Task #925 v1.5.2 Clean Headline Bridge
Scope: SWS L2 cap30 + ATR 3.0x + Trend <=5, current fill and fractional-share assumptions unchanged, smart replacement disabled in the clean row.
Boundary: this uses the existing v13 early-watchlist candidate parquet and is not a full raw financial-announcement PIT candidate-chain rebuild.
Summary
| start | end | days | return | annualized | vol | sharpe | mdd | final_nav | avg_exposure | avg_holdings | avg_max_sws_l2_weight | p95_max_sws_l2_weight | trades | buys | sells | completed_sells | win_rate | avg_trade_return | median_trade_return | avg_win | avg_loss | atr_sells | trend_sells | trim_sells | fundamental_sells | smart_replaces | scenario | smart_capacity | atr | trend_exit_threshold | friction | fill_assumption | share_assumption | candidate_chain_boundary |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2015-02-17 | 2026-05-15 | 2728 | 5.122715 | 0.182209 | 0.197218 | 0.923895 | -0.268644 | 6.122715 | 0.405534 | 5.445381 | 0.111206 | 0.290612 | 641 | 311 | 330 | 0 | nan | nan | nan | nan | nan | 147 | 77 | 31 | 50 | 25 | v152_sws_l2_cap30_atr30_trend5_legacy_replacement_on | True | 3.000000 | 5 | normal | same_close_plus_slippage_current_model_assumption | fractional_shares_current_model_assumption | uses existing v13 early-watchlist candidate parquet; not full raw financial-announcement PIT rebuild |
| 2015-02-17 | 2026-05-15 | 2728 | 4.565872 | 0.171842 | 0.190375 | 0.902649 | -0.229720 | 5.565872 | 0.397348 | 5.429619 | 0.109047 | 0.294384 | 586 | 285 | 301 | 0 | nan | nan | nan | nan | nan | 149 | 78 | 28 | 46 | 0 | v152_sws_l2_cap30_atr30_trend5_replacement_off | False | 3.000000 | 5 | normal | same_close_plus_slippage_current_model_assumption | fractional_shares_current_model_assumption | uses existing v13 early-watchlist candidate parquet; not full raw financial-announcement PIT rebuild |
Bridge
| step | annualized | sharpe | mdd | final_nav | trades | smart_replaces |
|---|---|---|---|---|---|---|
| legacy_v152_replacement_on | 0.182209 | 0.923895 | -0.268644 | 6.122715 | 641 | 25 |
| replacement_off_current_assumptions | 0.171842 | 0.902649 | -0.229720 | 5.565872 | 586 | 0 |
| delta_off_minus_legacy | -0.010367 | -0.021246 | 0.038924 | -0.556843 | -55 | -25 |