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Fix immediate StopLoss triggered by dynamic_resistance/support within
0.3% of entry.
SL now uses formula-based price only (entry × sl ratio).
Fix ADX-based max_hold boost removed — was compounding position hold
times unpredictably. max_hold fixed to 720h (30-day safety net).
Breaking changes
build_dynamic_params() removed from GenericBacktestEngine.
All models now use get_fixed_params().
use_dynamic_params and use_ema_sigma flags removed from ModelRegistry and WalkForwardRunner.
--no-ema-sigma CLI flag removed from qr-backtest.
fit() in MdrsSdeCryptoAdapter now returns dict with keys trace, summary, estimates instead of a plain estimates dict.
Params are saved as .pkl instead of .json.
[parameter_scaling] section removed from backtest_settings.toml.
Internal changes
SNR scaling (alpha/sigma_1) removed — clip ranges caused 41~48% of
windows to hit boundaries, making SNR effectively constant.
EMA sigma reference infrastructure removed
(_precompute_sigma_reference, _precompute_reference_sigma).
get_fixed_params() simplified — no vol_quality or max_hold scaling.
Events loaded before model type check in backtest.py.