## ADDED Requirements ### Requirement: Long-sample all-window validation The system SHALL validate ultra-short candidate strategies over a long historical candle range using every non-overlapping evaluation window available for the configured window size. #### Scenario: Build deterministic validation windows - **WHEN** robust validation is run for a symbol, bar, history limit, window size, and candidate warmup size - **THEN** the system MUST evaluate each complete non-overlapping window exactly once - **THEN** the system MUST report the resulting sample count ### Requirement: Statistical validation metrics The system SHALL report the statistics needed to evaluate whether a candidate has credible positive gross return. #### Scenario: Report candidate distribution - **WHEN** robust validation completes for a candidate - **THEN** the output MUST include average return, 95% confidence interval lower bound, 95% confidence interval upper bound, median return, positive-window rate, worst return, p10 return, p90 return, best return, trade count, average trades per window, win rate, and max drawdown ### Requirement: Candidate acceptance criterion The system SHALL treat a candidate as statistically supported only when its 95% confidence interval lower bound is greater than zero on the robust validation run. #### Scenario: Accept supported candidate - **WHEN** a candidate's robust validation output has `ci95_low` greater than zero - **THEN** the candidate MAY be listed as a supported gross-return candidate #### Scenario: Reject unsupported candidate - **WHEN** a candidate's robust validation output has `ci95_low` less than or equal to zero - **THEN** the candidate MUST NOT be listed as a supported gross-return candidate ### Requirement: Gross-return labeling The system SHALL identify robust validation outputs as gross-return backtest results that exclude fees, slippage, and funding rates. #### Scenario: Prevent live-profitability claim - **WHEN** robust validation results are summarized - **THEN** the summary MUST state that the results do not include fees, slippage, or funding rates - **THEN** the summary MUST NOT present the candidate as live-trading ready ### Requirement: Current strategy conclusion The system SHALL preserve the validated conclusion that RSI2 has the strongest current gross-return support and the earlier VWAP candidate is not statistically supported. #### Scenario: Summarize current robust run - **WHEN** the robust validation result set includes the latest 50,000-candle BTC/ETH 1m/3m/5m run - **THEN** the summary MUST identify the top supported RSI2 candidates by confidence interval lower bound - **THEN** the summary MUST identify VWAP as rejected when its confidence interval lower bound is not positive