feat: HTML validation report with charts - #79
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Interactive dark-themed HTML report comparing all 3 strategies from input.md against the video's claimed returns: - Per-strategy cards with entry/exit logic, parameters, notes - Equity curves with B&H overlay per strategy - Combined all-strategies overlay chart - Return comparison bar chart - Video claims vs our results bar chart - Validation verdict table Fixes #73 (partial — the report documents the BMSB fix)
- Add date labels (8 ticks) along x-axis on all equity curve charts - Add collapsible trade list per strategy showing entry/exit dates, prices, P&L - Regenerate report with live backtest data - Improve layout with strategy cards, alpha metrics, and summary box
Charts previously used auto-scaled y-axis (vmin=min*0.95) which made the $100,000 starting investment appear near the bottom. Now all equity charts start at $0 with a dashed reference line at $100k.
…cks (Jan/Jul) Y-axis: nice_y_ticks() snaps to round steps (100k, 200k, 250k, 500k). X-axis: x_date_ticks() places labels at Jan and Jul of each year.
- Sharpe ratio significance (t-test Sharpe ≠ 0) - Paired t-test strategy returns vs B&H - One-sided t-test trade returns > 0 - Binomial test win rate > 50% - Charts 350→525px, combined 400→600px - Added scipy dependency
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Interactive dark-themed HTML report validating all 3 strategies from input.md:
Charts included:
Strategy cards with:
View:
open docs/validation-report.html