Champion vs Challenger Lab
Isolated Shadow Testing • 8 Hard Promotion Gates • Rollback Auditing • Anti-Overfitting Safeguards
CHAMPION: v0.9.3
Champion Strategy: Strict VWAP alignment, 0.70 consensus gate, 1.8x RVOL filter, 1.5R trailing stop.
Theta Risk Weight:0.12
Consensus Threshold:0.75
Max Acceptable Spread:0.60%
Min RVOL Filter:1.8x
Min Reward/Risk:1.5:1
CHALLENGER: v0.9.4-alpha
Challenger Alpha: Autopsy hypothesis F13 theta mitigation: Increased Theta Risk weight to 0.20, tightened max spread to 0.5%, elevated consensus threshold to 0.78.
Theta Risk Weight:0.2 (+0.08)
Consensus Threshold:0.78 (+0.03)
Max Acceptable Spread:0.50% (Tightened)
Min RVOL Filter:1.9x
Min Reward/Risk:1.6:1
Challenger Promotion Scorecard
All 8 validation gates must pass without breach before production promotion
| Gate | Policy Requirement | Champion Metric | Challenger Metric | Status |
|---|---|---|---|---|
| Net Expectancy | Must improve or stay within tolerance (+₹15.00 minimum) | ₹219.76 / trade | ₹248.30 / trade (+13.0%) | PASS |
| Maximum Drawdown | Must not exceed configured 5.5% deterioration limit | 4.8% peak DD | 4.1% peak DD (-0.7%) | PASS |
| Profit Factor | Must be >= 1.60 minimum threshold | 1.61 | 1.74 | PASS |
| Out-of-Sample Holdout | Required positive net expectancy on unseen holdout partition | +₹8,400 | +₹11,250 (+33.9%) | PASS |
| Regime Robustness | No hidden collapse in trending, range-bound, or volatile regimes | Pass (3/3 regimes) | Pass (3/3 regimes) | PASS |
| Sample Size | Minimum 50 historical replay trades and 15 live shadow trades | 84 trades | 68 replay + 18 shadow trades | PASS |
| Shadow Portfolio Validation | Live parallel shadow portfolio must outperform or match Champion | +₹4,120 in shadow period | +₹5,380 in shadow period | PASS |
| Operational Health | No increase in execution latency, missed fills, or data errors | 100% clean | 100% clean | PASS |