SniperGold_ML/docs/P3_S21_R_RETROSPECTIVE_SILENT_BUG_VERIFICATION.md

# P3-S21.R — RETROSPECTIVE SILENT-BUG VERIFICATION REPORT

```text
Date       : 2026-08-25
Session    : P3-S21.R — RETROSPECTIVE SILENT-BUG VERIFICATION
Status     : COMPLETE (verification only)
Policy     : docs/CODE_VERIFICATION_AND_SILENT_BUG_POLICY_v1.md
Result     : NO SILENT BUG FOUND. P3-S20 REMAINS USABLE. P3-S21.2 REMAINS USABLE.
Scope      : VERIFICATION ONLY. NO experiment, NO corrective phase started.
Hard stop  : no P3-S21.3, no corrective experiment (see section V / final statement).
```

---

## A. Latest SESSION_HANDOVER used

```text
docs/SESSION_HANDOVER_2026-08-25_P3_S21_2_CALIBRATION_DIAGNOSTICS.md
  (newest authoritative handover; git ancestry on main; read COMPLETELY first).
Predecessor chain read (continuity): S21.1 -> S20 -> S19 -> S18 -> S17R2 -> S16
  (handovers/reports and relevant implementation/test files as required).
```

## B. Starting Git SHA

```text
da54c9b399eab92f696cbc38d4b4e5d52a764c13   (P3-S21.2 formal close)
  verified local==origin==HEAD, branch main, working tree CLEAN at start,
  no stash, no untracked files, origin=forge.mql5.io/chiki2bum2/SniperGold_ML.git.
```

## C. Final Git SHA

```text
428668d7718a8ac19cae2b8b51dd5de412f7d2de
```

## D. Repository state

```text
main, working tree CLEAN, local == origin/main at close.
Historical substantive artifacts (.py / .csv / .json / .md / MQL5) all byte-
untouched (git diff empty; only the new policy + this report + handover added).
```

## E. Policy version used

```text
docs/CODE_VERIFICATION_AND_SILENT_BUG_POLICY_v1.md (created first in this
session, per the mandate: policy before auditing). 15 sections covering
contract-first verification, independent oracles, boundary / temporal /
leakage / metamorphic / mutation testing, evidence grades, retrospective and
governance rules, and a prohibition on silently modifying historical artifacts.
```

## F. Historical phases audited

```text
Priority audit : P3-S20 (highest priority; downstream S21.1/S21.2 depend on it).
Second audit   : P3-S21.2 (calibration).
Dependency only: P3-S19 / P3-S18 / P3-S16 (traced, NOT re-executed; see N).
P3-S17R2 (parity) : treated as high-confidence; NOT rebuilt; parity artifacts
                    preserved (see Phase 6 below).
```

## G. Verification methods used

```text
1. Independent dataset accounting (row-by-row recount of 686 / 594 / 92 / 571 /
  167 / 404 / 18 / 5, duplicate setup_id and (bar,setup) checks).
2. Independent chronological + index-order reconstruction.
3. Independent purge-gap computation (OOS_first - train_last per fold) and a
   synthetic boundary fixture for the gap>=H gate.
4. Independent model reconstruction per fold with train-only StandardScaler
   and the frozen LogisticRegression config.
5. Independent metric oracles (manual rank/tie AUC, manual PR-AUC, manual
   log-loss, manual Brier) on committed predictions and on fresh refits.
6. Structural code inspection of walk_forward.py / prepare_dataset.py /
   p3_s21_2_calibration.py for scaler / model / calibration / OOS isolation.
7. Mutation tests on disposable copies (see I).
```
All implemented in a disposable scratch suite (never committed, never writing
to the project output directory).

