v5 model protocol: rolling-origin CV search harness
Five two-year walk-forward folds (2014-2024), each with its own pre-fold parameter fit; selection by mean fold RPS; staged greedy over Team-DC decay/shrinkage/weight, fast-Elo blend, form multiplier, and new Elo-walk axes (home advantage, K scale); untouched 2024-26 final test. Result: the shipped v4 config holds — the staged champion gained 0.0003, under the 0.0005 ship bar, and the final test agrees. v4 is no longer a one-window result. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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{
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"generatedAt": "2026-06-11T22:41:08.860Z",
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"protocol": {
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"folds": [
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{
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"from": "2014-01-01",
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"to": "2016-01-01"
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},
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{
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"from": "2016-01-01",
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"to": "2018-01-01"
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},
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{
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"from": "2018-01-01",
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"to": "2020-01-01"
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},
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{
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"from": "2020-01-01",
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"to": "2022-01-01"
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},
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{
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"from": "2022-01-01",
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"to": "2024-01-01"
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}
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],
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"test": {
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"from": "2024-01-01",
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"to": "2026-06-01"
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},
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"paramYears": 12,
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"minGain": 0.0005,
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"selection": "mean fold RPS, staged greedy"
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},
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"shipped": {
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"xi": 0.25,
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"k": 3,
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"w": 0.45,
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"m": 3,
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"beta": 0.3,
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"gamma": 0,
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"homeAdv": 70,
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"kScale": 1,
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"meanFoldRps": 0.1724,
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"testRps": 0.1649
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},
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"champion": {
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"xi": 0.25,
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"k": 3,
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"w": 0.4,
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"m": 3,
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"beta": 0.4,
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"gamma": 0,
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"homeAdv": 90,
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"kScale": 1.25,
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"meanFoldRps": 0.1721,
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"testRps": 0.1647
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},
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"shipChange": false,
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"runtimeSec": 72
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}
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