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document research basis for phase plans

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dirtydishes 2026-06-16 13:53:54 -04:00
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docs/implementation/smart-money/04-replay-evaluation-golden-tests.md
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@ -8,6 +8,24 @@ Make deterministic replay and golden output comparison the acceptance gate for s
Replay evaluation should come after synthetic replay can select stable runs and after hypothesis scoring has outputs worth validating. This phase turns architecture discipline into a repeatable test path.
## Source documents
- Architecture plan: [`docs/plans/smart-flow-architecture-review.md`](../../plans/smart-flow-architecture-review.md)
- Research report: [`docs/research-docs/smart-flow-market-mechanics.md`](../../research-docs/smart-flow-market-mechanics.md)
- Synthetic research report: [`docs/research-docs/synthetic-market-data-generation.md`](../../research-docs/synthetic-market-data-generation.md)
These documents are rationale, not added scope. This phase implements only deterministic replay evaluation and compact golden tests.
## Research basis
- Replay is the acceptance gate for derived smart-flow outputs because evidence and hypotheses must be reproducible.
- Validation must include positive cases, false positives, noisy contexts, and abstentions.
- Tests should avoid lookahead bias and compare stable signatures instead of brittle full-payload dumps.
## Deferred research ideas
- Historical backtesting windows, empirical calibration datasets, and broad benchmark reports belong in later calibration work.
## Dependencies on earlier phases
- `islandflow-zxh.1` - Smart-flow contracts and vocabulary