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Strategy Promotion Evidence Package

This template defines the minimum package to request live_candidate review.

Required contents

  • strategy profile name
  • target platform(s)
  • backtest summary
  • drift / regime notes
  • platform compatibility evidence
  • plugin gate status, if applicable
  • operator notes and rollout constraints

Suggested structure

profile: cn_chinext_growth_momentum_quality
market: cn_equity
requested_stage: live_candidate

1. Backtest summary
2. Drift and regime observations
3. Risk review
4. Platform compatibility evidence
5. Plugin gate status
6. Rollout notes

Acceptance rule

If any of the following are missing, keep the profile out of live settings:

  • the profile is not runtime-compatible with the target platform
  • the plugin gate is not clearly approved or notification-only
  • the evidence does not cover both performance and regime sensitivity
  • the request is based on a single good window only

Ownership

  • strategy repo: produces the evidence package
  • platform repo: verifies runtime compatibility and gate status
  • operator review: makes the final live decision

Canonical promotion package (v2)

Promotion reruns must produce a new strategy_evidence_package.v2 that validates against the packaged strategy-evidence-package.v2.schema.json and the dependency-free Python validator. Do not relabel or implicitly migrate a v1/alias package.

The closed v2 object binds strategy and input provenance, the exact BacktestOrchestrator purged_walk_forward.v1 output, at least three ordered folds, positive purge/embargo, an independent locked OOS window of at least 12 calendar months, timing/cost/risk/metric identities, verified repo-relative artifact bytes and SHA-256 digests, and a human acceptance bound to the evidence-core digest.

Required lifecycle claims are fail-closed:

  • learning: learning_only=true, promotion_eligible=false, live_ready=false, size_zero_required=true, no_order=true;
  • accepted promotion evidence may set promotion_eligible=true, but must still keep live_ready=false, size_zero_required=true, and no_order=true.

Structural validation does not invent performance thresholds. Metric quality remains a bound human promotion decision. A requested stage, CI/PR/review/health result, or notification never grants paper, shadow, live, order, or capital authority; live/runtime requests remain HOLD.