Backtest Lab v1.0.0

README.md

@@ -11,7 +11,7 @@ license: apache-2.0
 hf_oauth: true
 hf_oauth_scopes:
   - inference-api
-short_description: Backtest forecasting models against honest costs
+short_description: Compare forecasting models under honest costs
 tags:
   - finance
   - backtesting
@@ -38,6 +38,31 @@ The store holds **raw model outputs and prices only** — never trade decisions.
 Trading rules, costs and sizing are applied live, per request, so many
 strategies can be compared over the same forecasts without re-running inference.
 
+## The Compare tab
+
+The app opens on **Compare**, a view over everything this Space has ever
+computed — currently **168 combinations** of strategy × model × asset ×
+timeframe, precomputed under one canonical config so the rows are actually
+comparable with each other.
+
+- **Leaderboard** — ranked board with filters, plus *returns over time*
+  overlaying the top algorithms on one axis, and a risk/return scatter where
+  marker area is trade count.
+- **Models** — directional accuracy against naive baselines, band calibration,
+  and best result per model.
+- **Signals** — a signal aggregator: every model's latest stored forecast for
+  one asset, weighted by how accurate that model has actually been on that
+  slice, plus a consensus verdict.
+- **Run history** — session runs merged with runs saved to the store, so a
+  result found on one machine is visible from another.
+
+Two editorial rules run through it. Rows with fewer than 20 trades are flagged
+and kept out of the default ranking, because a Sharpe of 4 on 13 trades will
+otherwise own the board forever. And naive baselines are ranked alongside the
+learned models everywhere — which is how you find out that on daily bars **the
+drift baseline currently calls direction more often correctly than any Chronos
+variant**. The Models tab says so in plain language.
+
 ## Architecture
 
 ```
@@ -107,8 +132,12 @@ out-of-sample, and on the holdout. Every displayed number comes from
 
 ## Honest limitations
 
-- **Coverage is sparse.** The v1 seed covers 6 assets across 3 timeframes with
-  Chronos-Bolt small and base. Anything else needs extending.
+- **Coverage is sparse.** The seed covers 6 assets × 3 timeframes with eight
+  models (Chronos-Bolt tiny/mini/small/base, Chronos-T5 small, and three naive
+  baselines) — 78 signal slices, ~265k rows. Anything else needs extending.
+- **The learned models are not clearly beating the naive baselines** on
+  directional accuracy at daily resolution. That is a real result, and it is
+  displayed rather than buried.
 - **Binance is geo-blocked from the seeding machine**, so crypto prices came
   from Coinbase. Prices will not tick-match another venue.
 - **Equity intraday history is provider-capped** — roughly 730 days of hourly