{
  "title": "Active pre-registered design and explicitly separated amendments",
  "initial_plan_commit": "7a80a14",
  "initial_plan_commit_author_time": "2026-09-28T23:40:40-07:00",
  "provenance": "The preserved initial plan commit precedes the recorded experiment. These are repository and run-record timestamps, not independent external timestamp attestation. The original object was superseded before Monte Carlo by the dated amendments below.",
  "active_design": {
    "software": "Jesse 3.2.3",
    "market": "SPY substituted for AAPL; own instrument test, source strategy not tested",
    "windows": {
      "IS": "2003-09-10 to 2014-12-31 (eleven years)",
      "2Y": "2013-01-01 to 2014-12-31 (two years)"
    },
    "later_window_requested": "2015-01-01 to 2026-06-22",
    "grid": {
      "seeds": [
        0,
        1,
        2,
        3,
        4,
        5,
        6,
        7,
        8,
        9,
        10,
        11,
        12,
        13,
        14,
        15,
        16,
        17,
        18,
        19,
        20,
        21,
        22,
        23,
        24,
        25,
        26,
        27,
        28,
        29,
        30,
        31,
        32,
        33,
        34,
        35,
        36,
        37,
        38,
        39,
        40,
        41,
        42,
        43,
        44,
        45,
        46,
        47,
        48,
        49,
        50,
        51,
        52,
        53,
        54,
        55,
        56,
        57,
        58,
        59,
        60,
        61,
        62,
        63,
        64,
        65,
        66,
        67,
        68,
        69,
        70,
        71,
        72,
        73,
        74,
        75,
        76,
        77,
        78,
        79,
        80,
        81,
        82,
        83,
        84,
        85,
        86,
        87,
        88,
        89,
        90,
        91,
        92,
        93,
        94,
        95,
        96,
        97,
        98,
        99,
        100,
        101,
        102,
        103,
        104,
        105,
        106,
        107,
        108,
        109,
        110,
        111,
        112,
        113,
        114,
        115,
        116,
        117,
        118,
        119,
        120,
        121,
        122,
        123,
        124,
        125,
        126,
        127
      ],
      "entry_rates": [
        0.02,
        0.04,
        0.06,
        0.1
      ],
      "stop_ATR": [
        1.0,
        1.5,
        2.0,
        2.5
      ],
      "configurations_per_window": 2048
    },
    "risk_fraction": 0.02,
    "target_R": 3.8,
    "ATR_period": 14,
    "fee": 0,
    "direction": "long only",
    "execution": "Jesse entry at the signal hour close; unbounded notional represented with futures/cross leverage 100, balance 10000; this is a simulation, not an ETF financing model",
    "pipeline": "MovingBlockBootstrapCandlesPipeline",
    "batch_rows": 10080,
    "seed_base": 20260929,
    "winner_scenarios": 200,
    "control_scenarios": 50,
    "cores": 6,
    "class_rule": "z=(original Sharpe-median)/(95th percentile-median); CLEARS z<0.5; GREY 0.5<=z<1; FLAGS z>=1; VOID if upper<=median",
    "sources": {
      "strategy": "i05j_strategy.py: RISK_F, R_MULT, ATR_N, go_long, on_open_position",
      "execution": "run_arm.py: cfg; PREREG Amendment 3",
      "settings": "results/arm_T.json: batch_size, seed_base, N_requested, cores; arm_F.json: N_requested",
      "grid": "results/jesse_search_IS.jsonl and jesse_search_2Y.jsonl: seed,p,k; jesse_search_winner_IS.json: n_cells"
    }
  },
  "predictions": [
    {
      "id": "P01",
      "plan_clause": "T FLAGS, with subjective FLAG/GREY/CLEAR odds; P:43",
      "observation": "R/arm_T.json:30-36 = CLEARS, z 0.422: prediction falsified",
      "consequence": "Apply prewritten ending A; odds do not move bar (P:51)",
      "status_basis": "Original inventory with current findings M1 dispositions applied below; source result citations retained."
