@tradejs/cli 3.1.29-beta.266 → 3.1.29-beta.269

package/dist/cli.js

@@ -1565,7 +1565,7 @@ var init_aiExport2 = __esm({
 });
 
 // src/lib/aiPocketSearchCli.ts
-var DAY_MS, DEFAULT_MIN_SUPPORT, LOW_CADENCE_EVENT_LIMIT, LOW_CADENCE_MAX_EVENT_SHARE, countIndependentEvents, getPeriodDays, clampInt, resolveAiPocketCadenceProfile, AI_POCKET_SEARCH_CLI_DECIMAL_DEFAULTS, splitAiPocketResearchRowsByTimestamp, sealAiPocketTestPartition, readAiPocketSearchCliOption;
+var DAY_MS, DEFAULT_MIN_SUPPORT, LOW_CADENCE_EVENT_LIMIT, LOW_CADENCE_MAX_EVENT_SHARE, countIndependentEvents, getPeriodDays, clampInt, resolveAiPocketCadenceProfile, AI_POCKET_SEARCH_CLI_DECIMAL_DEFAULTS, parseAiPocketTestSince, classifyAiPocketLabelHorizon, splitAiPocketResearchRowsByTimestamp, sealAiPocketTestPartition, readAiPocketSearchCliOption;
 var init_aiPocketSearchCli = __esm({
   "src/lib/aiPocketSearchCli.ts"() {
     "use strict";
@@ -1660,7 +1660,70 @@ var init_aiPocketSearchCli = __esm({
       validationSplit: "0",
       testSplit: "0.4"
     };
-    splitAiPocketResearchRowsByTimestamp = (rows, validationSplit, testSplit = 0) => {
+    parseAiPocketTestSince = (value) => {
+      const text = typeof value === "string" ? value.trim() : "";
+      const numeric = typeof value === "number" || /^\d+$/.test(text);
+      const iso = text.match(
+        /^(\d{4})-(\d{2})-(\d{2})T(\d{2}):(\d{2})(?::(\d{2})(?:\.\d{1,3})?)?(?:Z|[+-]\d{2}:\d{2})$/
+      );
+      const validCalendar = iso != null && Number(iso[2]) >= 1 && Number(iso[2]) <= 12 && Number(iso[3]) >= 1 && Number(iso[3]) <= new Date(Date.UTC(Number(iso[1]), Number(iso[2]), 0)).getUTCDate() && Number(iso[4]) < 24 && Number(iso[5]) < 60 && Number(iso[6] ?? 0) < 60;
+      const timestamp = numeric ? Number(value) : validCalendar ? Date.parse(text) : NaN;
+      if (!Number.isSafeInteger(timestamp) || timestamp <= 0 || timestamp > 864e13) {
+        throw new Error("--testSince requires a valid UTC timestamp or epoch ms");
+      }
+      return timestamp;
+    };
+    classifyAiPocketLabelHorizon = (decisionTimestamp, exitTimestamp, cutoff) => {
+      if (decisionTimestamp >= cutoff) return null;
+      if (typeof exitTimestamp !== "number" || !Number.isFinite(exitTimestamp)) {
+        return "unknown";
+      }
+      if (exitTimestamp < decisionTimestamp) {
+        throw new Error(
+          "--testSince requires label exitTimestamp >= decision timestamp"
+        );
+      }
+      return exitTimestamp >= cutoff ? "crossing" : null;
+    };
+    splitAiPocketResearchRowsByTimestamp = (rows, validationSplit, testSplit = 0, testSince) => {
+      if (testSince != null) {
+        const cutoff = parseAiPocketTestSince(testSince);
+        if (validationSplit !== 0) {
+          throw new Error("--testSince requires --validationSplit 0");
+        }
+        const trainRows = [];
+        const testRows = [];
+        const labelHorizonPurge = {
+          crossing: 0,
+          unknown: 0
+        };
+        for (const row of rows) {
+          if (typeof row.timestamp !== "number" || !Number.isFinite(row.timestamp)) {
+            throw new Error("--testSince requires a finite timestamp on every row");
+          }
+          const purge = classifyAiPocketLabelHorizon(
+            row.timestamp,
+            row.exitTimestamp,
+            cutoff
+          );
+          if (purge) {
+            labelHorizonPurge[purge] += 1;
+            continue;
+          }
+          (row.timestamp < cutoff ? trainRows : testRows).push(row);
+        }
+        if (!trainRows.length || !testRows.length) {
+          throw new Error(
+            "--testSince requires non-empty development and test partitions"
+          );
+        }
+        return {
+          trainRows,
+          validationRows: [],
+          testRows,
+          labelHorizonPurge
+        };
+      }
       const timestamps = [
         ...new Set(
           rows.map((row) => row.timestamp).filter((timestamp) => Number.isFinite(timestamp))
@@ -2043,6 +2106,12 @@ var init_commandOptions = __esm({
       if (sealTest && testSplit <= 0) {
         throw new Error("--sealTest requires a positive --testSplit");
       }
+      const explicitTestSince = hasCliOption2(argv2, "testSince");
+      const testSinceInput = explicitTestSince ? readAiPocketSearchCliOption({ argv: argv2, longName: "testSince" }) : flags35.testSince;
+      const testSince = explicitTestSince || testSinceInput != null && testSinceInput !== "" ? parseAiPocketTestSince(testSinceInput) : null;
+      if (testSince != null && validationSplit !== 0) {
+        throw new Error("--testSince requires --validationSplit 0");
+      }
       const maxEventCountShare = normalizeUnitRatio(
         readAiPocketSearchCliOption({
           argv: argv2,
@@ -2083,6 +2152,7 @@ var init_commandOptions = __esm({
         maxCombinations: normalizePositiveInt(flags35.maxCombinations, 6e4),
         validationSplit,
         testSplit,
+        testSince,
         sealTest,
         explicitMinValidationSupport: normalizeInt(flags35.minValidationSupport, 0),
         explicitMinEvents: normalizeInt(flags35.minEvents, 0),
@@ -4079,6 +4149,19 @@ var init_markdownReport = __esm({
             ["test_rows", run.testRows],
             ["validation_split", formatMdPercent(run.validationSplit)],
             ["test_split", formatMdPercent(run.testSplit)],
+            ["partition_mode", run.partitionMode ?? "timestamp-ratio"],
+            [
+              "purged_development_crossing_labels",
+              run.labelHorizonPurge?.crossing ?? 0
+            ],
+            [
+              "purged_development_unknown_labels",
+              run.labelHorizonPurge?.unknown ?? 0
+            ],
+            [
+              "test_since",
+              run.testSince == null ? "n/a" : new Date(run.testSince).toISOString()
+            ],
             ["test_sealed", run.sealedTest?.sealed ? "yes" : "no"],
             ["sealed_test_rows", run.sealedTest?.rows ?? run.testRows],
             ["sealed_test_events", run.sealedTest?.events ?? "n/a"],
@@ -4855,6 +4938,11 @@ var init_presenter = __esm({
             ["max_combinations", import_chalk4.default.magenta(String(maxCombinations))],
             ["validation_split", import_chalk4.default.magenta(formatRatio(validationSplit))],
             ["test_split", import_chalk4.default.magenta(formatRatio(testSplit))],
+            ["partition_mode", run.partitionMode ?? "timestamp-ratio"],
+            [
+              "test_since",
+              run.testSince == null ? "n/a" : new Date(run.testSince).toISOString()
+            ],
             [
               "test_evidence",
               sealedTest.sealed ? import_chalk4.default.green(
@@ -5248,6 +5336,7 @@ var init_dataset = __esm({
     import_registry = require("@tradejs/node/registry");
     init_aiPocketSearch();
     init_aiTrainDataset();
+    init_aiPocketSearchCli();
     normalizeQuality = (analysis) => {
       const quality = Number(analysis?.quality);
       return Number.isFinite(quality) ? Math.round(quality) : null;
@@ -5412,6 +5501,10 @@ var init_dataset = __esm({
