book: resolve 4 open questions with Q12/Q13/Q14/Q21 evidence; update README + chapters 07/09/12

2026-08-20 05:50:03 +00:00
parent 731a377f44
commit c0d21115eb
4 changed files with 24 additions and 10 deletions
@@ -43,7 +43,7 @@ Only 2 of 11 Q-runs passed. That is not a failure of the campaign — it is the
 1. Fix the reference and the acceptance bar *before* the series; change one variable per run.
 2. Record signal metrics and net-of-cost metrics side by side — a signal gain that does not clear costs is not a strategy gain (Q02, Q04, Q05).
 3. A single-feature "obvious" edge must be tested standalone before being trusted in a bundle (Q11 refuted it).
-4. `TODO(evidence-needed: reproduce Q07 weekly rebalance on a second window, and Q01's sp_sharpe_22 in a live round)`
+4. ~~`TODO(evidence-needed: reproduce Q07 weekly rebalance on a second window, and Q01's sp_sharpe_22 in a live round)`~~ — Weekly rebalance second window: **answered (negatively)** by Q13 (exp 45, net −4.21% IR −0.52, edge is window-dependent). sp_sharpe_22 in a live round: still open.

 ## Evidence cited in this chapter