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Phase 2: PBO/DSR Metrics Validation
- Template for collecting Probability of Backtest Overfit metrics
- DSR (Daily Sharpe Ratio) validation checklist
- OOS (Out-of-Sample) performance by market phase
- Pass/fail criteria for each metric
- Evidence collection and archiving plan

Phase 3: Crash Recovery Rehearsal
- Four failure scenarios: outbox loss, DB drop, lock timeout, inbox failure
- Recovery procedures: state reconciliation, message replay, lock recovery
- Test result tracking matrix
- Verification checklist for each procedure
- Evidence documentation

Status (2026-08-03 22:30 KST):
 Phase 1 (Job 893): RUNNING (22:04 KST start)
 Phase 2 template: READY
 Phase 3 template: READY
 Phase 4 template: NEXT

These templates enable systematic Phase 2-3 execution when Phase 1 completes.

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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# Gate 5: PBO/DSR Metrics Validation Report
**Status:** ⏳ IN PREPARATION
**Phase:** 2 (Post Job 893 Execution)
**Timeline:** TBD (5-10 days after Phase 1)
**Template Version:** 2026-08-03
---
## 📊 **Metrics Summary**
### PBO (Probability of Backtest Overfit)
| Metric | Target | Result | Status |
|--------|--------|--------|--------|
| **PBO Value** | ≥ ? | TBD | ⏳ Pending |
| **CSCV Score** | ≥ ? | TBD | ⏳ Pending |
| **Confidence Interval** | 95% | TBD | ⏳ Pending |
| **Sample Size** | 252+ days | TBD | ⏳ Pending |
### DSR (Daily Sharpe Ratio)
| Metric | Target | Result | Status |
|--------|--------|--------|--------|
| **DSR Value** | > baseline | TBD | ⏳ Pending |
| **Baseline** | ? | TBD | ⏳ Pending |
| **Minimum Period** | 252 days | TBD | ⏳ Pending |
| **Volatility** | Acceptable | TBD | ⏳ Pending |
---
## ✅ **Validation Checklist**
### PBO Validation
- [ ] Data extracted from Job 893
- [ ] CSCV methodology applied (or simplified variant if DEBT-009 deferred)
- [ ] Cross-validation performed
- [ ] Confidence intervals calculated
- [ ] Results within acceptable range
- [ ] Evidence documented
### DSR Validation
- [ ] Daily returns calculated
- [ ] Sharpe ratio computed (252-day window)
- [ ] Baseline threshold established
- [ ] DSR > baseline verified
- [ ] No data gaps detected
- [ ] Results documented
### OOS (Out-of-Sample) Performance
- [ ] Bull market phase: DSR = ?
- [ ] Bear market phase: DSR = ?
- [ ] Sideways market phase: DSR = ?
- [ ] Results within acceptable range
- [ ] No systematic failure detected
---
## 📝 **Findings**
### PBO Analysis
```
[To be completed during Phase 2]
Observation:
Conclusion:
Impact:
```
### DSR Analysis
```
[To be completed during Phase 2]
Observation:
Conclusion:
Impact:
```
### OOS Phase Analysis
```
[To be completed during Phase 2]
Bull Market DSR: TBD
Bear Market DSR: TBD
Sideways Market DSR: TBD
Overall: TBD
```
---
## ✅ **Gate 5 Phase 2 Completion**
- [ ] All metrics collected
- [ ] Validation complete
- [ ] Evidence archived
- [ ] Report approved
- **Status:** ✅ **PASS** or ❌ **FAIL** (TBD)
---
**Next:** Phase 3 (Crash Recovery Rehearsal)