{
  "experiment_id": "btc-4h-existing-candidate-diagnostic-20260930",
  "kind": "retrospective diagnostic of previously observed accounts, not new holdout",
  "source_run": "research_runs/btc-intraday-followup-20260924",
  "venues": ["binance", "gate"],
  "rules": ["vol_long", "trend_20_80", "breakout_55_20"],
  "cost_bps_per_side": 15,
  "additional_execution_delay_hours": 1,
  "expected_accounts": 6,
  "baseline": "Existing always-long perpetual with identical causal volatility sizing budget; realized volatility/exposure need not match.",
  "concentration": "Remove top 1 and top 3 positive absolute net episode P&L contributions from original initial-capital P&L. This is NOT a counterfactual replay, achievable return or recomputed drawdown; future position sizes remain those of the original account.",
  "paired_diagnostic": "Annualized arithmetic mean of daily strategy return minus daily always-long baseline return, with synchronized circular moving-block bootstrap. Not CAGR, alpha or risk-matched superiority.",
  "bootstrap": {"block_days": 30, "draws": 2000, "seed": 20260930, "interval_percentiles": [2.5, 97.5]},
  "annual": "Original continuous-account calendar-year slices; no resetting or selection of winning years.",
  "execution_gaps": ["Funding mark proxies counted, not replaced by exact historical marks", "Margin stress ratio is not exchange-specific liquidation or ADL simulation", "Fractional sizing and assumed fills do not verify personal fees, historical order rules, liquidity or outages"],
  "live_orders": false,
  "paper_activation": false
}