{
  "report": {
    "title": "Config Watch #1",
    "series_label": "WEEKLY · CONFIG WATCH",
    "issue_number": 1,
    "new_series": true,
    "issue_date": "2026-08-13",
    "language": "English",
    "windows": {
      "7d": {
        "start": "2026-08-05",
        "end": "2026-08-12",
        "label": "Aug 5-12, 2026"
      },
      "30d": {
        "start": "2026-07-13",
        "end": "2026-08-12",
        "label": "Jul 13-Aug 12, 2026"
      }
    },
    "window_note": "Both windows are frozen date ranges, not the Mon-Mon reporting window: issue #1 ran ad-hoc. From issue #2 onward, windows align to Mondays.",
    "methodology_version": "v1.1 + Config Watch amendments",
    "methodology_approval": "owner-approved 12.08",
    "methodology_hash": "e66c7e8c864a2233",
    "generated_at": "2026-08-13T04:32:27Z"
  },
  "counters": {
    "7d": {
      "s1a_sims": 600,
      "s1b_sims": 2160,
      "waves_sims": 4547,
      "total": 7307
    },
    "30d": {
      "s1a_sims": 600,
      "s1b_sims": 2172,
      "waves_sims": 2120,
      "total": 4892
    },
    "grand_total": 12199
  },
  "key_finding": {
    "label": "OBSERVATION",
    "text": "Search found configurations that materially outperformed the default setup in-sample; whether that edge survives starts next week."
  },
  "tldr": [
    "OBSERVATION -- Search found configurations that materially outperformed the default setup in-sample on both windows; whether that edge survives out-of-sample starts next week.",
    "Defaults lost on both windows: 7d grid median -$99.4 (24.7% positive); 30d grid median -$221.0 (2.4% positive). All 7 solo-model defaults and the council-of-7 default were negative on both windows.",
    "Top result per window beat the best hand-tuned pre-search config: +$439.2 (7d) and +$868.4 (30d) -- search validation passed against independent, pre-search baselines.",
    "Cross-window robustness check: most tuned configs are fragile across windows; one family (fable-5+deepseek-v4-pro+opus-5 core, 4h/1h, ladder+BE, conf>=60, farthest source) showed a cross-window robustness hint -- this is not independent validation. Real out-of-sample testing starts next week."
  ],
  "branches": {
    "7d": {
      "window": [
        "2026-08-05",
        "2026-08-12"
      ],
      "window_label": "Aug 5-12, 2026",
      "counters": {
        "s1a_sims": 600,
        "s1b_sims": 2160,
        "waves_sims": 4547,
        "total": 7307
      },
      "stage1b_grid_histogram": {
        "n": 2160,
        "median_usd": -99.4,
        "positive_share": 0.2468,
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      },
      "stage1a_median_usd": -657.3,
      "top3": [
        {
          "rank": 1,
          "vals": {
            "fh": "4h",
            "tf": "1h",
            "from": "2026-07-13",
            "to": "2026-08-12",
            "variant": "v0",
            "tokens": "ETH,SOL",
            "members": "claude-fable-5,deepseek-v4-pro,claude-opus-5,qwen-3.8-max",
            "trade_mode": "position",
            "same_side": "update",
            "opposite": "reverse",
            "no_signal": "hold",
            "time_stop": "none",
            "conf_mode": "each",
            "max_sideways": "1",
            "max_diff_side": "1",
            "tp_sl_source": "farthest",
            "min_conf": "60",
            "lev": "10",
            "stake": "450",
            "deposit": "1000",
            "refill": "0",
            "steps": "50:80,100:20",
            "be": "1",
            "tp_shift": "10",
            "sl_shift": "35"
          },
          "score": {
            "net_usd": 868.4237,
            "trades": 42,
            "wr": 0.8,
            "max_dd_pct": 9.4,
            "profit_factor": 2.7802
          },
          "diversity_note": null,
          "cross_window": {
            "window": [
              "2026-08-05",
              "2026-08-12"
            ],
            "net_usd": -21.7904,
            "trades": 13,
            "wr": 0.666667,
            "max_dd_pct": 10.3,
            "profit_factor": 0.9211,
            "gross_usd": 32.2096,
            "fees_usd": 54.0
          },
          "cross_window_other_branch": "7d",
          "members_short": "fable-5+deepseek-v4-pro+opus-5+qwen-3.8-max",