## H. Independent oracle / reference methods

```text
- manual_roc_auc  : rank / Mann-Whitney-U, tie-averaged (independent of sklearn).
- manual_pr_auc   : ranked precision-recall trapezoid.
- manual_log_loss : manual binary cross-entropy (clipped).
- manual_brier    : manual mean squared error on probability.
- manual refit of the P3-S20 fold logistic and of the per-fold sigmoid (Platt)
  calibrator, compared to committed parameters and probabilities.
```

## I. Mutation tests performed (all DETECTED -> coverage sufficient)

| Fault injected (disposable copy)                 | Signal                       | Detected |
|--------------------------------------------------|------------------------------|----------|
| purge boundary shifted by -1 (synthetic, H-1)    | boundary=False               | YES      |
| one future observation into an earlier train set | preds differ 1.39e-02        | YES      |
| scaler fit globally (train+OOS)                  | preds differ 1.06e-02        | YES      |
| shuffle temporal order                           | chronological check fails    | YES      |
| OOS leaked into model fit (fold1 train+OOS)      | preds differ 6.39e-02        | YES      |
| feature rows shifted by one bar                  | preds differ 4.27e-01        | YES      |
| calibrator fitted on OOS (S21.2)                 | probs differ 1.84e-01        | YES      |
| row-order / probability-alignment mismatch       | probs differ (perm)          | YES      |

No intentionally broken code was committed to the project.

## J. Metamorphic / boundary tests performed

```text
- structural redundancies reproduced (h4==m30==direction; dist==offset-0.5;
  choch_latency==sweep_age-choch_age; zone_type constant) - consistent with
  recorded S21.1 findings (not bugs).
- synthetic purge boundary fixture: gap==16 ACCEPTED, gap==15 REJECTED (the
  purge gate assertion behaves as specified - ">= HORIZON(16)").
```

## K. Leakage tests

```text
- Preprocessing: scaler fit() verified to occur only on the fold TRAINING
  partition (code inspection + numeric global-scaler mutation).
- Model fitting: LogisticRegression.fit() runs on the training rows only.
- OOS prediction isolation: OOS rows appear in no scaler.fit(), no fit(),
  no calibration fit, no comparator prior fit.
- Calibration: sigmoid(Platt)+isotonic fitted on each fold's TRAINING rows
  only; demonstrated via calibrator-OOS mutation detection.
- Comparator prior: per-fold majority prior from the fold train WIN prevalence.
```

## L. Results for P3-S20 (VERIFIED)

```text
Independently confirmed (exact / within tolerance):
  dataset accounting : 686 = 594 leads + 92 follow-ons; binary fit = 571
                       (167 WIN / 404 LOSS); 18 UNRESOLVED + 5 AMBIGUOUS
                       leads retained; 0 duplicate setup_id / (bar,setup).
  temporal order     : chronologically non-decreasing creation_bar; every
                       train index < every OOS index per fold (expanding).
  purge              : gaps [555, 472, 321] == recorded, all > H(16); gate
                       boundary proven at gap==16 (acc) vs 15 (rej).
  scaler/model/OOS   : train-only fits; no leakage (mutation suite detects
                       global scaler, OOS-into-train, row-shift, shuffle).
  independent oracle on committed P3-S20 OOS probs (n=271):
       ROC-AUC   0.579160  (reported 0.5792)          match <1e-6
       PR-AUC    0.341710  (reported 0.34171)         match
       Log-Loss  0.589505  (reported 0.5895)          match
       Brier     0.200347  (reported 0.2003)          match
  per-fold independent refit ROC: 0.5337 / 0.6341 / 0.5350 - identical to
       reported fold ROC-AUC 0.5337 / 0.6341 / 0.5350.
Conclusion: the P3-S20 decision "A - STABLE WEAK SIGNAL" is supported by
independent verification. No silent bug found.
```

## M. Results for P3-S21.2 (VERIFIED)

```text
- Baseline reproduction: uncalibrated OOS probabilities == committed
  p3_s20_oos_predictions.csv EXACTLY (max_abs_diff = 0.0, 271/271 rows).
- Calibration fitting isolation: sigmoid/isotonic fit ONLY on each fold's
  training rows (manual refit reproduces committed calibrator parameters in
  all 3 folds); calibrator-OOS mutation is detected (coverage present).
- Fold isolation: fold k calibrator sees only earlier indices; all 3 folds
  satisfy train < OOS.
- Independent metrics (pooled, n=271) match the committed summary:
      raw    sigmoid      isotonic
  logL  0.5895  0.5897      1.0108   (== committed)
  Brier 0.2003  0.2005      0.2181   (== committed)
  ROC   0.579160 (raw) / 0.578817 (sigmoid)
  (pooled raw AUC etc. recomputed manually.)
- Decision (B - ranking exists, calibration does not improve) reproduces;
  the calibration null and the constant-prior-best conclusion hold.
Conclusion: P3-S21.2 is independently VERIFIED; no silent bug found.
```

