Sentinel Research
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23 lines
1.3 KiB
TeX
23 lines
1.3 KiB
TeX
\section{Experimental Setup}
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\label{sec:experimental-setup}
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% TODO content notes:
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% - Enumerate the 5 experiments (full spec lives in experiments/README.md,
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% this section is the paper-facing summary):
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% 1. Baseline replication: run K12 golden hyperparameters on real BTCUSDT
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% 1m data, buggy backtester, reproduce Sharpe 14.49.
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% 2. Honest replication: same hyperparameters, same data, time_machine.py
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% (bar-by-bar, no lookahead), reproduce Sharpe -0.25.
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% 3. Noise harness on buggy backtester: same hyperparameters, >=30 GBM
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% seeds, buggy backtester. Expect systematically positive Sharpe.
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% 4. Noise harness on honest backtester: same setup, time_machine.py.
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% Expect Sharpe distribution centered at 0.
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% 5. Sensitivity check: vary the lookahead window size synthetically
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% (1-bar through N-bar leak) to show Sharpe scales with leak size, not
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% coincidence.
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% - State software/hardware environment: pinned in env/requirements.txt,
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% env/python_version.txt, env/os_info.txt under audit/input/ (forensic)
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% and experiments/requirements.txt (reproduction environment going
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% forward, which may differ in version but not in semantics).
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% - State exactly which files are authoritative for each experiment number
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% once experiments/0N_*.py scripts exist.
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