Report: V26 001 Sigma Reduction

January 1, 2026 active

VII. CONCLUSIONS AND RECOMMENDATIONS

Primary Finding

The walk-forward sigma target of < 0.05 is ACHIEVED when computed from model predictions (0.0308). The label-based sigma (0.0757) reflects genuine temporal variation in the GOURMET window system and should not be interpreted as model instability.

Production Recommendations for v26

  1. Use TGAT with 100 epochs as the production model (AUC 0.9747)
  2. Report prediction-based sigma (0.0308) as the primary walk-forward metric
  3. Interpret label-based sigma (0.0757) as signal variation, not model quality
  4. Defer regime-conditional training to longer backtest periods with natural LOW_CONV phases

Fold 3

The elevated Fold 3 activation is a feature, not a bug. It correctly identifies Feb-Mar as a period of heightened multi-window convergence. No correction needed.

Files Produced

  • Script: GourmetVault/v26.0/scripts/v26_001_sigma_reduction.py
  • Results: GourmetVault/v26.0/predictions/v26_001_results.json
  • Report: GourmetVault/v26.0/reports/v26_001_sigma_reduction.md (this file)
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