chore(audit): bump @types/node from 20.19.42 to 25.9.3 in /tools/loop-audit - #3
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Loop Readiness AuditScore: 100/100 (L3) Strong loop readiness — good candidate for L3 with explicit gates. No suggestions — looking good. Posted by |
Bumps [@types/node](https://github.com/DefinitelyTyped/DefinitelyTyped/tree/HEAD/types/node) from 20.19.42 to 25.9.3. - [Release notes](https://github.com/DefinitelyTyped/DefinitelyTyped/releases) - [Commits](https://github.com/DefinitelyTyped/DefinitelyTyped/commits/HEAD/types/node) --- updated-dependencies: - dependency-name: "@types/node" dependency-version: 25.9.2 dependency-type: direct:development update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <support@github.com>
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Loop Readiness AuditScore: 100/100 (L3) Strong loop readiness — good candidate for L3 with explicit gates. No suggestions — looking good. Posted by |
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Superseded by #41. |
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Jun 28, 2026
Adds --walkforward mode: the gold-standard time-series test. Re-optimizes the grid on a rolling (or anchored) in-sample window and scores each next out-of-sample fold across the whole history. Two gates, both required: - Consistency (K-of-N): at least K folds clear a per-fold Sharpe/drawdown gate, so a strategy that only worked in one regime fails. - Aggregate honesty: pool all folds' OOS returns and require the combined curve to beat the deflated benchmark for ALL trials (N folds x grid), clear PSR >= 0.95, and stay under the drawdown cap. Every fold's search ticks the enforced trial counter and accumulates in the ledger, so re-optimizing N times raises the deflated bar N-fold. On real BTC daily the Turtle breakout shows pooled OOS Sharpe 1.91 (beats the deflated bar, PSR 1.0) yet is REJECTED: only 2/5 folds pass because 3 folds had 36-65% drawdowns. An aggregate-only test green-lights it; the K-of-N gate vetoes it. That disagreement is exactly the added value over a single lockbox. Tests 18/18, repo validate gates pass. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01UcE4n3gQdVXJtD2z3mBrZX
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Bumps @types/node from 20.19.42 to 25.9.3.
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