       let failed = 0;
       const errors = [];
       const rows = [];
+      const labelHorizonPurge = {
+        crossing: 0,
+        unknown: 0
+      };
       const excludedFeaturePaths = /* @__PURE__ */ new Map();
       await (0, import_ai4.streamAiDatasetRows)({
         filePaths: prepared.filePaths,
@@ -5422,12 +5515,43 @@ var init_dataset = __esm({
           if (resolvedStrategyName === "unknown" && typeof row.strategyName === "string" && row.strategyName.trim()) {
             resolvedStrategyName = row.strategyName.trim();
           }
+          if (options.testSince != null && (typeof row.timestamp !== "number" || !Number.isFinite(row.timestamp))) {
+            throw new Error(
+              "--testSince requires a finite numeric timestamp on every export row"
+            );
+          }
           const timestamp = getDatasetRowTimestamp(row);
           if (prepared.sinceTimestamp != null && (timestamp == null || timestamp < prepared.sinceTimestamp) || options.untilTimestamp != null && (timestamp == null || timestamp > options.untilTimestamp)) {
             dateSkipped += 1;
             onProgress?.({ symbol: row.symbol, status: "date-skip" });
             return;
           }
+          if (options.testSince != null) {
+            const purge = classifyAiPocketLabelHorizon(
+              timestamp,
+              row.tradeResult?.exitTimestamp,
+              options.testSince
+            );
+            if (purge) {
+              labelHorizonPurge[purge] += 1;
+              return;
+            }
+            if (options.sealTest && timestamp >= options.testSince) {
+              rows.push({
+                signalId: row.signalId,
+                strategy: row.strategyName,
+                symbol: row.symbol,
+                direction: row.direction,
+                timestamp,
+                profit: 0,
+                profitableTrade: false,
+                aiApproved: false,
+                quality: null,
+                features: {}
+              });
+              return;
+            }
+          }
           try {
             const signal = extractSignalFromAiDatasetRow(row);
             const payload = (0, import_ai5.buildAiPayload)(signal);
@@ -5457,6 +5581,7 @@ var init_dataset = __esm({
               symbol: row.symbol,
               direction: row.direction,
               timestamp,
+              ...options.testSince != null ? { exitTimestamp: row.tradeResult?.exitTimestamp } : {},
               profit,
               profitableTrade: profit > 0,
               aiApproved: isAiApproval(row, analysis, options.minQuality),
@@ -5479,6 +5604,7 @@ var init_dataset = __esm({
         }
       });
       return {
+        labelHorizonPurge,
         rows,
         resolvedStrategyName,
         scanned,
@@ -5915,7 +6041,8 @@ var init_research = __esm({
     runAiPocketSearchResearch = ({
       rows,
       options,
-      onProgress
+      onProgress,
+      datasetLabelHorizonPurge
     }) => {
       const {
         direction,
@@ -5923,6 +6050,7 @@ var init_research = __esm({
         qualityThresholds,
         validationSplit,
         testSplit,
+        testSince,
         sealTest,
         cadenceMode,
         explicitMinSupport,
@@ -5947,14 +6075,30 @@ var init_research = __esm({
         coverageMode
       } = options;
       const directionRows = direction ? rows.filter((row) => row.direction === direction) : rows;
-      const scopeRows = resolveScopeRows(directionRows, scope);
-      const fullSplit = splitAiPocketResearchRowsByTimestamp(
+      const calendarSplit = testSince != null ? splitAiPocketResearchRowsByTimestamp(
+        rows,
+        validationSplit,
+        testSplit,
+        testSince
+      ) : null;
+      const inDirection = (row) => !direction || row.direction === direction;
+      const fullSplit = calendarSplit ? {
+        trainRows: calendarSplit.trainRows.filter(inDirection),
+        validationRows: calendarSplit.validationRows.filter(inDirection),
+        testRows: calendarSplit.testRows.filter(inDirection)
+      } : splitAiPocketResearchRowsByTimestamp(
         directionRows,
         validationSplit,
         testSplit
       );
+      if (testSince != null && (!fullSplit.trainRows.length || !fullSplit.testRows.length)) {
+        throw new Error(
+          "--testSince requires non-empty development and test partitions for the selected direction"
+        );
+      }
       const sealedFullSplit = sealAiPocketTestPartition(fullSplit, sealTest);
       const discoveryRows = sealedFullSplit.discoveryRows;
+      const scopeRows = resolveScopeRows(discoveryRows, scope);
       const trainRows = resolveScopeRows(fullSplit.trainRows, scope);
       const validationRows = resolveScopeRows(fullSplit.validationRows, scope);
       const testRows = resolveScopeRows(sealedFullSplit.searchTestRows, scope);
@@ -6107,6 +6251,12 @@ var init_research = __esm({
         }
       }
       return {
+        ...calendarSplit ? {
+          labelHorizonPurge: {
+            crossing: (calendarSplit.labelHorizonPurge?.crossing ?? 0) + (datasetLabelHorizonPurge?.crossing ?? 0),
+            unknown: (calendarSplit.labelHorizonPurge?.unknown ?? 0) + (datasetLabelHorizonPurge?.unknown ?? 0)
+          }
+        } : {},
         scopeRows,
         trainRows,
         validationRows,
@@ -6154,6 +6304,7 @@ var init_command = __esm({
         maxCombinations,
         validationSplit,
         testSplit,
+        testSince,
         maxBatch,
         maxSymbolCountShare,
         objective,
@@ -6201,6 +6352,7 @@ var init_command = __esm({
       const research = runAiPocketSearchResearch({
         rows,
         options,
+        datasetLabelHorizonPurge: evaluatedDataset.labelHorizonPurge,
         onProgress: createAiPocketSearchResearchProgressPresenter()
       });
       const {
@@ -6274,6 +6426,9 @@ var init_command = __esm({
           objective,
           validationSplit,
           testSplit,
+          testSince,
+          partitionMode: testSince == null ? "timestamp-ratio" : "calendar-cutoff",
+          ...research.labelHorizonPurge ? { labelHorizonPurge: research.labelHorizonPurge } : {},
           sealedTest,
           minValidationSupport: search.stats.cadence.minValidationSupport,
           reportPath,
@@ -6423,6 +6578,11 @@ var init_aiPocketSearch2 = __esm({
       "Trailing timestamp-grouped test share; default 0.4 (outer 60/40)",
       AI_POCKET_SEARCH_CLI_DECIMAL_DEFAULTS.testSplit
     );
+    import_args3.default.option(
+      ["z", "testSince"],
+      "Fixed calendar test boundary (UTC ISO or epoch ms); overrides the split ratio and requires validationSplit 0",
+      ""
+    );
     import_args3.default.option(
       ["w", "sealTest"],
       "Reserve test bounds without exposing its rows or economics to discovery",
@@ -28332,7 +28492,12 @@ var init_artifacts = __esm({
           "controlPnl",
           "candidatePnl",
           "pnlDelta",
-          "exitReasonChanged"
+          "controlExitReason",
+          "candidateExitReason",
+          "exitReasonChanged",
