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book: insert ch01 metrics vocabulary + ch02 research loop; renumber 03/06 — evidence exp 21-31, martingale study

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2026-08-18 23:04:10 +00:00
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Throughout this book, backtest metrics carry a warning label, not a hiding place: universe, date window, and whether the hypothesis was pre-registered before the run. This matters because TradeAC ran 31+ experiments; with that many draws, some positive results will be luck. The book is explicit about which runs were pre-registered (e.g. isolation runs exp 28–31) and which were exploratory. `REFERENCED` — multiple-testing/cherry-picking risk is standard research practice; see `references/` as it accrues.
The most important proof of this discipline is the clean-lake reset, which this book treats as a turning point rather than a footnote: the pre-reset reference signal did **not** reproduce on a rebuilt lake (`EVIDENCE#010 → exp 21`). Had the book quoted the pre-reset backtest as fact, it would have shipped a lie. The trail and the traceability loop are what allowed the desk to catch it. Chapter 05 tells that story in full.
The most important proof of this discipline is the clean-lake reset, which this book treats as a turning point rather than a footnote: the pre-reset reference signal did **not** reproduce on a rebuilt lake (`EVIDENCE#010 → exp 21`). Had the book quoted the pre-reset backtest as fact, it would have shipped a lie. The trail and the traceability loop are what allowed the desk to catch it. Chapter 06 tells that story in full.
## How to read this book
- Every claim is tagged `PROVEN` (traced experiment/round), `HYPOTHESIS` (unreproduced), or `REFERENCED` (external source). `EVIDENCE.md` maps each tag to the run, branch, and round behind it.
- Chapters 02–09 follow the research arc: what was tested, what was proved, what was refuted, and what moved performance. Refuted runs are cited as evidence too — knowing what *doesn't* work is how the desk avoided paying for it twice.
- Chapter 10 is the reality check: live execution against the research claims.
- Chapter 11 is the synthesis: the scoreboard of what actually improved performance and why.
- Chapters 03–10 follow the research arc: what was tested, what was proved, what was refuted, and what moved performance. Refuted runs are cited as evidence too — knowing what *doesn't* work is how the desk avoided paying for it twice.
- Chapter 11 is the reality check: live execution against the research claims.
- Chapter 12 is the synthesis: the scoreboard of what actually improved performance and why.
## Open questions