---

## N. Escalation to P3-19 / P3-18 / P3-16

```text
NOT triggered. Because P3-S20 dataset accounting, temporal ordering, purge,
preprocessing isolation, model-fitting isolation, and metrics were all
independently validated, no dependency concern warranted escalating backwards
into P3-19 / P3-18 / P3-16 / P3-17R2 per the "evidence-based escalation" rule.
The 571-row split (167/404) and 686==594+92 (WIN/LOSS) reconcile exactly, so
no S18 dataset transformation or S16 label contract is implicated.
P3-S16 label contract (v1) and P3-S17R2 parity are preserved.
```

---

## O. Discovered potential or confirmed silent bugs

```text
NONE.
- Potential silent bug      : 0
- Confirmed silent bug      : 0
- Independent contradicts historical : 0
```

## P. Impact assessment

```text
Pending the above, the P3-S20 result and its verdict A - STABLE WEAK SIGNAL,
and the P3-S21.2 result and its verdict B remain reliable. Downstream phases
(S21.1, S21.2) built on P3-S20 are not undermined. No invalidation, no
downgrade of any stored value.
```

## Q. Evidence classification

| Phase            | Classification          | Basis |
|------------------|-------------------------|-------|
| P3-16 (label)    | (not re-audited; no escalation) | no dependency concern raised |
| P3-17R2 (parity) | preserved (not re-audited) | high-confidence parity evidence |
| P3-18 (baseline) | (not re-audited; no escalation) | |
| P3-19 (feature/dataset) | (not re-audited; no escalation) | S20 accounting validated |
|P3-20            | **VERIFIED**           | independent accounting/order/purge/isolation/metrics; mutations caught |
| P3-21.2 (calibration) | **VERIFIED**           | independent metrics, baseline repro, isolation; mutations caught |
| P3-21.1 (feature) | VERIFIED AS DEPENDENT REPRODUCTION | reproduces S20 exactly (its audit output not independently recomputed here) |

No phase classified less than the historical standard on the basis of a
subject defect; no "PASS"-only classification was used.

## R. Historical conclusions remain usable

```text
P3-20   : YES - "A - STABLE WEAK SIGNAL" usable (independently supported).
P3-21.2 : YES - "B" usable (calibration does not improve; prior is best).
Historical artifacts remain byte-identical and auditable (governance
compliant).
```

## S. Required owner decision (if any)

```text
No corrective decision is required by this verification. Any future work
(including a P3-21 index advance) requires separate explicit owner
authorization. This document does NOT authorize any experiment, model,
threshold, label, or deployment change.
```

## T. Explicit statement of what was NOT changed

```text
- NO production code, MQL5 (F1-F4, Candidate Setup, FEATURE_CONTRACT), EA,
  or legacy model was modified.
- NO frozen contract (label P3-16 v1, H=16, feature schema feature_sha16
  0414e401523ea4e2) was modified.
- NO historical report/CSV/JSON/probability vector was modified.
- NO strategy classifier / threshold / fold definition / label / TP/SL/
  horizon was altered.
- NO Trendstop / Dukascopy / external feed was introduced.
- NO LSTM / Informer / regime / ensemble / nonlinear model was run.
- NO new experiment, no P3-21.3, no corrective stage.
- The disposable verification suite and its broken copies live only outside
  the repo (Common scratch) and are retained for audit trail but never counted.
```

---

## F. Evidence-Graded Rollup (final statement)

```text
FINAL : P3-S21.R COMPLETE. NO silent bug found.
INDEPENDENTLY VERIFIED : P3-20 (accounting/order/purge/isolation/metrics)
                          and P3-21.2 (baseline calibration/metrics/isolation).
HISTORICALLY REPRODUCED : P3-20/P3-21.2 raw and calibrated probability
                          vectors (identical numbers).
NOT RE-AUDITED (no escalation) : P3-16, P3-17.2, P3-18, P3-19 (no risk found
                          triggering a backward trace).
P3-20 USABLE : YES.     P3-21.2 USABLE : YES.
HARD STOP     : no automatic advance to any next phase (incl. P3-21.3).
```

*End P3-S21.R report - explicit the policy, policy v1.*