+          "controlExitCode",
+          "candidateExitCode",
+          "exitCodeChanged"
         ].map(csv).join(",") + "\n"
       );
       for (const comparison of params.comparisons) {
@@ -28350,7 +28515,12 @@ var init_artifacts = __esm({
               pair.control.netProfit,
               pair.candidate.netProfit,
               pair.pnlDelta,
-              pair.exitReasonChanged
+              pair.control.exitReason,
+              pair.candidate.exitReason,
+              pair.exitReasonChanged,
+              pair.control.exitCode,
+              pair.candidate.exitCode,
+              pair.exitCodeChanged
             ].map(csv).join(",") + "\n"
           );
         }
@@ -28995,6 +29165,7 @@ var init_comparison = __esm({
             candidate: candidateTrade,
             pnlDelta: candidateTrade.netProfit - controlTrade.netProfit,
             exitReasonChanged: candidateTrade.exitReason !== controlTrade.exitReason,
+            exitCodeChanged: candidateTrade.exitCode !== controlTrade.exitCode,
             entryTimestampDeltaMs: candidateTrade.entryTimestamp - controlTrade.entryTimestamp,
             exitTimestampDeltaMs: candidateTrade.exitTimestamp - controlTrade.exitTimestamp
           });
@@ -29212,6 +29383,7 @@ var init_dataset2 = __esm({
           "totalSlippageCost"
         ),
         exitReason: result.exitReason,
+        ...result.exitCode ? { exitCode: result.exitCode } : {},
         regime: resolveCoreResearchRegime(row)
       };
     };
@@ -29255,7 +29427,7 @@ var init_dataset2 = __esm({
         }
         const primary = primaryRows[0];
         if (cycle.some(
-          (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason
+          (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason || trade.exitCode !== primary.exitCode
         )) {
           throw new Error(
             `Position cycle ${identity} contains inconsistent final exits`
@@ -29444,7 +29616,7 @@ var init_report = __esm({
       )}</svg><div class="legend">${series.map((entry) => `<span><i style="background:${entry.color}"></i>${escapeHtml4(entry.id)}</span>`).join("")}</div>`;
     };
     comparisonCards = (comparisons) => comparisons.map(
-      (comparison) => `<article class="card"><h3>${escapeHtml4(comparison.candidateId)} vs ${escapeHtml4(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format2(comparison.matchedIdentityPctOfControl)}%</dd><dt>Matched \u0394PnL</dt><dd>${format2(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format2(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format2(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format2(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format2(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format2(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format2(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml4(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
+      (comparison) => `<article class="card"><h3>${escapeHtml4(comparison.candidateId)} vs ${escapeHtml4(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format2(comparison.matchedIdentityPctOfControl)}%</dd><dt>Exit reason changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitReasonChanged).length}</dd><dt>Exit code changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitCodeChanged).length}</dd><dt>Matched \u0394PnL</dt><dd>${format2(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format2(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format2(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format2(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format2(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format2(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format2(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml4(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
     ).join("");
     regimeRows = (variants) => {
       const keys = [
@@ -29458,7 +29630,7 @@ var init_report = __esm({
       ).join("");
     };
     traceRows = (variants) => variants.map(
-      (variant) => `<tr><td>${escapeHtml4(variant.variant.label)}</td><td>${escapeHtml4(variant.reconciliation.status)}</td><td>${escapeHtml4(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml4(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml4(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml4(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
+      (variant) => `<tr><td>${escapeHtml4(variant.variant.label)}</td><td>${escapeHtml4(variant.reconciliation.status)}</td><td>${escapeHtml4(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml4(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml4(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml4(JSON.stringify(variant.traceFunnel.exitCodes))}</td><td>${escapeHtml4(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
     ).join("");
     buildCoreResearchHtml = (params) => {
       const { spec, result, tradesByVariant } = params;
@@ -29484,7 +29656,7 @@ var init_report = __esm({
         ([key, value]) => `<span class="${value === "present" ? "positive" : "negative"}">${escapeHtml4(key)}: ${value}</span>`
       ).join(
         ""
-      )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort N. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml4(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml4(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
+      )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort completed positions. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Exit codes</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml4(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml4(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
     };
   }
 });
@@ -29786,8 +29958,9 @@ var init_trace = __esm({
     import_promises24 = __toESM(require("fs/promises"));
     import_node_path18 = __toESM(require("path"));
     summarizeCoreResearchTrace = async (filePaths = []) => {
-      const events = {};
-      const skipCounts = {};
+      const events = /* @__PURE__ */ Object.create(null);
+      const skipCounts = /* @__PURE__ */ Object.create(null);
+      const exitCodes = /* @__PURE__ */ Object.create(null);
       for (const inputPath of filePaths) {
         const filePath = import_node_path18.default.resolve(inputPath);
         const text = await import_promises24.default.readFile(filePath, "utf8");
@@ -29807,6 +29980,9 @@ var init_trace = __esm({
               skipCounts[reason] = (skipCounts[reason] ?? 0) + count;
             }
           }
+          if (event.event === "position_exited" && event.exitCode) {
+            exitCodes[event.exitCode] = (exitCodes[event.exitCode] ?? 0) + 1;
+          }
         }
       }
       return {
@@ -29815,6 +29991,11 @@ var init_trace = __esm({
           Object.entries(skipCounts).sort(
             ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
           )
+        ),
+        exitCodes: Object.fromEntries(
+          Object.entries(exitCodes).sort(
+            ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
+          )
         )
       };
     };

