diff --git a/README.md b/README.md index 8761101..7a8b4ad 100644 --- a/README.md +++ b/README.md @@ -387,6 +387,20 @@ an observation. A positive 90% lower confidence bound above 0.5% is required before 0.75%-of-equity paper positions can begin, with all concurrent shock positions capped at 2% of equity. +Build 86 replaces that inconclusive three-hour exit with a narrower rule that +survived a corrected 2,000-market audit. Across 534,894 hourly observations, +the exact accelerating three-hour shock / 8–25% opposite-side longshot / 24-hour +exit rule retained positive 90% lower bounds in train, validation, chronological +holdout, and a sealed event-disjoint holdout at one-cent modeled cost. The four +partitions contained 69, 70, 104, and 56 independent events respectively. It +did not survive a two-cent stress test, so live candidate construction requires +entry friction of at most half a cent and grades the future exit at the actual +executable bid with another 0.25-cent slippage buffer. Backtest-approved paper +positions begin at 0.5% of equity and total shock exposure is capped at 3%. +Thirty positive forward events with a lower bound above 1% can raise individual +size to 1%; twelve convincingly losing events or a 2% strategy loss demote the +lane to zero capital. Strategy-1 outcomes do not contaminate Strategy-2 evidence. + 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 diff --git a/index.html b/index.html index 49d534e..623939d 100644 --- a/index.html +++ b/index.html @@ -341,7 +341,7 @@ footer{margin-top:34px;padding-top:22px;border-top:1px solid var(--border);color