zhaoli
c367e25889
The signal-quality gate (hit-rate based on topk predictions) is the OPPOSITE of the regime gate: it improves returns across every year, including bad ones. Best config (hitrate_5d_0.50): - 2026: +65.0% (base +25.5%) - 2025: +72.1% (base +17.8%) - 2024: +30.4% (base +8.2%) - 2023: +54.7% (base -4.8%) - 2021: +55.7% (base +18.4%) The regime gate asked 'is the market calm?' (wrong question). The signal-quality gate asks 'are my predictions accurate?' (right question). Files: - book/scripts/signal_quality_gate_bt.py (new) - book/data/signal_quality_gate/ (new) - book/EVIDENCE.md (EVIDENCE#052) - book/CLAIMS.md (updated) - book/chapters/11-walk-forward-and-guards.md (Guard 7 section)