", "daemon", "broker", "order_execution", "signed_transactions", "api_keys", "private_keys" ], "baseline_metrics": { "selected_edge_min5_tp3_720h_channel_close": { "scope": "selected_subset_not_full_universe", "signals_csv": "obw_platform/meta_strategies/telegram_dca_mvp/reports/telegram_signals_raw_edge_min5.csv", "signals_total": 83, "opened_signals": 68, "pnl_pct": 9.227603868801504, "mdd_pct": -1.1122047025057924, "pnl_to_mdd": 8.296677624192517, "runner": "run_telegram_simple_baseline_npz.py", "npz": "DB/telegram_signals_1m_event_windows_720h_bingx.npz", "params": { "entry_mode": "close_in_zone", "signal_ttl_hours": 72, "signal_hard_ttl_sec": 3600, "allow_late_if_not_left_zone": true, "reject_if_sl_before_entry": true, "exit_at_tp": 3, "tp_margin_weights": "edge_in_zone", "move_meta_stop_after_tp": true, "stop_first": true }, "verdict": "reproduced_from_2026_05_16_handoff_but_requires_causal_selector_validation" }, "full_universe_tp3_720h_channel_close_same_params": { "scope": "full_universe", "signals_total": 312, "opened_signals": 251, "pnl_pct": -16.125677517029213, "mdd_pct": -20.1266996090686, "pnl_to_mdd": -0.8012082373288553, "verdict": "same_execution_loses_on_full_universe_selector_is_the_main_problem" }, "fixed_thirds_tp3_channel_close": { "pnl_pct": -26.70, "mdd_pct": -27.64 }, "tp2_50_50_channel_close": { "pnl_pct": -26.22, "mdd_pct": -27.21 }, "tp2_50_50_no_channel_close": { "pnl_pct": -21.00, "mdd_pct": -25.66 }, "edge_min5_tp3_edge_in_zone_move_stop_720h": { "scope": "filtered_edge_min5_not_full_universe", "signals_total": 83, "opened_signals": 68, "trades": 68, "pnl_pct": 9.227603868801504, "mdd_pct": -1.1122047025057924, "pnl_to_mdd": 8.296677624192517, "report_dir": "obw_platform/meta_strategies/telegram_dca_mvp/reports/edge68_reproduce_720h_tp3" }, "all_signals_tp3_edge_in_zone_move_stop_720h": { "scope": "full_static_telegram_universe", "signals_total": 312, "opened_signals": 251, "trades": 251, "pnl_pct": -16.125677517029213, "mdd_pct": -20.1266996090686, "pnl_to_mdd": -0.8012082373288553, "report_dir": "obw_platform/meta_strategies/telegram_dca_mvp/reports/all_signals_720h_tp3_edge_in_zone_events" } }, "external_handoffs": [ { "id": "telegram_dca_handoff_2026-05-16", "path": "obw_platform/meta_strategies/telegram_dca_mvp/external_handoffs/telegram_dca_handoff_2026-05-16/handoff_package", "validated_locally": true, "validated_claim": "TP3 + edge_in_zone + move_meta_stop_after_tp reproduces +9.2276% PnL on the 68 opened edge_min5 trades.", "caution": "The positive result is a filtered 68-trade subset. The same execution rule on the full 312-signal universe is -16.1257% PnL, so the next loop must discover a non-leaky selector before DCA tuning." } ], "edge_summary": { "signals_total": 312, "signals_with_market": 305, "tp1_hit_1h": 0.20655737704918034, "tp1_hit_24h": 0.6622950819672131, "tp1_hit_72h": 0.780327868852459, "tp1_hit_full": 0.9344262295081968, "median_mfe_vs_tp1_24h_pct": 116.4461247637052, "median_mfe_vs_tp1_72h_pct": 147.16981132075483 }, "confirmed_subset_results": { "edge_min5_tp3_edge_in_zone_move_stop": { "status": "locally_reproduced", "signals_rows": 83, "opened_trades": 68, "rejected": 15, "npz_old_event_windows": "DB\\telegram_signals_1m_event_windows_bingx.npz", "npz_720h_event_windows": "DB\\telegram_signals_1m_event_windows_720h_bingx.npz", "pnl_pct": 9.227603868801504, "mdd_pct": -1.1122047025057924, "pnl_to_mdd": 8.296677624192517, "warning": "This is a filtered edge_min5 subset, not a full-universe