{ "schema_version": "1.0", "generated_at": "2026-09-30T11:47:11+07:00", "status": "FAIL", "data_lineage": { "snapshot": "trend_break_history/YYYY-MM-DD.json", "outcome": "trend_break_outcomes.json (TradingView D+1/D+3)", "discovery": "trend_break_backtest.json (Yahoo daily OHLC)", "dataset": "trend_break_learning_dataset.json" }, "integrity": { "status": "FAIL", "files": 2, "errors": 3, "warnings": 0, "issues": [ { "severity": "ERROR", "date": "2026-09-07", "code": "ARCHIVE_HASH" }, { "severity": "ERROR", "date": "2026-09-07", "timestamp": "2026-09-07T20:23:49+07:00", "code": "SNAPSHOT_HASH" }, { "severity": "ERROR", "date": "2026-09-07", "timestamp": "2026-09-07T20:31:45+07:00", "code": "SNAPSHOT_HASH" } ] }, "dataset": { "forward_records": 11, "forward_live_records": 2, "forward_d1_labeled_records": 0, "forward_d3_labeled_records": 0, "forward_live_pending_records": 2, "forward_live_dates": 1, "outcome_duplicate_count": 0, "d1_outcome_coverage_pct": 0.0 }, "overall": { "discovery_backtest": { "samples": 140, "days": 63, "wins": 38, "losses": 102, "winrate_pct": 27.1, "net_winrate_pct": 27.1, "avg_outcome_pct": 0.5542, "net_expectancy_pct": 0.2542, "wilson_low_pct": 20.5 }, "forward_out_of_sample": { "samples": 0, "days": 0, "wins": 0, "losses": 0, "winrate_pct": null, "net_winrate_pct": null, "avg_outcome_pct": null, "net_expectancy_pct": null, "wilson_low_pct": null } }, "feature_quality": { "eligible_live_records": 2, "required_feature_count": 26, "complete_live_records": 2, "complete_live_pct": 100.0, "coverage_pct_by_feature": { "rsi_1d": 100.0, "adx_1d": 100.0, "di_spread_1d": 100.0, "atr_pct_1d": 100.0, "vwap_distance_pct": 100.0, "macd_gap_pct": 100.0, "sma20_distance_pct": 100.0, "sma50_distance_pct": 100.0, "perf_week_pct": 100.0, "perf_month_pct": 100.0, "perf_3m_pct": 100.0, "break_margin_pct": 100.0, "dist_sma50_pct": 100.0, "close_position_pct": 100.0, "body_to_range_pct": 100.0, "upper_wick_pct": 100.0, "volume_ratio_daily": 100.0, "volume_ratio_intraday": 100.0, "value_traded": 100.0, "prior_downtrend": 100.0, "downtrend_proxy": 100.0, "signal_class": 100.0, "ihsg_change_pct": 100.0, "ihsg_rsi_1d": 100.0, "ihsg_adx_1d": 100.0, "ihsg_regime": 100.0 }, "missing_features": [] }, "recipes": [ { "id": "confirm_pilot", "label": "CONFIRM daily", "stage": "PILOT", "discovery_backtest": { "samples": 68, "days": 41, "wins": 24, "losses": 44, "winrate_pct": 35.3, "net_winrate_pct": 35.3, "avg_outcome_pct": 1.639, "net_expectancy_pct": 1.339, "wilson_low_pct": 25.0 }, "forward_out_of_sample": { "samples": 0, "days": 0, "wins": 0, "losses": 0, "winrate_pct": null, "net_winrate_pct": null, "avg_outcome_pct": null, "net_expectancy_pct": null, "wilson_low_pct": null }, "promotion_gate": { "eligible": false, "checks": { "samples": false, "days": false, "winrate": false, "net_expectancy": false, "wilson_low": false }, "requirements": { "minimum_samples": 30, "minimum_days": 15, "minimum_winrate_pct": 55.0, "minimum_net_expectancy_pct": 0.3, "minimum_wilson_low_pct": 40.0 } } }, { "id": "quality_reset", "label": "Confirm + trend reset quality", "stage": "PILOT", "discovery_backtest": { "samples": 0, "days": 0, "wins": 0, "losses": 0, "winrate_pct": null, "net_winrate_pct": null, "avg_outcome_pct": null, "net_expectancy_pct": null, "wilson_low_pct": null }, "forward_out_of_sample": { "samples": 0, "days": 0, "wins": 0, "losses": 0, "winrate_pct": null, "net_winrate_pct": null, "avg_outcome_pct": null, "net_expectancy_pct": null, "wilson_low_pct": null }, "promotion_gate": { "eligible": false, "checks": { "samples": false, "days": false, "winrate": false, "net_expectancy": false, "wilson_low": false }, "requirements": { "minimum_samples": 30, "minimum_days": 15, "minimum_winrate_pct": 60.0, "minimum_net_expectancy_pct": 0.3, "minimum_wilson_low_pct": 45.0 } } }, { "id": "high_wr_lab", "label": "High-WR pre-registered confluence", "stage": "LAB", "discovery_backtest": { "samples": 0, "days": 0, "wins": 0, "losses": 0, "winrate_pct": null, "net_winrate_pct": null, "avg_outcome_pct": null, "net_expectancy_pct": null, "wilson_low_pct": null }, "forward_out_of_sample": { "samples": 0, "days": 0, "wins": 0, "losses": 0, "winrate_pct": null, "net_winrate_pct": null, "avg_outcome_pct": null, "net_expectancy_pct": null, "wilson_low_pct": null }, "promotion_gate": { "eligible": false, "checks": { "samples": false, "days": false, "winrate": false, "net_expectancy": false, "wilson_low": false }, "requirements": { "minimum_samples": 30, "minimum_days": 15, "minimum_winrate_pct": 85.0, "minimum_net_expectancy_pct": 0.3, "minimum_wilson_low_pct": 65.0 } } } ], "learning_readiness": { "status": "COLLECTING", "ready": false, "eligible_recipes": [], "message": "Belum ada recipe yang lolos; kumpulkan snapshot LIVE dan outcome D+1." }, "leakage_guards": [ "Satu unit learning per ticker per tanggal.", "Fitur dibekukan pada snapshot LIVE pertama.", "PREMARKET/BREAK/CLOSED tidak masuk promotion gate.", "Outcome D+1/D+3 berasal dari sesi setelah tanggal deteksi.", "Backtest hanya discovery; kelulusan wajib forward out-of-sample.", "High-WR lab menuntut WR >=85%, bukan memaksakan angka 85%." ], "warning": "Trend Break adalah screening daily. Win rate tidak mengubah kandidat menjadi SIAP ENTRY tanpa PA 1D/1H/15m dan trigger candle 5m valid." }