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fidc-backtest-engine/docs/evidence/duplicate-rolling-lookback-rejection-20260905.json

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{
"schemaVersion": "fidc-duplicate-rolling-lookback-rejection/v1",
"measuredAt": "2026-09-05T01:05:00+08:00",
"host": "192.168.31.177",
"candidateCommits": [
"1f02e78b2400c73c5f05351b0beff16d6c724e2a",
"e469b0ddf4aa3bb9fe69b785b51ce6c7cf960b90"
],
"revertCommit": "5b2a03d416a7bd709680a1adf52013e3eadc199a",
"candidate": {
"description": "reuse equal lookback values only inside one AdjustedCloseSeries moving_averages_at_end call",
"validComponentBenchmark": {
"samples": 6,
"iterationsPerSample": 3000000,
"lookbacks": [1, 2, 3, 1, 2, 3, 1],
"repeatedSeconds": 1.40643611,
"reusedSeconds": 0.853281932,
"speedup": 1.6482666012902287,
"checksum": 1458000000.0
},
"hardwareCounters": {
"runId": "btr_1788541184367_2862338_11",
"engineSeconds": 8.423,
"taskClockMilliseconds": 9030.56,
"cycles": 22931608591,
"instructions": 28199702874,
"branches": 5010114942,
"branchMisses": 23586244,
"cacheReferences": 268428800,
"cacheMisses": 146632717
}
},
"restoredBaseline": {
"warmupRunId": "btr_1788541416661_2890172_0",
"warmupEngineSeconds": 5.581,
"hardwareCounters": {
"runId": "btr_1788541455567_2890172_1",
"engineSeconds": 6.078,
"taskClockMilliseconds": 6643.43,
"cycles": 16773013609,
"instructions": 28218847364,
"branches": 5024236708,
"branchMisses": 23209586,
"cacheReferences": 266316407,
"cacheMisses": 81226408
},
"runnerBinarySha256": "188269bf0c2ee65d6c11ed37ddddfdaf86695941e8123f69f950054bea39796e"
},
"comparison": {
"candidateInstructionReductionPercent": 0.06784229696471904,
"candidateBranchReductionPercent": 0.2810720756590066,
"materialSystemImprovementProven": false,
"wallTimeComparable": false,
"reason": "host-wide thermal and external workload changes produced materially different cache-miss and clock conditions; the instruction reduction itself is below one tenth of one percent"
},
"businessContract": {
"startDate": "2021-08-23",
"endDate": "2026-08-28",
"frequency": "1d",
"matchingType": "next_bar_open",
"totalReturn": 0.9219861819172002,
"tradeCount": 26088,
"canonicalSha256": "b42fea66237d06eadb24f6b8c9e2760e7319fe3699f315b99e01f433ef2aa234",
"resultStoreSha256": "92343fb369fea68b2544b654151c5c43a935940580b14afbe8eefb3844f72a54",
"allRunsConsistent": true
},
"remoteArtifacts": [
"/srv/fidc/canonical/run/fidc-private/evidence/duplicate-lookback-20260905.json",
"/srv/fidc/canonical/run/fidc-private/evidence/duplicate-lookback-low-contention-20260905.json",
"/srv/fidc/canonical/run/fidc-private/evidence/duplicate-lookback-perf-stat-candidate-20260905/perf-stat.csv",
"/srv/fidc/canonical/run/fidc-private/evidence/duplicate-lookback-perf-stat-baseline-20260905/perf-stat.csv"
],
"decision": {
"status": "rejected_and_removed",
"reason": "the valid microbenchmark improves, but the real five-year workload saves only about 0.068 percent instructions and provides no measurable system-level benefit",
"productionEngineCommit": "5b2a03d416a7bd709680a1adf52013e3eadc199a"
}
}