          "tokens_short": "ETH+SOL",
          "fh_tf": "4h/1h",
          "big_line": "fable-5+deepseek-v4-pro+opus-5+qwen-3.8-max · ETH+SOL · 4h/1h · Net +$868.4 · maxDD 9.4% · 42 trades · WR 80%",
          "percentile_vs_s1b_grid_pct": 99.9,
          "percentile_line": "Best of 4,892 simulations in the 30d branch (3-stage search) · grid median -$221.0 · better than 99.9% of the 2,172-config systematic grid (stage-1b; the waves stage that found this result searches beyond that grid).",
          "secondary_table": [
            {
              "field": "Ladder",
              "value": "50:80, 100:20"
            },
            {
              "field": "BE",
              "value": "on"
            },
            {
              "field": "Shifts",
              "value": "TP +10 / SL +35"
            },
            {
              "field": "Conf",
              "value": ">=60 (each)"
            },
            {
              "field": "Source",
              "value": "farthest"
            },
            {
              "field": "Entry",
              "value": "1/1"
            },
            {
              "field": "Positional",
              "value": "update"
            },
            {
              "field": "Stake",
              "value": "$450"
            }
          ],
          "extra_notes": []
        },
        {
          "rank": 2,
          "vals": {
            "fh": "1d",
            "tf": "1d",
            "from": "2026-07-13",
            "to": "2026-08-12",
            "variant": "v0",
            "tokens": "SOL,XRP,ETH",
            "members": "gemini-3.1-pro,gpt-5.6-sol,deepseek-v4-pro",
            "trade_mode": "position",
            "same_side": "update",
            "opposite": "reverse",
            "no_signal": "hold",
            "time_stop": "3x",
            "conf_mode": "each",
            "max_sideways": "2",
            "max_diff_side": "0",
            "tp_sl_source": "nearest",
            "min_conf": "60",
            "lev": "10",
            "stake": "300",
            "deposit": "1000",
            "refill": "0",
            "steps": "40:80,100:20",
            "be": "1",
            "tp_shift": "30",
            "sl_shift": "20"
          },
          "score": {
            "net_usd": 590.5512,
            "trades": 24,
            "wr": 0.833333,
            "max_dd_pct": 11.0,
            "profit_factor": 2.9607
          },
          "diversity_note": null,
          "cross_window": {
            "window": [
              "2026-08-05",
              "2026-08-12"
            ],
            "net_usd": 223.1156,
            "trades": 5,
            "wr": 1.0,
            "max_dd_pct": 0.0,
            "profit_factor": null,
            "gross_usd": 238.1156,
            "fees_usd": 15.0
          },
          "cross_window_other_branch": "7d",
          "members_short": "gemini-3.1-pro+gpt-5.6-sol+deepseek-v4-pro",
          "tokens_short": "SOL+XRP+ETH",
          "fh_tf": "1d/1d",
          "big_line": "gemini-3.1-pro+gpt-5.6-sol+deepseek-v4-pro · SOL+XRP+ETH · 1d/1d · Net +$590.6 · maxDD 11.0% · 24 trades · WR 83%",
          "percentile_vs_s1b_grid_pct": 99.6,
          "percentile_line": "Best of 4,892 simulations in the 30d branch (3-stage search) · grid median -$221.0 · better than 99.6% of the 2,172-config systematic grid (stage-1b; the waves stage that found this result searches beyond that grid).",
          "secondary_table": [
            {
              "field": "Ladder",
              "value": "40:80, 100:20"
            },
            {
              "field": "BE",
              "value": "on"
            },
            {
              "field": "Shifts",
              "value": "TP +30 / SL +20"
            },
            {
              "field": "Conf",
              "value": ">=60 (each)"
            },
            {
              "field": "Source",
              "value": "nearest"
            },
            {
              "field": "Entry",
              "value": "2/0"
            },
            {
              "field": "Positional",
              "value": "update"
            },
            {
              "field": "Stake",
              "value": "$300"
            }
          ],
          "extra_notes": [
            "time_stop = 3x"
