Promote validated 24-hour shock fade

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Theodore Song
2026-08-21 16:31:43 -04:00
parent d59f7ace03
commit 6f77c2c3bd
4 changed files with 2271 additions and 93 deletions
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@@ -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 / 825% 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