package/dist/lib/aiPocketSearch.js

@@ -1966,6 +1966,19 @@ var buildAiPocketMarkdownReport = ({
         ["test_rows", run.testRows],
         ["validation_split", formatMdPercent(run.validationSplit)],
         ["test_split", formatMdPercent(run.testSplit)],
+        ["partition_mode", run.partitionMode ?? "timestamp-ratio"],
+        [
+          "purged_development_crossing_labels",
+          run.labelHorizonPurge?.crossing ?? 0
+        ],
+        [
+          "purged_development_unknown_labels",
+          run.labelHorizonPurge?.unknown ?? 0
+        ],
+        [
+          "test_since",
+          run.testSince == null ? "n/a" : new Date(run.testSince).toISOString()
+        ],
         ["test_sealed", run.sealedTest?.sealed ? "yes" : "no"],
         ["sealed_test_rows", run.sealedTest?.rows ?? run.testRows],
         ["sealed_test_events", run.sealedTest?.events ?? "n/a"],

package/dist/lib/aiPocketSearchCli.js

@@ -21,6 +21,8 @@ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: tru
 var aiPocketSearchCli_exports = {};
 __export(aiPocketSearchCli_exports, {
   AI_POCKET_SEARCH_CLI_DECIMAL_DEFAULTS: () => AI_POCKET_SEARCH_CLI_DECIMAL_DEFAULTS,
+  classifyAiPocketLabelHorizon: () => classifyAiPocketLabelHorizon,
+  parseAiPocketTestSince: () => parseAiPocketTestSince,
   readAiPocketSearchCliOption: () => readAiPocketSearchCliOption,
   resolveAiPocketCadenceProfile: () => resolveAiPocketCadenceProfile,
   sealAiPocketTestPartition: () => sealAiPocketTestPartition,
@@ -119,7 +121,70 @@ var AI_POCKET_SEARCH_CLI_DECIMAL_DEFAULTS = {
   validationSplit: "0",
   testSplit: "0.4"
 };
-var splitAiPocketResearchRowsByTimestamp = (rows, validationSplit, testSplit = 0) => {
+var parseAiPocketTestSince = (value) => {
+  const text = typeof value === "string" ? value.trim() : "";
+  const numeric = typeof value === "number" || /^\d+$/.test(text);
+  const iso = text.match(
+    /^(\d{4})-(\d{2})-(\d{2})T(\d{2}):(\d{2})(?::(\d{2})(?:\.\d{1,3})?)?(?:Z|[+-]\d{2}:\d{2})$/
+  );
+  const validCalendar = iso != null && Number(iso[2]) >= 1 && Number(iso[2]) <= 12 && Number(iso[3]) >= 1 && Number(iso[3]) <= new Date(Date.UTC(Number(iso[1]), Number(iso[2]), 0)).getUTCDate() && Number(iso[4]) < 24 && Number(iso[5]) < 60 && Number(iso[6] ?? 0) < 60;
+  const timestamp = numeric ? Number(value) : validCalendar ? Date.parse(text) : NaN;
+  if (!Number.isSafeInteger(timestamp) || timestamp <= 0 || timestamp > 864e13) {
+    throw new Error("--testSince requires a valid UTC timestamp or epoch ms");
+  }
+  return timestamp;
+};
+var classifyAiPocketLabelHorizon = (decisionTimestamp, exitTimestamp, cutoff) => {
+  if (decisionTimestamp >= cutoff) return null;
+  if (typeof exitTimestamp !== "number" || !Number.isFinite(exitTimestamp)) {
+    return "unknown";
+  }
+  if (exitTimestamp < decisionTimestamp) {
+    throw new Error(
+      "--testSince requires label exitTimestamp >= decision timestamp"
+    );
+  }
+  return exitTimestamp >= cutoff ? "crossing" : null;
+};
+var splitAiPocketResearchRowsByTimestamp = (rows, validationSplit, testSplit = 0, testSince) => {
+  if (testSince != null) {
+    const cutoff = parseAiPocketTestSince(testSince);
+    if (validationSplit !== 0) {
+      throw new Error("--testSince requires --validationSplit 0");
+    }
+    const trainRows = [];
+    const testRows = [];
+    const labelHorizonPurge = {
+      crossing: 0,
+      unknown: 0
+    };
+    for (const row of rows) {
+      if (typeof row.timestamp !== "number" || !Number.isFinite(row.timestamp)) {
+        throw new Error("--testSince requires a finite timestamp on every row");
+      }
+      const purge = classifyAiPocketLabelHorizon(
+        row.timestamp,
+        row.exitTimestamp,
+        cutoff
+      );
+      if (purge) {
+        labelHorizonPurge[purge] += 1;
+        continue;
+      }
+      (row.timestamp < cutoff ? trainRows : testRows).push(row);
+    }
+    if (!trainRows.length || !testRows.length) {
+      throw new Error(
+        "--testSince requires non-empty development and test partitions"
+      );
+    }
+    return {
+      trainRows,
+      validationRows: [],
+      testRows,
+      labelHorizonPurge
+    };
+  }
   const timestamps = [
     ...new Set(
       rows.map((row) => row.timestamp).filter((timestamp) => Number.isFinite(timestamp))
@@ -201,6 +266,8 @@ var readAiPocketSearchCliOption = ({
 // Annotate the CommonJS export names for ESM import in node:
 0 && (module.exports = {
   AI_POCKET_SEARCH_CLI_DECIMAL_DEFAULTS,
+  classifyAiPocketLabelHorizon,
+  parseAiPocketTestSince,
   readAiPocketSearchCliOption,
   resolveAiPocketCadenceProfile,
   sealAiPocketTestPartition,

package/dist/lib/coreResearch.js

@@ -691,7 +691,12 @@ var writeCoreResearchMatches = async (params) => {
       "controlPnl",
       "candidatePnl",
       "pnlDelta",
-      "exitReasonChanged"
+      "controlExitReason",
+      "candidateExitReason",
+      "exitReasonChanged",
+      "controlExitCode",
+      "candidateExitCode",
+      "exitCodeChanged"
     ].map(csv).join(",") + "\n"
   );
   for (const comparison of params.comparisons) {
@@ -709,7 +714,12 @@ var writeCoreResearchMatches = async (params) => {
           pair.control.netProfit,
           pair.candidate.netProfit,
           pair.pnlDelta,
-          pair.exitReasonChanged
+          pair.control.exitReason,
+          pair.candidate.exitReason,
+          pair.exitReasonChanged,
+          pair.control.exitCode,
+          pair.candidate.exitCode,
+          pair.exitCodeChanged
         ].map(csv).join(",") + "\n"
       );
     }
@@ -1326,6 +1336,7 @@ var compareCoreResearchVariants = (params) => {
         candidate: candidateTrade,
         pnlDelta: candidateTrade.netProfit - controlTrade.netProfit,
         exitReasonChanged: candidateTrade.exitReason !== controlTrade.exitReason,
+        exitCodeChanged: candidateTrade.exitCode !== controlTrade.exitCode,
         entryTimestampDeltaMs: candidateTrade.entryTimestamp - controlTrade.entryTimestamp,
         exitTimestampDeltaMs: candidateTrade.exitTimestamp - controlTrade.exitTimestamp
       });
@@ -1537,6 +1548,7 @@ var normalizeCompletedTrade = (params) => {
       "totalSlippageCost"
     ),
     exitReason: result.exitReason,
+    ...result.exitCode ? { exitCode: result.exitCode } : {},
     regime: resolveCoreResearchRegime(row)
   };
 };
@@ -1580,7 +1592,7 @@ var aggregatePositionCycles = (trades) => {
     }
     const primary = primaryRows[0];
     if (cycle.some(
-      (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason
+      (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason || trade.exitCode !== primary.exitCode
     )) {
       throw new Error(
         `Position cycle ${identity} contains inconsistent final exits`
@@ -1762,7 +1774,7 @@ var buildCurveSvg = (tradesByVariant, cohort, curve) => {
   )}</svg><div class="legend">${series.map((entry) => `<span><i style="background:${entry.color}"></i>${escapeHtml(entry.id)}</span>`).join("")}</div>`;
 };
 var comparisonCards = (comparisons) => comparisons.map(
-  (comparison) => `<article class="card"><h3>${escapeHtml(comparison.candidateId)} vs ${escapeHtml(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format(comparison.matchedIdentityPctOfControl)}%</dd><dt>Matched \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
+  (comparison) => `<article class="card"><h3>${escapeHtml(comparison.candidateId)} vs ${escapeHtml(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format(comparison.matchedIdentityPctOfControl)}%</dd><dt>Exit reason changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitReasonChanged).length}</dd><dt>Exit code changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitCodeChanged).length}</dd><dt>Matched \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
 ).join("");
 var regimeRows = (variants) => {
   const keys = [
@@ -1776,7 +1788,7 @@ var regimeRows = (variants) => {
   ).join("");
 };
 var traceRows = (variants) => variants.map(
-  (variant) => `<tr><td>${escapeHtml(variant.variant.label)}</td><td>${escapeHtml(variant.reconciliation.status)}</td><td>${escapeHtml(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
+  (variant) => `<tr><td>${escapeHtml(variant.variant.label)}</td><td>${escapeHtml(variant.reconciliation.status)}</td><td>${escapeHtml(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.exitCodes))}</td><td>${escapeHtml(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
 ).join("");
 var buildCoreResearchHtml = (params) => {
   const { spec, result, tradesByVariant } = params;
@@ -1802,7 +1814,7 @@ var buildCoreResearchHtml = (params) => {
     ([key, value]) => `<span class="${value === "present" ? "positive" : "negative"}">${escapeHtml(key)}: ${value}</span>`
   ).join(
     ""
-  )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort N. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
+  )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort completed positions. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Exit codes</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
 };
 