          ]
        },
        {
          "rank": 3,
          "vals": {
            "fh": "4h",
            "tf": "1h",
            "from": "2026-07-13",
            "to": "2026-08-12",
            "variant": "v0",
            "tokens": "BTC,ETH,SOL",
            "members": "claude-fable-5,deepseek-v4-pro,claude-opus-5,qwen-3.8-max",
            "trade_mode": "position",
            "same_side": "update",
            "opposite": "reverse",
            "no_signal": "hold",
            "time_stop": "none",
            "conf_mode": "each",
            "max_sideways": "1",
            "max_diff_side": "1",
            "tp_sl_source": "farthest",
            "min_conf": "60",
            "lev": "10",
            "stake": "300",
            "deposit": "1000",
            "refill": "0",
            "steps": "50:80,100:20",
            "be": "1",
            "tp_shift": "10",
            "sl_shift": "35"
          },
          "score": {
            "net_usd": 580.5166,
            "trades": 57,
            "wr": 0.777778,
            "max_dd_pct": 12.8,
            "profit_factor": 2.1343
          },
          "diversity_note": null,
          "cross_window": {
            "window": [
              "2026-08-05",
              "2026-08-12"
            ],
            "net_usd": -11.5411,
            "trades": 15,
            "wr": 0.692308,
            "max_dd_pct": 6.9,
            "profit_factor": 0.9373,
            "gross_usd": 27.4589,
            "fees_usd": 39.0
          },
          "cross_window_other_branch": "7d",
          "members_short": "fable-5+deepseek-v4-pro+opus-5+qwen-3.8-max",
          "tokens_short": "BTC+ETH+SOL",
          "fh_tf": "4h/1h",
          "big_line": "fable-5+deepseek-v4-pro+opus-5+qwen-3.8-max · BTC+ETH+SOL · 4h/1h · Net +$580.5 · maxDD 12.8% · 57 trades · WR 78%",
          "percentile_vs_s1b_grid_pct": 99.6,
          "percentile_line": "Best of 4,892 simulations in the 30d branch (3-stage search) · grid median -$221.0 · better than 99.6% of the 2,172-config systematic grid (stage-1b; the waves stage that found this result searches beyond that grid).",
          "secondary_table": [
            {
              "field": "Ladder",
              "value": "50:80, 100:20"
            },
            {
              "field": "BE",
              "value": "on"
            },
            {
              "field": "Shifts",
              "value": "TP +10 / SL +35"
            },
            {
              "field": "Conf",
              "value": ">=60 (each)"
            },
            {
              "field": "Source",
              "value": "farthest"
            },
            {
              "field": "Entry",
              "value": "1/1"
            },
            {
              "field": "Positional",
              "value": "update"
            },
            {
              "field": "Stake",
              "value": "$300"
            }
          ],
          "extra_notes": []
        }
      ],
      "solo_coin_side_note": {
        "vals": {
          "fh": "4h",
          "tf": "1h",
          "from": "2026-07-13",
          "to": "2026-08-12",
          "variant": "v0",
          "tokens": "SOL",
          "members": "claude-opus-5,claude-fable-5,gemini-3.1-pro,qwen-3.8-max,grok-4.5",
          "trade_mode": "position",
          "same_side": "update",
          "opposite": "reverse",
          "no_signal": "hold",
          "time_stop": "none",
          "conf_mode": "each",
          "max_sideways": "0",
          "max_diff_side": "0",
          "tp_sl_source": "median",
          "min_conf": "0",
          "lev": "10",
          "stake": "850",
          "deposit": "1000",
          "refill": "0",
          "steps": "50:40,100:60",
          "be": "1",
          "tp_shift": "0",
          "sl_shift": "50"
        },
        "score": {
          "net_usd": 1225.2697,
          "trades": 22,
          "wr": 0.904762,
          "max_dd_pct": 27.9,
          "profit_factor": 5.1186
        },
        "members_short": "opus-5+fable-5+gemini-3.1-pro+qwen-3.8-max+grok-4.5",
        "tokens_short": "SOL",
        "excluded_reason": "fails publication rule: >=2 coins with pairwise different universes"
      }
    }
  },
  "cross_window_robustness_check": {