    },
    {
      "id": "P02",
      "plan_clause": "F flags, P:53",
      "observation": "R/arm_F.json:31 and R/arm_F_exact.json:31 = FLAGS",
      "consequence": "A CLEAR on T can be interpreted if other gates hold",
      "status_basis": "Original inventory with current findings M1 dispositions applied below; source result citations retained."
    },
    {
      "id": "P03",
      "plan_clause": "C has 0-2 flags of 10, P:53",
      "observation": "R/arm_C00.json:31 through R/arm_C09.json:31: 0 of 10 FLAGS",
      "consequence": "C is specific; at 3 or more, T FLAG/GREY loses fold interpretation",
      "status_basis": "Original inventory with current findings M1 dispositions applied below; source result citations retained."
    },
    {
      "id": "P04",
      "plan_clause": "F_m class equals T, P:53",
      "observation": "R/arm_Fm.json:31 and R/arm_T.json:31 both CLEARS",
      "consequence": "Strength of A's final sentence set by F_m",
      "status_basis": "Original inventory with current findings M1 dispositions applied below; source result citations retained."
    },
    {
      "id": "P05",
      "plan_clause": "T2 class equals T, P:53",
      "observation": "R/arm_T2.json:31 FLAGS versus R/arm_T.json:31 CLEARS: falsified in the 1 of 1 planned window comparison",
      "consequence": "Report both and name window; primary still T (P:122)",
      "status_basis": "Original inventory with current findings M1 dispositions applied below; source result citations retained."
    }
  ],
  "amendments": [
    {
      "date": "2026-09-29T06:42:58Z",
      "change": "Plan approved; cores changed to six; seeds and decision thresholds unchanged."
    },
    {
      "date": "2026-09-29T06:59:46Z",
      "change": "Cleaning adopted after a diagnostic had shown its winner; NOT pre-registered before that diagnostic. Added bad-open rule before the final cleaned search. Dirty object excluded."
    },
    {
      "date": "2026-09-29T07:06:07Z",
      "change": "After port parity failed, select both windows inside Jesse. Determinism replaces cross-engine parity; all candidate/control schedules re-derived."
    }
  ],
  "later_work": [
    {
      "item": "F_exact",
      "class": "corrective literal-rule rerun, not a separately pre-registered arm",
      "source": "results/f_exact.json and arm_F_exact.json"
    },
    {
      "item": "dropped-path diagnosis and bounds",
      "class": "diagnostic after results, not pre-registered causal experiments",
      "source": "results/failed_scenarios_diag.json and dropped_bound.json"
    }
  ],
  "conditional_Fm": "Pre-registered conditional arm, executed after T did not flag; preset steps overshot the target, so this is a larger tested dose, not exact matching.",
  "source_hashes": {
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    "RESULTS.md": "cb40c2f1376fd26c827396f71111f810c0c4dee2bb75c2b8983fb2727081600c",
    "clean_spy.py": "8a2b9f75d5d7cefaac31777b22f657f41010a8ca59a24af1b95b82b6d0807e6b",
    "schedules_manifest.json": "6d4b90ed7396cc1445ee9f7c630a60e6429f3155d17eb8bb6e3fe38328b17632",
    "oos_jesse.json": "9cc27827ac332fc759fdd62438262f9b6498d654131687a178c4b216774d9a40",
    "f_exact.json": "8860359ec1cc878cf15ce9c407877d9537ccf1eca4f2f705d4895a84799abdff",
    "fm_build3.log": "72dea1aea9f625375293b4962d54025e8a33bac283da65babaea6209d2ecc29b",
    "i05j_ground_truth.md": "bc778fe3c8d90d6d9f9e323ee7613388b401483ea0fffc1736e74c8710a1734c",
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    "CLAUSE_TABLE_v1.md": "b9d9572117652f1efdd19fc0b6355612881e5190b76a505024d423c6b10747dd",
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    "jesse_search_2Y.jsonl": "c499820a4cd6b1b5ab6e49bb3a9ee60017a84464093012c62c7c63629a115c66",
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  }
}