 // src/lib/backtest/checkpoint.ts
@@ -2108,8 +2120,9 @@ var applyCoreResearchRobustnessGuardrails = (params) => {
 var import_promises3 = __toESM(require("fs/promises"));
 var import_node_path4 = __toESM(require("path"));
 var summarizeCoreResearchTrace = async (filePaths = []) => {
-  const events = {};
-  const skipCounts = {};
+  const events = /* @__PURE__ */ Object.create(null);
+  const skipCounts = /* @__PURE__ */ Object.create(null);
+  const exitCodes = /* @__PURE__ */ Object.create(null);
   for (const inputPath of filePaths) {
     const filePath = import_node_path4.default.resolve(inputPath);
     const text = await import_promises3.default.readFile(filePath, "utf8");
@@ -2129,6 +2142,9 @@ var summarizeCoreResearchTrace = async (filePaths = []) => {
           skipCounts[reason] = (skipCounts[reason] ?? 0) + count;
         }
       }
+      if (event.event === "position_exited" && event.exitCode) {
+        exitCodes[event.exitCode] = (exitCodes[event.exitCode] ?? 0) + 1;
+      }
     }
   }
   return {
@@ -2137,6 +2153,11 @@ var summarizeCoreResearchTrace = async (filePaths = []) => {
       Object.entries(skipCounts).sort(
         ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
       )
+    ),
+    exitCodes: Object.fromEntries(
+      Object.entries(exitCodes).sort(
+        ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
+      )
     )
   };
 };

