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spec: update success criteria — val/OOS gap < 15% as primary target

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Primary goal: val/OOS Sharpe gap < 15%. If val_Sharpe drops to 25
post-generalization, OOS should be > 21. If val drops to 15, OOS > 13.
OOS Sharpe > 10 sustained as secondary target.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-04-15 20:40:44 +02:00
parent 5b3183504f
commit 29876469f0
1 changed files with 3 additions and 2 deletions
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docs/superpowers/specs/2026-04-15-oos-generalization-enhancement-design.md
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@@ -307,9 +307,10 @@ All 10 components deploy together as a single release.
| Metric | Current | Target |
|--------|---------|--------|
| OOS Sharpe (min across windows) | ~0 | > 5.0 sustained |
| **val/OOS Sharpe gap** | **val=45, OOS≈0 (∞ gap)** | **< 15% gap** |
| OOS Sharpe (min across windows) | ~0 | > 10.0 sustained |
| val_Sharpe (post-generalization) | 45 (overfitted) | 15-25 (genuine edge) |
| Training Sharpe stability | -1.2 to +0.9 | > 1.0 sustained |
| val/OOS gap | val=45, OOS≈0 | gap < 2× |
| Active features (w_s1 non-zero columns) | 42/42 | < 20/42 |
| Branch correlation (max pairwise cos_sim) | unmeasured | < 0.1 |
| Atom utilization | 20-68% | > 70% |