strategy. Any selector must be proven non-leaky and walk-forward." }, "all_signals_720h_same_tp3_profile": { "status": "locally_reproduced_control", "signals_total": 312, "opened_trades": 251, "missing_market_data": 7, "rejected": 54, "pnl_pct": -16.125677517029213, "mdd_pct": -20.1266996090686, "pnl_to_mdd": -0.8012082373288553 } }, "required_artifacts_per_run": [ "artifact_manifest.json", "summary.json", "equity_curve.csv", "trades.csv", "per_signal_lifecycle.csv", "mfe_mae_by_signal.csv", "rejected_signals.csv", "ambiguous_same_bar.csv", "cohort_breakdown.csv" ], "promotion_gate_no_dca": { "pnl_improvement_vs_tp2_50_50_baseline_pct_points_min": 10.0, "mdd_abs_ratio_vs_tp2_50_50_baseline_max": 0.75, "opened_signals_min_full_branch": 150, "opened_signals_min_filter_branch": 50, "ambiguous_same_bar_rate_max": 0.02, "liquidation_count_required": 0, "dca_used_required": false, "artifact_manifest_valid_required": true, "continuous_ohlcv_required_before_forward_paper": true }, "stale_loop_rules": { "same_failed_test_repeated_count_replace_at": 3, "cycles_without_new_artifact_or_metric_replace_at": 3, "cycles_without_clear_branch_state_replace_at": 2, "event_window_npz_cannot_prove_long_hold": true, "dca_cannot_promote_before_no_dca_exhaustion": true }, "branch_states": [ "ACTIVE", "BLOCKED_BY_DATA", "EXHAUSTED_FOR_NOW", "FAILED_SAFETY" ], "next_no_dca_hypothesis_queue": [ { "id": "H0_causal_selector_for_edge_min5", "goal": "reproduce edge_min5 quality using only information available at or before entry time", "reference_subset": "telegram_signals_raw_edge_min5.csv", "reference_result": "selected_edge_min5_tp3_720h_channel_close", "tests": [ "compare raw signal text features", "compare entry geometry and RR before entry", "compare symbol/side/regime cohorts", "walk-forward split selector before any promotion" ], "promotion_warning": "edge_min5 itself may be in-sample or derived from future MFE; do not promote unless selector is causal" }, { "id": "H1_small_tp1_fraction", "target_fraction_of_tp1": [0.25, 0.35, 0.50], "max_hold_hours": [24, 48], "stop": ["zone_stop", "original_sl"], "expected_effect": "reduce large losses while preserving signal impulse" }, { "id": "H0_edge_min5_selector_validation", "rule": "explain and rederive raw_edge_min5 using only information available at or before signal entry", "target": "preserve most of the 68-trade +9.23pct edge while rejecting the toxic full-universe tail", "required_checks": ["walk_forward_or_time_split", "no_mfe_future_leakage", "symbol_side_cohort_breakdown"] }, { "id": "H2_progress_timeout", "rule": "exit_if_price_fails_to_reach_50pct_of_tp1_by_6h", "max_hold_hours": 48, "expected_effect": "cut dead signals before SL tail dominates" }, { "id": "H3_rr_filter", "rule": "tp1_to_sl_rr_ge_1_0", "expected_effect": "improve tail quality", "warning": "small sample risk" }, { "id": "H4_side_split", "rule": "test_long_only_and_short_only", "expected_effect": "identify whether one side destroys expectancy" }, { "id": "H5_close_event_ablation", "variants": ["with_close_events", "no_close_events", "symbol_only_close_events"], "expected_effect": "measure damage or value of Telegram manual close events" }, { "id": "H6_edge_min5_selector_audit", "rule": "reconstruct edge_min5 selection and split features into signal_time_known vs future_outcome_leaky", "expected_effect": "turn the reproduced +9.23pct subset into a defensible selector or reject it as in-sample leakage", "required_validation": "walk_forward_or_time_split" } ] }