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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)