    "naming_note": "Both histories are in-sample and overlapping; this is NOT out-of-sample (OOS). OOS begins issue #2.",
    "rows": [
      {
        "config": "7d#1",
        "family": "fable-5+deepseek-v4-pro+opus-5+gpt-5.6-sol",
        "home_window": "7d",
        "home_net": 439.1661,
        "home_net_str": "+$439.2",
        "other_window": "30d",
        "other_net": 178.8059,
        "other_net_str": "+$178.8",
        "other_trades": 108,
        "other_wr": 0.700935,
        "verdict": "Held up"
      },
      {
        "config": "7d#2",
        "family": "fable-5+qwen-3.8-max+gemini-3.1-pro+opus-5",
        "home_window": "7d",
        "home_net": 429.5417,
        "home_net_str": "+$429.5",
        "other_window": "30d",
        "other_net": -551.3078,
        "other_net_str": "-$551.3",
        "other_trades": 16,
        "other_wr": 0.1875,
        "verdict": "Collapsed"
      },
      {
        "config": "7d#3",
        "family": "gpt-5.6-sol+opus-5",
        "home_window": "7d",
        "home_net": 398.5703,
        "home_net_str": "+$398.6",
        "other_window": "30d",
        "other_net": -76.3425,
        "other_net_str": "-$76.3",
        "other_trades": 79,
        "other_wr": 0.513158,
        "verdict": "Collapsed"
      },
      {
        "config": "30d#1",
        "family": "fable-5+deepseek-v4-pro+opus-5+qwen-3.8-max",
        "home_window": "30d",
        "home_net": 868.4237,
        "home_net_str": "+$868.4",
        "other_window": "7d",
        "other_net": -21.7904,
        "other_net_str": "-$21.8",
        "other_trades": 13,
        "other_wr": 0.666667,
        "verdict": "Collapsed"
      },
      {
        "config": "30d#2",
        "family": "gemini-3.1-pro+gpt-5.6-sol+deepseek-v4-pro",
        "home_window": "30d",
        "home_net": 590.5512,
        "home_net_str": "+$590.6",
        "other_window": "7d",
        "other_net": 223.1156,
        "other_net_str": "+$223.1",
        "other_trades": 5,
        "other_wr": 1.0,
        "verdict": "Insufficient (n=5)"
      },
      {
        "config": "30d#3",
        "family": "fable-5+deepseek-v4-pro+opus-5+qwen-3.8-max",
        "home_window": "30d",
        "home_net": 580.5166,
        "home_net_str": "+$580.5",
        "other_window": "7d",
        "other_net": -11.5411,
        "other_net_str": "-$11.5",
        "other_trades": 15,
        "other_wr": 0.692308,
        "verdict": "Collapsed"
      }
    ],
    "surviving_family": {
      "description": "fable+deepseek+opus core, 4h/1h, ladder+BE, conf>=60, farthest source (7d#1 approx-equals 30d#1/#3 family)",
      "honest_read": "Most tuned configs are fragile across windows. One family did not collapse in either direction: 7d#1 held up when evaluated on the 30d window (+$178.8, 108 trades), and the 30d#1/#3 family (same core members, same architecture) only mildly underperformed when evaluated on the 7d window (-$21.8, 13 trades). Real OOS testing starts next week."
    }
  },
  "baselines": {
    "7d": [
      {
        "label": "Best solo default (gemini-3.1-pro)",
        "net": -14.4463,
        "net_str": "-$14.4",
        "trades": 20,
        "wr_str": "40%",
        "dd_str": "2.2%",
        "pf": 0.925
      },
      {
        "label": "Worst solo default (grok-4.5)",
        "net": -329.1315,
        "net_str": "-$329.1",
        "trades": 32,
        "wr_str": "14%",
        "dd_str": "33.4%",
        "pf": 0.2668
      },
      {
        "label": "Council-of-7 default",
        "net": -164.8969,
        "net_str": "-$164.9",
        "trades": 34,
        "wr_str": "26%",
        "dd_str": "17.3%",
        "pf": 0.5928
      },
      {
        "label": "Hand-tuned config A (pre-search)",
        "net": 137.3215,
        "net_str": "+$137.3",
        "trades": 7,
        "wr_str": "80%",
        "dd_str": "0.0%",
        "pf": 51.0719
      },
      {
        "label": "Hand-tuned config B (pre-search)",
        "net": 295.8838,
        "net_str": "+$295.9",
        "trades": 27,
        "wr_str": "84%",
        "dd_str": "1.6%",
        "pf": 2.8356
      },
      {
        "label": "Hand-tuned config C (pre-search)",
        "net": -21.7904,
        "net_str": "-$21.8",
        "trades": 13,
        "wr_str": "67%",