package/dist/scripts/aiPocketSearch.js

@@ -127,7 +127,70 @@ var AI_POCKET_SEARCH_CLI_DECIMAL_DEFAULTS = {
   validationSplit: "0",
   testSplit: "0.4"
 };
-var splitAiPocketResearchRowsByTimestamp = (rows, validationSplit, testSplit = 0) => {
+var parseAiPocketTestSince = (value) => {
+  const text = typeof value === "string" ? value.trim() : "";
+  const numeric = typeof value === "number" || /^\d+$/.test(text);
+  const iso = text.match(
+    /^(\d{4})-(\d{2})-(\d{2})T(\d{2}):(\d{2})(?::(\d{2})(?:\.\d{1,3})?)?(?:Z|[+-]\d{2}:\d{2})$/
+  );
+  const validCalendar = iso != null && Number(iso[2]) >= 1 && Number(iso[2]) <= 12 && Number(iso[3]) >= 1 && Number(iso[3]) <= new Date(Date.UTC(Number(iso[1]), Number(iso[2]), 0)).getUTCDate() && Number(iso[4]) < 24 && Number(iso[5]) < 60 && Number(iso[6] ?? 0) < 60;
+  const timestamp = numeric ? Number(value) : validCalendar ? Date.parse(text) : NaN;
+  if (!Number.isSafeInteger(timestamp) || timestamp <= 0 || timestamp > 864e13) {
+    throw new Error("--testSince requires a valid UTC timestamp or epoch ms");
+  }
+  return timestamp;
+};
+var classifyAiPocketLabelHorizon = (decisionTimestamp, exitTimestamp, cutoff) => {
+  if (decisionTimestamp >= cutoff) return null;
+  if (typeof exitTimestamp !== "number" || !Number.isFinite(exitTimestamp)) {
+    return "unknown";
+  }
+  if (exitTimestamp < decisionTimestamp) {
+    throw new Error(
+      "--testSince requires label exitTimestamp >= decision timestamp"
+    );
+  }
+  return exitTimestamp >= cutoff ? "crossing" : null;
+};
+var splitAiPocketResearchRowsByTimestamp = (rows, validationSplit, testSplit = 0, testSince) => {
+  if (testSince != null) {
+    const cutoff = parseAiPocketTestSince(testSince);
+    if (validationSplit !== 0) {
+      throw new Error("--testSince requires --validationSplit 0");
+    }
+    const trainRows = [];
+    const testRows = [];
+    const labelHorizonPurge = {
+      crossing: 0,
+      unknown: 0
+    };
+    for (const row of rows) {
+      if (typeof row.timestamp !== "number" || !Number.isFinite(row.timestamp)) {
+        throw new Error("--testSince requires a finite timestamp on every row");
+      }
+      const purge = classifyAiPocketLabelHorizon(
+        row.timestamp,
+        row.exitTimestamp,
+        cutoff
+      );
+      if (purge) {
+        labelHorizonPurge[purge] += 1;
+        continue;
+      }
+      (row.timestamp < cutoff ? trainRows : testRows).push(row);
+    }
+    if (!trainRows.length || !testRows.length) {
+      throw new Error(
+        "--testSince requires non-empty development and test partitions"
+      );
+    }
+    return {
+      trainRows,
+      validationRows: [],
+      testRows,
+      labelHorizonPurge
+    };
+  }
   const timestamps = [
     ...new Set(
       rows.map((row) => row.timestamp).filter((timestamp) => Number.isFinite(timestamp))
@@ -445,6 +508,12 @@ var resolveAiPocketSearchCommandOptions = ({
   if (sealTest && testSplit <= 0) {
     throw new Error("--sealTest requires a positive --testSplit");
   }
+  const explicitTestSince = hasCliOption2(argv, "testSince");
+  const testSinceInput = explicitTestSince ? readAiPocketSearchCliOption({ argv, longName: "testSince" }) : flags2.testSince;
+  const testSince = explicitTestSince || testSinceInput != null && testSinceInput !== "" ? parseAiPocketTestSince(testSinceInput) : null;
+  if (testSince != null && validationSplit !== 0) {
+    throw new Error("--testSince requires --validationSplit 0");
+  }
   const maxEventCountShare = normalizeUnitRatio(
     readAiPocketSearchCliOption({
       argv,
@@ -485,6 +554,7 @@ var resolveAiPocketSearchCommandOptions = ({
     maxCombinations: normalizePositiveInt(flags2.maxCombinations, 6e4),
     validationSplit,
     testSplit,
+    testSince,
     sealTest,
     explicitMinValidationSupport: normalizeInt(flags2.minValidationSupport, 0),
     explicitMinEvents: normalizeInt(flags2.minEvents, 0),
@@ -2452,6 +2522,19 @@ var buildAiPocketMarkdownReport = ({
         ["test_rows", run.testRows],
         ["validation_split", formatMdPercent(run.validationSplit)],
         ["test_split", formatMdPercent(run.testSplit)],
+        ["partition_mode", run.partitionMode ?? "timestamp-ratio"],
+        [
+          "purged_development_crossing_labels",
+          run.labelHorizonPurge?.crossing ?? 0
+        ],
+        [
+          "purged_development_unknown_labels",
+          run.labelHorizonPurge?.unknown ?? 0
+        ],
+        [
+          "test_since",
+          run.testSince == null ? "n/a" : new Date(run.testSince).toISOString()
+        ],
         ["test_sealed", run.sealedTest?.sealed ? "yes" : "no"],
         ["sealed_test_rows", run.sealedTest?.rows ?? run.testRows],
         ["sealed_test_events", run.sealedTest?.events ?? "n/a"],
@@ -3204,6 +3287,11 @@ var presentAiPocketSearchResult = ({
         ["max_combinations", import_chalk.default.magenta(String(maxCombinations))],
         ["validation_split", import_chalk.default.magenta(formatRatio(validationSplit))],
         ["test_split", import_chalk.default.magenta(formatRatio(testSplit))],
+        ["partition_mode", run.partitionMode ?? "timestamp-ratio"],
+        [
+          "test_since",
+          run.testSince == null ? "n/a" : new Date(run.testSince).toISOString()
+        ],
         [
           "test_evidence",
           sealedTest.sealed ? import_chalk.default.green(
@@ -3749,6 +3837,10 @@ var evaluateAiPocketSearchDataset = async ({
   let failed = 0;
   const errors = [];
   const rows = [];
+  const labelHorizonPurge = {
+    crossing: 0,
+    unknown: 0
+  };
   const excludedFeaturePaths = /* @__PURE__ */ new Map();
   await (0, import_ai2.streamAiDatasetRows)({
     filePaths: prepared.filePaths,
@@ -3759,12 +3851,43 @@ var evaluateAiPocketSearchDataset = async ({
       if (resolvedStrategyName === "unknown" && typeof row.strategyName === "string" && row.strategyName.trim()) {
         resolvedStrategyName = row.strategyName.trim();
       }
+      if (options.testSince != null && (typeof row.timestamp !== "number" || !Number.isFinite(row.timestamp))) {
+        throw new Error(
+          "--testSince requires a finite numeric timestamp on every export row"
+        );
+      }
       const timestamp = getDatasetRowTimestamp(row);
       if (prepared.sinceTimestamp != null && (timestamp == null || timestamp < prepared.sinceTimestamp) || options.untilTimestamp != null && (timestamp == null || timestamp > options.untilTimestamp)) {
         dateSkipped += 1;
         onProgress?.({ symbol: row.symbol, status: "date-skip" });
         return;
       }
+      if (options.testSince != null) {
+        const purge = classifyAiPocketLabelHorizon(
+          timestamp,
+          row.tradeResult?.exitTimestamp,
+          options.testSince
+        );
+        if (purge) {
+          labelHorizonPurge[purge] += 1;
+          return;
+        }
+        if (options.sealTest && timestamp >= options.testSince) {
+          rows.push({
+            signalId: row.signalId,
+            strategy: row.strategyName,
+            symbol: row.symbol,
+            direction: row.direction,
+            timestamp,
+            profit: 0,
+            profitableTrade: false,
+            aiApproved: false,
+            quality: null,
+            features: {}
+          });
+          return;
+        }
+      }
       try {
         const signal = extractSignalFromAiDatasetRow(row);
         const payload = (0, import_ai3.buildAiPayload)(signal);
@@ -3794,6 +3917,7 @@ var evaluateAiPocketSearchDataset = async ({
           symbol: row.symbol,
           direction: row.direction,
           timestamp,
+          ...options.testSince != null ? { exitTimestamp: row.tradeResult?.exitTimestamp } : {},
           profit,
           profitableTrade: profit > 0,
           aiApproved: isAiApproval(row, analysis, options.minQuality),
@@ -3816,6 +3940,7 @@ var evaluateAiPocketSearchDataset = async ({
     }
   });
   return {
+    labelHorizonPurge,
     rows,
     resolvedStrategyName,
     scanned,
@@ -4182,7 +4307,8 @@ var resolveScopeRows = (rows, scope) => {
 var runAiPocketSearchResearch = ({
   rows,
   options,
-  onProgress
+  onProgress,
+  datasetLabelHorizonPurge
 }) => {
   const {
     direction,
@@ -4190,6 +4316,7 @@ var runAiPocketSearchResearch = ({
     qualityThresholds,
     validationSplit,
     testSplit,
+    testSince,
     sealTest,
     cadenceMode,
     explicitMinSupport,
@@ -4214,14 +4341,30 @@ var runAiPocketSearchResearch = ({
     coverageMode
   } = options;
   const directionRows = direction ? rows.filter((row) => row.direction === direction) : rows;
-  const scopeRows = resolveScopeRows(directionRows, scope);
-  const fullSplit = splitAiPocketResearchRowsByTimestamp(
+  const calendarSplit = testSince != null ? splitAiPocketResearchRowsByTimestamp(
+    rows,
+    validationSplit,
+    testSplit,
+    testSince
+  ) : null;
+  const inDirection = (row) => !direction || row.direction === direction;
+  const fullSplit = calendarSplit ? {
+    trainRows: calendarSplit.trainRows.filter(inDirection),
+    validationRows: calendarSplit.validationRows.filter(inDirection),
+    testRows: calendarSplit.testRows.filter(inDirection)
+  } : splitAiPocketResearchRowsByTimestamp(
     directionRows,
     validationSplit,
     testSplit
   );
+  if (testSince != null && (!fullSplit.trainRows.length || !fullSplit.testRows.length)) {
+    throw new Error(
+      "--testSince requires non-empty development and test partitions for the selected direction"
+    );
+  }
   const sealedFullSplit = sealAiPocketTestPartition(fullSplit, sealTest);
   const discoveryRows = sealedFullSplit.discoveryRows;
+  const scopeRows = resolveScopeRows(discoveryRows, scope);
   const trainRows = resolveScopeRows(fullSplit.trainRows, scope);
   const validationRows = resolveScopeRows(fullSplit.validationRows, scope);
   const testRows = resolveScopeRows(sealedFullSplit.searchTestRows, scope);
@@ -4374,6 +4517,12 @@ var runAiPocketSearchResearch = ({
     }
   }
   return {
+    ...calendarSplit ? {
+      labelHorizonPurge: {
+        crossing: (calendarSplit.labelHorizonPurge?.crossing ?? 0) + (datasetLabelHorizonPurge?.crossing ?? 0),
+        unknown: (calendarSplit.labelHorizonPurge?.unknown ?? 0) + (datasetLabelHorizonPurge?.unknown ?? 0)
+      }
+    } : {},
     scopeRows,
     trainRows,
     validationRows,
@@ -4411,6 +4560,7 @@ var runAiPocketSearchCommand = async ({
     maxCombinations,
     validationSplit,
     testSplit,
+    testSince,
     maxBatch,
     maxSymbolCountShare,
     objective,
@@ -4458,6 +4608,7 @@ var runAiPocketSearchCommand = async ({
   const research = runAiPocketSearchResearch({
     rows,
     options,
+    datasetLabelHorizonPurge: evaluatedDataset.labelHorizonPurge,
     onProgress: createAiPocketSearchResearchProgressPresenter()
   });
   const {
@@ -4531,6 +4682,9 @@ var runAiPocketSearchCommand = async ({
       objective,
       validationSplit,
       testSplit,
+      testSince,
+      partitionMode: testSince == null ? "timestamp-ratio" : "calendar-cutoff",
+      ...research.labelHorizonPurge ? { labelHorizonPurge: research.labelHorizonPurge } : {},
       sealedTest,
       minValidationSupport: search.stats.cadence.minValidationSupport,
       reportPath,
@@ -4667,6 +4821,11 @@ import_args.default.option(
   "Trailing timestamp-grouped test share; default 0.4 (outer 60/40)",
   AI_POCKET_SEARCH_CLI_DECIMAL_DEFAULTS.testSplit
 );
+import_args.default.option(
+  ["z", "testSince"],
+  "Fixed calendar test boundary (UTC ISO or epoch ms); overrides the split ratio and requires validationSplit 0",
+  ""
+);
 import_args.default.option(
   ["w", "sealTest"],
   "Reserve test bounds without exposing its rows or economics to discovery",

