Bind capital adaptation to current evidence

This commit is contained in:
Theodore Song
2026-08-21 15:35:28 -04:00
parent 067b5f7ab8
commit 55ab1f02ea
3 changed files with 73 additions and 20 deletions
+13 -1
View File
@@ -352,10 +352,22 @@ queue audit but no longer blocks a new strategy-tagged observation for the same
market side. New records also retain the signal features used to assign their
research scope, making later audits reproducible.
Build 83 advances to Strategy 59 after a fresh return audit. A 300-market,
3,713-observation adaptive replay found no rule with a positive event-clustered
lower bound in train, validation, and untouched holdout at both 24 and 72 hours;
a separate 5,000-resolved-market settlement replay also produced no validated
holdout winner. Favorite-priced trend following was consistently net-negative
after cost across 6, 12, 24, and 72 hours, so that cohort is now hard-blocked.
Personal adaptation and position-size changes now use only closed Strategy 59
trades. Older trades remain visible as historical context but cannot promote a
personal cohort or increase current risk. Forward directional evidence from
Strategies 51-59 remains compatible because the signal and checkpoint policy
did not change.
Build 77 separates the directional learner's evidence lineage from the global
strategy release. Code-history verification found the same trend/reversal
generator and 24-hour/72-hour grading policy in Strategy 51 through Strategy
58, so their forward, net-of-cost checkpoint observations remain compatible
59, so their forward, net-of-cost checkpoint observations remain compatible
even when an unrelated sports, maker, or bundle subsystem ships.
Older signal policies remain down-weighted and cannot satisfy the current-policy
promotion gate. This avoids repeatedly emptying a valid evidence set while