        "dd_str": "10.3%",
        "pf": 0.9211
      }
    ],
    "30d": [
      {
        "label": "Best solo default (fable-5)",
        "net": -432.4966,
        "net_str": "-$432.5",
        "trades": 99,
        "wr_str": "30%",
        "dd_str": "43.6%",
        "pf": 0.5773
      },
      {
        "label": "Worst solo default (grok-4.5)",
        "net": -770.1029,
        "net_str": "-$770.1",
        "trades": 65,
        "wr_str": "14%",
        "dd_str": "77.0%",
        "pf": 0.2605
      },
      {
        "label": "Council-of-7 default",
        "net": -693.4993,
        "net_str": "-$693.5",
        "trades": 63,
        "wr_str": "16%",
        "dd_str": "69.3%",
        "pf": 0.263
      },
      {
        "label": "Hand-tuned config A (pre-search)",
        "net": 240.0725,
        "net_str": "+$240.1",
        "trades": 16,
        "wr_str": "79%",
        "dd_str": "9.3%",
        "pf": 2.1317
      },
      {
        "label": "Hand-tuned config B (pre-search)",
        "net": 112.4575,
        "net_str": "+$112.5",
        "trades": 92,
        "wr_str": "71%",
        "dd_str": "36.1%",
        "pf": 1.1008
      },
      {
        "label": "Hand-tuned config C (pre-search)",
        "net": 793.7237,
        "net_str": "+$793.7",
        "trades": 42,
        "wr_str": "78%",
        "dd_str": "10.3%",
        "pf": 2.411
      }
    ]
  },
  "baselines_note": "Owner presets are independent baselines saved before the search began.",
  "patterns": {
    "7d": {
      "n_pool": 434,
      "n_top_decile": 43,
      "top_overrepresented_by_axis": [
        {
          "axis": "Archetype",
          "value": "ladder",
          "raw_value": "ladder",
          "top_pct": 0.581,
          "top_pct_str": "58.1%",
          "all_pct": 0.389,
          "all_pct_str": "38.9%",
          "delta_pp": 19.199999999999996
        },
        {
          "axis": "Forecast horizon / timeframe",
          "value": "1d/4h",
          "raw_value": "1d/4h",
          "top_pct": 0.465,
          "top_pct_str": "46.5%",
          "all_pct": 0.078,
          "all_pct_str": "7.8%",
          "delta_pp": 38.7
        },
        {
          "axis": "Entry (max-sideways / max-diff-side)",
          "value": "4/2",
          "raw_value": "4/2",
          "top_pct": 0.442,
          "top_pct_str": "44.2%",
          "all_pct": 0.403,
          "all_pct_str": "40.3%",
          "delta_pp": 3.8999999999999977
        },
        {
          "axis": "Universe size (coins considered)",
          "value": "5",
          "raw_value": "5",
          "top_pct": 0.814,
          "top_pct_str": "81.4%",
          "all_pct": 0.59,
          "all_pct_str": "59.0%",
          "delta_pp": 22.4
        },
        {
          "axis": "Council size (models in ensemble)",
          "value": "2",
          "raw_value": "2",
          "top_pct": 0.465,
          "top_pct_str": "46.5%",
          "all_pct": 0.221,
          "all_pct_str": "22.1%",
          "delta_pp": 24.400000000000002
        },
        {
          "axis": "Model membership",
          "value": "qwen-3.8-max",
          "raw_value": "qwen-3.8-max",
          "top_pct": 0.791,
          "top_pct_str": "79.1%",
          "all_pct": 0.507,
          "all_pct_str": "50.7%",
          "delta_pp": 28.400000000000002
        }
      ]
    },
    "30d": {
      "n_pool": 623,
      "n_top_decile": 62,
      "top_overrepresented_by_axis": [
        {
          "axis": "Archetype",
          "value": "ladder",
          "raw_value": "ladder",
          "top_pct": 0.516,
          "top_pct_str": "51.6%",
          "all_pct": 0.38,
          "all_pct_str": "38.0%",
          "delta_pp": 13.600000000000001
        },
        {
          "axis": "Forecast horizon / timeframe",
          "value": "4h/1h",
          "raw_value": "4h/1h",
          "top_pct": 0.984,
          "top_pct_str": "98.4%",
          "all_pct": 0.599,
          "all_pct_str": "59.9%",
          "delta_pp": 38.5
        },
        {
          "axis": "Entry (max-sideways / max-diff-side)",
          "value": "0/0",
          "raw_value": "0/0",
          "top_pct": 0.387,
          "top_pct_str": "38.7%",
          "all_pct": 0.244,
          "all_pct_str": "24.4%",
          "delta_pp": 14.3
