Experiment 2 detail

Regime Detection, Dry Validation

Dry-trading validation of the chosen detector while holding the trading logic fixed.

Chosen candidate

phase_aware_v2_struct

Promoted from Step 2 into bounded dry validation

Candidate return

33.33%

Equity 1.3333x

Vs live path

-53.26%

Return delta versus simple_live_v2

Branch decision

Not ready

Research branch only, no operating handoff

Validation scope

What Step 3 tested

Core evidence

Detector	Total return	Latest equity	Max drawdown	Win rate	Profit factor	Trades	Agreement	Macro recall	Transitions
manual_benchmark_v1	107.31%	2.0731x	-13.67%	58.26%	1.78	115	100.00%	100.00%	6
simple_live_v2	86.59%	1.8659x	-12.22%	58.93%	2.41	56	47.39%	40.05%	1162
phase_aware_v2_struct	33.33%	1.3333x	-24.42%	52.94%	1.26	119	51.21%	46.09%	47
phase_aware_v2_active	11.96%	1.1196x	-35.23%	48.98%	1.12	147	52.30%	50.27%	93

Verdict

Trading result: phase_aware_v2_struct finished at 33.33%, versus 86.59% for the current live detector path and 107.31% for the manual benchmark.
Structural result: much calmer than the live detector, but still not strong enough to justify promotion.
Decision: pause this branch as research-only and do not make it the main comparison path.
Generated: 2026-06-05T18:10:37Z