Backtested results with Claude Code

To wrap up the Kronos investigation:

• Result: three walk-forward backtests (15m, 5m, 1h; horizons of 1h and 1 day; T=1.0 and 1.5) all show the same thing — no directional edge, worse than a random walk, cones too narrow. Zero-shot Kronos-small adds nothing on your futures.