        },
        {
          "axis": "Universe size (coins considered)",
          "value": "1",
          "raw_value": "1",
          "top_pct": 0.935,
          "top_pct_str": "93.5%",
          "all_pct": 0.209,
          "all_pct_str": "20.9%",
          "delta_pp": 72.60000000000001
        },
        {
          "axis": "Council size (models in ensemble)",
          "value": "5",
          "raw_value": "5",
          "top_pct": 0.516,
          "top_pct_str": "51.6%",
          "all_pct": 0.303,
          "all_pct_str": "30.3%",
          "delta_pp": 21.3
        },
        {
          "axis": "Model membership",
          "value": "qwen-3.8-max",
          "raw_value": "qwen-3.8-max",
          "top_pct": 0.629,
          "top_pct_str": "62.9%",
          "all_pct": 0.368,
          "all_pct_str": "36.8%",
          "delta_pp": 26.1
        }
      ]
    },
    "winning_knobs_top20_contrast": [
      {
        "knob": "steps",
        "7d_value": "100:100",
        "7d_share": "20/20",
        "30d_value": "50:40,100:60",
        "30d_share": "18/20"
      },
      {
        "knob": "be",
        "7d_value": "0",
        "7d_share": "19/20",
        "30d_value": "1",
        "30d_share": "20/20"
      },
      {
        "knob": "min_conf",
        "7d_value": "50",
        "7d_share": "18/20",
        "30d_value": "0",
        "30d_share": "8/20"
      },
      {
        "knob": "sl_shift",
        "7d_value": "-10",
        "7d_share": "18/20",
        "30d_value": "50",
        "30d_share": "16/20"
      },
      {
        "knob": "tp_sl_source",
        "7d_value": "nearest",
        "7d_share": "15/20",
        "30d_value": "median",
        "30d_share": "20/20"
      }
    ],
    "winning_knobs_top20_raw": {
      "7d": {
        "tp_sl_source": {
          "nearest": 15,
          "average": 4,
          "median": 1
        },
        "steps": {
          "100:100": 20
        },
        "be": {
          "0": 19,
          "1": 1
        },
        "min_conf": {
          "50": 18,
          "0": 2
        },
        "conf_mode": {
          "each": 18,
          "avg": 2
        },
        "tp_shift": {
          "0": 20
        },
        "sl_shift": {
          "-10": 18,
          "0": 1,
          "30": 1
        },
        "same_side": {
          "update": 20
        },
        "opposite": {
          "reverse": 19,
          "close": 1
        },
        "max_sideways": {
          "4": 12,
          "2": 5,
          "1": 3
        },
        "max_diff_side": {
          "2": 12,
          "0": 3,
          "1": 5
        }
      },
      "30d": {
        "tp_sl_source": {
          "median": 20
        },
        "steps": {
          "50:40,100:60": 18,
          "50:50,100:50": 2
        },
        "be": {
          "1": 20
        },
        "min_conf": {
          "0": 8,
          "50": 4,
          "55": 4,
          "60": 4
        },
        "conf_mode": {
          "each": 10,
          "avg": 10
        },
        "tp_shift": {
          "0": 7,
          "-10": 13
        },
        "sl_shift": {
          "50": 16,
          "40": 4
        },
        "same_side": {
          "update": 20
        },
        "opposite": {
          "reverse": 19,
          "close": 1
        },
        "max_sideways": {
          "0": 20
        },
        "max_diff_side": {
          "0": 16,
          "1": 2,
          "2": 2
        }
      }
    },
    "observation": "Winning knobs differ by window: this argues against a one-size-fits-all config."
  },
  "liquidation_note": "Liquidation is modeled by the simulation engine (10x leverage). Across all published configs, observed stop-loss levels stay well inside the distance that would trigger liquidation; max drawdown (maxDD) is reported on every config so readers can see realized risk directly rather than relying on this note alone.",
  "walk_forward": {
    "status": "This is an in-sample (IS) issue; no OOS results exist yet.",
    "plan": "The OOS fate of all six top-3 configs (three per window) becomes a standing section starting issue #2. A decay series tracked over 5-10 weeks is the core research question of this series: do LLM-ensemble configs found in-sample hold up out-of-sample, or decay/overfit?"