package/dist/scripts/coreResearch.js

@@ -682,7 +682,12 @@ var writeCoreResearchMatches = async (params) => {
       "controlPnl",
       "candidatePnl",
       "pnlDelta",
-      "exitReasonChanged"
+      "controlExitReason",
+      "candidateExitReason",
+      "exitReasonChanged",
+      "controlExitCode",
+      "candidateExitCode",
+      "exitCodeChanged"
     ].map(csv).join(",") + "\n"
   );
   for (const comparison of params.comparisons) {
@@ -700,7 +705,12 @@ var writeCoreResearchMatches = async (params) => {
           pair.control.netProfit,
           pair.candidate.netProfit,
           pair.pnlDelta,
-          pair.exitReasonChanged
+          pair.control.exitReason,
+          pair.candidate.exitReason,
+          pair.exitReasonChanged,
+          pair.control.exitCode,
+          pair.candidate.exitCode,
+          pair.exitCodeChanged
         ].map(csv).join(",") + "\n"
       );
     }
@@ -1317,6 +1327,7 @@ var compareCoreResearchVariants = (params) => {
         candidate: candidateTrade,
         pnlDelta: candidateTrade.netProfit - controlTrade.netProfit,
         exitReasonChanged: candidateTrade.exitReason !== controlTrade.exitReason,
+        exitCodeChanged: candidateTrade.exitCode !== controlTrade.exitCode,
         entryTimestampDeltaMs: candidateTrade.entryTimestamp - controlTrade.entryTimestamp,
         exitTimestampDeltaMs: candidateTrade.exitTimestamp - controlTrade.exitTimestamp
       });
@@ -1528,6 +1539,7 @@ var normalizeCompletedTrade = (params) => {
       "totalSlippageCost"
     ),
     exitReason: result.exitReason,
+    ...result.exitCode ? { exitCode: result.exitCode } : {},
     regime: resolveCoreResearchRegime(row)
   };
 };
@@ -1571,7 +1583,7 @@ var aggregatePositionCycles = (trades) => {
     }
     const primary = primaryRows[0];
     if (cycle.some(
-      (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason
+      (trade) => trade.exitTimestamp !== primary.exitTimestamp || trade.exitReason !== primary.exitReason || trade.exitCode !== primary.exitCode
     )) {
       throw new Error(
         `Position cycle ${identity} contains inconsistent final exits`
@@ -1753,7 +1765,7 @@ var buildCurveSvg = (tradesByVariant, cohort, curve) => {
   )}</svg><div class="legend">${series.map((entry) => `<span><i style="background:${entry.color}"></i>${escapeHtml(entry.id)}</span>`).join("")}</div>`;
 };
 var comparisonCards = (comparisons) => comparisons.map(
-  (comparison) => `<article class="card"><h3>${escapeHtml(comparison.candidateId)} vs ${escapeHtml(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format(comparison.matchedIdentityPctOfControl)}%</dd><dt>Matched \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
+  (comparison) => `<article class="card"><h3>${escapeHtml(comparison.candidateId)} vs ${escapeHtml(comparison.controlId)}</h3><p class="verdict ${comparison.selection.passed ? "positive" : "negative"}">${comparison.selection.passed ? "PASS selection" : "REJECT selection"}</p><dl><dt>Matched</dt><dd>${comparison.matched}</dd><dt>Control only</dt><dd>${comparison.controlOnly}</dd><dt>Candidate only</dt><dd>${comparison.candidateOnly}</dd><dt>Identity retained</dt><dd>${format(comparison.matchedIdentityPctOfControl)}%</dd><dt>Exit reason changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitReasonChanged).length}</dd><dt>Exit code changes</dt><dd>${comparison.matchedPairs.filter((pair) => pair.exitCodeChanged).length}</dd><dt>Matched \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.matchedPnlDelta)}</dd><dt>Removed control PnL</dt><dd>${format(comparison.cohorts.ALL.controlOnlyPnl)}</dd><dt>Added candidate PnL</dt><dd>${format(comparison.cohorts.ALL.candidateOnlyPnl)}</dd><dt>Aggregate \u0394PnL</dt><dd>${format(comparison.cohorts.ALL.delta.pnl)}</dd><dt>Aggregate \u0394DD</dt><dd>${format(comparison.cohorts.ALL.delta.realizedMaxDrawdown)}</dd><dt>Bootstrap P(\u0394&gt;0)</dt><dd>${format(comparison.bootstrap.probabilityPositive, 4)}</dd><dt>Holm p</dt><dd>${format(comparison.bootstrap.holmAdjustedPValue, 4)}</dd></dl><p>${comparison.selection.failedRules.length ? escapeHtml(comparison.selection.failedRules.map((rule) => `${rule.scope}.${rule.metric} ${rule.expected}`).join("; ")) : "All preregistered rules passed."}</p></article>`
 ).join("");
 var regimeRows = (variants) => {
   const keys = [
@@ -1767,7 +1779,7 @@ var regimeRows = (variants) => {
   ).join("");
 };
 var traceRows = (variants) => variants.map(
-  (variant) => `<tr><td>${escapeHtml(variant.variant.label)}</td><td>${escapeHtml(variant.reconciliation.status)}</td><td>${escapeHtml(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
+  (variant) => `<tr><td>${escapeHtml(variant.variant.label)}</td><td>${escapeHtml(variant.reconciliation.status)}</td><td>${escapeHtml(JSON.stringify(variant.setupIdentitySources))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.events))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.skipCounts))}</td><td>${escapeHtml(JSON.stringify(variant.traceFunnel.exitCodes))}</td><td>${escapeHtml(variant.latestSignalTimeRegime?.key ?? "n/a")}</td></tr>`
 ).join("");
 var buildCoreResearchHtml = (params) => {
   const { spec, result, tradesByVariant } = params;
@@ -1793,7 +1805,7 @@ var buildCoreResearchHtml = (params) => {
     ([key, value]) => `<span class="${value === "present" ? "positive" : "negative"}">${escapeHtml(key)}: ${value}</span>`
   ).join(
     ""
-  )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort N. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
+  )}</section><h2>ALL equity</h2>${buildCurveSvg(tradesByVariant, "ALL", "equity")}<h2>ALL realized drawdown</h2>${buildCurveSvg(tradesByVariant, "ALL", "drawdown")}<h2>LONG equity</h2>${buildCurveSvg(tradesByVariant, "LONG", "equity")}<h2>LONG realized drawdown</h2>${buildCurveSvg(tradesByVariant, "LONG", "drawdown")}<h2>SHORT equity</h2>${buildCurveSvg(tradesByVariant, "SHORT", "equity")}<h2>SHORT realized drawdown</h2>${buildCurveSvg(tradesByVariant, "SHORT", "drawdown")}<h2>Fixed cohort metrics</h2><p class="muted">Avg PnL/trade = cohort PnL / cohort completed positions. ALL drawdown is aggregate portfolio; LONG/SHORT drawdowns are side-only.</p><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${allRows}</tbody></table></div><h2>Fold and monthly robustness</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Window</th><th>Cohort</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>WR</th><th>Realized DD</th><th>Cad/day</th><th>Avg win</th><th>Avg loss</th><th>Payoff</th><th>Median</th><th>P05</th><th>P95</th><th>Median hold h</th><th>Max loss streak</th></tr></thead><tbody>${robustnessRows}</tbody></table></div><h2>Cost stress</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Extra round-trip bps</th><th>N</th><th>PnL</th><th>Avg PnL/trade</th><th>PF</th><th>Realized DD</th></tr></thead><tbody>${costRows}</tbody></table></div><h2>Signal-time market regimes</h2><div class="scroll"><table><thead><tr><th>Trend | Volatility | Breadth | Derivatives</th><th>Variant</th><th>N</th><th>PnL</th><th>PF</th><th>WR</th></tr></thead><tbody>${regimeRows(result.variants)}</tbody></table></div><h2>Trace funnel and reconciliation</h2><div class="scroll"><table><thead><tr><th>Variant</th><th>Reconcile</th><th>Setup identity source</th><th>Events</th><th>Top skips</th><th>Exit codes</th><th>Latest signal-time regime</th></tr></thead><tbody>${traceRows(result.variants)}</tbody></table></div><h2>Multiple testing / overfitting</h2><pre>${escapeHtml(JSON.stringify({ multipleTesting: result.multipleTesting, overfittingDiagnostics: result.overfittingDiagnostics }, null, 2))}</pre><h2>Lineage</h2><pre>${escapeHtml(JSON.stringify({ stage: spec.stage, universeSha256: spec.universe.sha256, lineage: spec.lineage ?? null, artifactHashes: result.artifactHashes }, null, 2))}</pre></main></body></html>`;
 };
 
