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