how do i know which regime i actually tested in?

just read the piece in the strategy library about putting a regime gate in front of everything, the one that argues the filter itself isn't an entry, it just refuses to trade on days that don't look like the days you tested on. conceptually i love this. it's basically the same idea as train/test distribution mismatch which is the one ML thing i genuinely understand. model trained on one distribution, deployed on another, everything falls apart, nobody blames the data, everyone blames the model. same energy. where i'm stuck is the practical part. the example gates on turnover plus a volatility band with a floor and a ceiling. fine. but how do i figure out what MY band should be? my backtest is just a blob of trades across whatever days happened to be in the sample. i never recorded what the volatility was on each of those days, so i have no idea what regime i actually tested in. do people go back and tag every trade with the day's vol and turnover, then look at where the winners live? because if i do that and then pick the band that makes the equity curve prettiest, isn't that just overfitting with extra steps? feels like i'd be selecting the regime after the fact. also the ceiling confuses me more than the floor. the floor makes obvious sense, dead tape, nothing moves, you get chopped by costs. but the argument for the ceiling is that your assumptions about how far price travels stop holding, and i sort of get it but part of my brain screams that wild days are where the money is? or is that exactly the beginner thing this article is warning me about. last thing: does a gate like this belong at the strategy level or should each individual entry rule have its own? i have three entries that behave pretty differently and lumping them under one gate feels lazy but three separate gates feels like i'm just adding parameters.