  },
  "limitations": [
    "Multiple testing: ~12,199 simulations searched; some winners are expected by chance alone.",
    "Antidotes shown in this issue: the full stage-1b histogram (not just the winners), declared search axes, independent pre-search baselines, explicit in-sample (IS) labeling throughout, and a walk-forward plan starting issue #2.",
    "Single market regime: both windows fall inside one regime; no regime-change evidence yet.",
    "Small trade counts on several configs (as few as 5 trades cross-window); treat those reads as directional, not conclusive.",
    "Research output, not financial advice."
  ],
  "counters_and_lineage": {
    "sims_per_stage": {
      "7d": {
        "s1a_sims": 600,
        "s1b_sims": 2160,
        "waves_sims": 4547,
        "total": 7307
      },
      "30d": {
        "s1a_sims": 600,
        "s1b_sims": 2172,
        "waves_sims": 2120,
        "total": 4892
      }
    },
    "stages": [
      "council scan (s1a)",
      "skeleton grid (s1b)",
      "coordinate-ascent waves"
    ],
    "stage_design_owner": "owner",
    "windows": {
      "7d": {
        "start": "2026-08-05",
        "end": "2026-08-12",
        "label": "Aug 5-12, 2026"
      },
      "30d": {
        "start": "2026-07-13",
        "end": "2026-08-12",
        "label": "Jul 13-Aug 12, 2026"
      }
    },
    "generated_at": "2026-08-13T04:32:27Z",
    "methodology_version": "v1.1 + Config Watch amendments",
    "methodology_approval": "owner-approved 12.08",
    "methodology_hash": "e66c7e8c864a2233",
    "snapshot_principle": "This report is a frozen snapshot of the search taken at generated_at; numbers are not updated retroactively. Each week's issue re-runs the full 3-stage pipeline fresh over that week's windows."
  },
  "research_to_date": {
    "this_report": {
      "council_search_simulations": 12199,
      "solo_search_simulations": 3217,
      "total_search_effort": 15416
    },
    "marketmania_research_to_date": {
      "as_of": "August 13, 2026, 06:57 UTC",
      "resolved_forecasts": "59,253",
      "resolved_forecasts_since": "Jul 11",
      "closed_sim_trades": "27,341",
      "counting_note": "Resolved = horizon expired. Counting rule tightened in this issue; not comparable with the 14,151+ figure quoted in earlier issues.",
      "models_tracked": 9,
      "assets": 5,
      "horizons": 5,
      "cadence": "hourly",
      "published_reports": 5
    },
    "source": "platform_counters_2026-08-13"
  },
  "testing_next": [
    "Next issue: the OOS fate of all six configs above -- does the surviving family keep its edge?",
    "Council vs. solo OOS: does the ensemble advantage persist after tuning?",
    "Monthly: formal multiple-testing correction once several OOS windows accumulate."
  ],
  "related_research": [
    {
      "title": "Stability Index Run 2",
      "url": "marketmania.ai/research/reports/si-run-2.pdf"
    },
    {
      "title": "Weekly Calibration #1",
      "url": "marketmania.ai/research/reports/weekly-calibration-2026-08-03.pdf"
    },
    {
      "title": "Weekly Model Watch #1",
      "url": "marketmania.ai/research/reports/model-watch-2026-08-03.pdf"
    },
    {
      "title": "Consensus Watch #1",
      "url": "marketmania.ai/research/reports/consensus-watch-2026-08-03.pdf"
    }
  ],
  "bibtex": "@techreport{mm_config_watch_2026w33,\n  title        = {Config Watch #1},\n  author       = {{MarketMania Research}},\n  institution  = {MarketMania},\n  year         = {2026},\n  month        = aug,\n  day          = {13},\n  type         = {Weekly Research Report},\n  series       = {Config Watch},\n  number       = {1},\n  note         = {Methodology v1.1 + Config Watch amendments, hash e66c7e8c864a2233},\n  url          = {https://marketmania.ai/research/reports/config-watch-2026-08-05.pdf}\n}",
  "sources": {
    "report_data_json": "/mnt/user-data/uploads/_Fable/research/configwatch/report_data.json",
    "platform_counters": "platform_counters_2026-08-13"
  }
}
