var - backtest related and spy runbook

workflows/backtest-strategy/_config/risk-params.md

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+# Risk Parameters (stable defaults — edit sparingly, diffs matter)
+# Stage 03 reads this file; the strategy spec may override individual values.
+
+# Data window (v1)
+window:
+  start: 2026-02-27        # ~6 months back; stage 01 narrows to contract reality
+  end: 2026-08-27
+
+# Costs
+costs:
+  slippage_model: mid_half_spread   # each fill at mid ± half observed spread
+  min_tick: 0.01                    # options tick floor
+  commissions_per_contract: 0.0     # 0 by default; operator may set
+
+# Sessions
+session:
+  default: RTH              # 09:30–16:00 ET
+  hard_exit_et: "15:45"     # house rule: flat before the close
+  extended_allowed: false   # only if strategy spec explicitly enables
+
+# Sizing
+sizing:
+  mode: fixed_contract
+  contracts: 1
+
+# Exits (defaults; spec overrides)
+exits:
+  breakeven_after_t1: false
+
+# Cache
+cache:
+  path: shared/data/backtest_cache.sqlite3
+  key: (contract, timespan, window)   # cache-first; never re-pull existing rows
+  max_rows_per_table: 5000000
+
+# Validation
+validation:
+  no_lookahead: true
+  low_n_threshold: 30      # reports must flag results below this trade count
+  split: none              # optional in-sample/out-of-sample date split

workflows/backtest-strategy/_config/strategy-spec-TEMPLATE.md

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+# Strategy Spec Template
+# Fill one copy per strategy: _config/strategy-spec-<name>.md
+# The frozen spec (stage 00 output) is the single source of truth for the engine.
+
+# Name
+name: <short-slug>
+
+# Underlying & structure
+underlying: <SPY>
+structure: <single_leg | credit_spread | debit_spread>
+# For spreads, list legs explicitly:
+legs:
+  - role: short
+    type: put
+    selection: <e.g., ~30-delta proxy: strike nearest 0.5% OTM of spot>
+  - role: long
+    type: put
+    selection: <e.g., $5 wide below short strike>
+expiration: <e.g., same-day (0DTE) — nearest daily expiry>
+
+# Session
+session: <RTH (default) | extended>
+entry_window: <e.g., 09:45–11:00 ET>
+hard_exit: <e.g., 15:45 ET>
+
+# Entry rules (plain English, bar-level. NO look-ahead allowed.)
+entry:
+  - <rule 1 — e.g., price pulls back to rising VWAP>
+  - <rule 2 — optional confirmation>
+all_required: true   # every rule must hold on the entry bar
+
+# Exit rules
+exits:
+  stop: <underlying level or premium % — define precisely>
+  targets:
+    - t1: <profit % of credit or premium>
+      scale_out: <fraction, e.g., 50%>
+    - t2: <...>
+      scale_out: <...>
+  breakeven_after_t1: false
+  time_exit: 15:45 ET
+
+# Sizing & costs
+sizing:
+  mode: fixed_contract   # v1 default: 1 contract
+  contracts: 1
+costs:
+  slippage: mid_half_spread   # conservative default; see risk-params.md
+  commissions: 0              # set if the operator wants them modeled