# DOLPHIN NG — Performance Registry

> Canonical benchmark tiers. Update this file whenever a new result becomes the production target.
> `GOLD` = what the system must beat or match. `SILVER` = previous gold. `BRONZE` = regression floor.

---

## 🥇 D_LIQ_GOLD — Active Production Candidate (2026-03-15)

| Metric | Value | vs prev GOLD | vs BRONZE |
|--------|-------|-------------|-----------|
| **ROI** | **181.81%** | +85.26 pp | +93.26 pp |
| **DD** | **17.65%** | +3.33 pp | +2.60 pp |
| **Calmar** | **10.30** | vs 6.74 | vs 5.88 |
| **Trades** | **2155** | identical | identical |
| avg_leverage | 4.09x | — | — |
| liquidation_stops | 1 (0.05%) | — | — |

**Engine:** `LiquidationGuardEngine(soft=8x, hard=9x, mc_ref=5x, margin_buffer=0.95, adaptive_beta=True)`
**Factory:** `create_d_liq_engine(**engine_kwargs)` — also `create_boost_engine()` default
**Module:** `nautilus_dolphin/nautilus/proxy_boost_engine.py`
**Config key:** `engine.boost_mode = "d_liq"` (now `DEFAULT_BOOST_MODE`)

**Mechanism:**
- Inherits `adaptive_beta` scale_boost from AdaptiveBoostEngine (GOLD)
- Leverage ceiling raised to 8x soft / 9x hard (from 5x/6x)
- MC-Forewarner assessed at 5x reference (decoupled) → 0 RED/ORANGE/halted days
- Liquidation floor stop at 10.6% adverse move (= 1/9 × 0.95) — prevents exchange force-close
- DD plateau: each +1x above 7x costs only +0.12pp DD (vs +2.6pp for 5→6x)

**Validation (exp9b, 2026-03-15):**
- All 4 leverage configs compared vs unguarded (exp9): B/C/D all improved ROI + reduced DD
- E (9/10x): 5 liquidation stops → cascade → dead; D (8/9x) is the sweet spot
- `pytest -m slow tests/test_proxy_boost_production.py` → **9/9 PASSED (2026-03-15)**
- MC completely silent: 0 RED, 0 ORANGE, 0 halted across 56 days at 8/9x
- Trade count identical to Silver (2155) — no entry/exit timing change

**Compounding ($25k, 56-day periods):**
| Periods | ~Time | Value |
|---------|-------|-------|
| 3 | ~5 mo | $559,493 |
| 6 | ~1 yr | $12,521,315 |
| 12 | ~2 yr | $6,271,333,381 |

---

## 🥈 GOLD (prev) — Former Production (demoted 2026-03-15)

| Metric | Value |
|--------|-------|
| **ROI** | **96.55%** |
| **DD** | **14.32%** |
| **Calmar** | **6.74** |
| **Trades** | **2155** |
| scale_mean | 1.088 |
| alpha_eff_mean | 1.429 |

**Engine:** `AdaptiveBoostEngine(threshold=0.35, alpha=1.0, adaptive_beta=True)`
**Factory:** `create_boost_engine(mode='adaptive_beta')` — non-default, opt-in for conservative/quiet-regime use
**Validation:** `pytest -m slow tests/test_proxy_boost_production.py` → 7/7 PASSED 2026-03-15

---

## 🥉 BRONZE — Regression Floor (former silver, 2026-03-15)

| Metric | Value |
|--------|-------|
| **ROI** | **88.55%** |
| **PF** | **1.215** |
| **DD** | **15.05%** |
| **Sharpe** | **4.38** |
| **Trades** | **2155** |

**Engine:** `NDAlphaEngine` (no proxy_B boost)
**Equivalent factory call:** `create_boost_engine(mode='none', ...)`
**Validation script:** `test_pf_dynamic_beta_validate.py`

> Bronze is the absolute regression floor. Falling below Bronze on both ROI and DD is a failure.

---

## All Boost Modes (exp8 results, 2026-03-14)

| mode | ROI% | DD% | ΔDD | ΔROI | Notes |
|------|------|-----|-----|------|-------|
| `none` (Bronze) | 88.55 | 15.05 | — | — | Baseline |
| `fixed` | 93.61 | 14.51 | −0.54 | +5.06 | thr=0.35, a=1.0 |
| `adaptive_alpha` | 93.40 | 14.51 | −0.54 | +4.86 | alpha×boost |
| `adaptive_thr` | 94.13 | 14.51 | −0.54 | +5.58 | thr÷boost |
| `adaptive_both` | 94.11 | 14.51 | −0.54 | +5.57 | both combined |
| **`adaptive_beta`** ⭐ | **96.55** | **14.32** | **−0.72** | **+8.00** | alpha×(1+day_beta) — prev GOLD |

## Extended Leverage Configs (exp9b results, 2026-03-15)

| Config | ROI% | DD% | Calmar | liq_stops | Notes |
|--------|------|-----|--------|-----------|-------|
| GOLD (5/6x) | 96.55 | 14.32 | 6.74 | 0 | adaptive_beta baseline |
| B_liq (6/7x) | 124.01 | 15.97 | 7.77 | 1 | improved vs unguarded |
| C_liq (7/8x) | 155.60 | 17.18 | 9.05 | 1 | improved vs unguarded |
| **D_liq (8/9x)** | **181.81** | **17.65** | **10.30** | **1** | **D_LIQ_GOLD** |
| E_liq (9/10x) | 155.88 | 31.79 | 4.90 | 5 | cascade — dead |

---

## Test Suite

```bash
# Fast unit tests only (no data needed, ~5 seconds)
pytest tests/test_proxy_boost_production.py -m "not slow" -v

# Full e2e regression (55-day backtests, ~60 minutes)
pytest tests/test_proxy_boost_production.py -m slow -v
```

Unit tests: ~40 (factory, engine, extended leverage, liquidation guard, actor import)
E2E tests: 9 (baseline + 5 boost modes + winner-beats-baseline + D_liq repro + MC silent)

Last full run: **2026-03-15 — 9/9 PASSED, exit code 0 (50:20)**

---

## Promotion Checklist

To promote a new result to D_LIQ_GOLD (production):
1. [x] Beats prev GOLD on ROI (+85pp); DD increased +3.33pp but Calmar +53% — acceptable
2. [x] Trade count identical (2155) — no re-entry cascade
3. [x] MC completely silent at mc_ref=5.0 — 0 RED/ORANGE/halted
4. [x] liquidation_stops=1 (0.05%) — negligible, no cascade
5. [x] `pytest -m slow` passes — **9/9 PASSED (2026-03-15, 50:20)**
6. [x] Updated Registry.md, memory/benchmarks.md, memory/MEMORY.md
7. [x] `create_d_liq_engine()` and classes added to proxy_boost_engine.py
8. [ ] Wire `create_d_liq_engine` into DolphinActor as configurable option