 // src/lib/backtest/checkpoint.ts
@@ -2099,8 +2111,9 @@ var applyCoreResearchRobustnessGuardrails = (params) => {
 var import_promises3 = __toESM(require("fs/promises"));
 var import_node_path4 = __toESM(require("path"));
 var summarizeCoreResearchTrace = async (filePaths = []) => {
-  const events = {};
-  const skipCounts = {};
+  const events = /* @__PURE__ */ Object.create(null);
+  const skipCounts = /* @__PURE__ */ Object.create(null);
+  const exitCodes = /* @__PURE__ */ Object.create(null);
   for (const inputPath of filePaths) {
     const filePath = import_node_path4.default.resolve(inputPath);
     const text = await import_promises3.default.readFile(filePath, "utf8");
@@ -2120,6 +2133,9 @@ var summarizeCoreResearchTrace = async (filePaths = []) => {
           skipCounts[reason] = (skipCounts[reason] ?? 0) + count;
         }
       }
+      if (event.event === "position_exited" && event.exitCode) {
+        exitCodes[event.exitCode] = (exitCodes[event.exitCode] ?? 0) + 1;
+      }
     }
   }
   return {
@@ -2128,6 +2144,11 @@ var summarizeCoreResearchTrace = async (filePaths = []) => {
       Object.entries(skipCounts).sort(
         ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
       )
+    ),
+    exitCodes: Object.fromEntries(
+      Object.entries(exitCodes).sort(
+        ([leftKey, leftValue], [rightKey, rightValue]) => rightValue - leftValue || (leftKey < rightKey ? -1 : leftKey > rightKey ? 1 : 0)
+      )
     )
   };
 };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/cli",
-  "version": "3.1.29-beta.266",
+  "version": "3.1.29-beta.269",
   "description": "Official CLI for the TradeJS TypeScript framework: infra setup, backtests, signals, bots, and ML workflows.",
   "keywords": [
     "tradejs",
@@ -37,13 +37,13 @@
     "tradejs": "dist/cli.js"
   },
   "dependencies": {
-    "@tradejs/connectors": "^3.1.29-beta.266",
-    "@tradejs/core": "^3.1.29-beta.266",
-    "@tradejs/indicators": "^3.1.29-beta.266",
-    "@tradejs/infra": "^3.1.29-beta.266",
-    "@tradejs/node": "^3.1.29-beta.266",
+    "@tradejs/connectors": "^3.1.29-beta.269",
+    "@tradejs/core": "^3.1.29-beta.269",
+    "@tradejs/indicators": "^3.1.29-beta.269",
+    "@tradejs/infra": "^3.1.29-beta.269",
+    "@tradejs/node": "^3.1.29-beta.269",
     "@tradejs/strategy-kit": "3.0.6",
-    "@tradejs/types": "^3.1.29-beta.266",
+    "@tradejs/types": "^3.1.29-beta.269",
     "args": "^5.0.3",
     "bcryptjs": "^2.4.3",
     "chalk": "4.1.2",