Add forward shock reversion pilot

This commit is contained in:
Theodore Song
2026-08-21 16:08:49 -04:00
parent ed140548d2
commit d59f7ace03
4 changed files with 599 additions and 23 deletions
+11
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@@ -376,6 +376,17 @@ records a complementary hedge only when the current executable ask locks a net
profit; otherwise it grades an immediate exit. A positive in-app cohort cannot
reactivate capital without a separately approved chronological backtest.
Build 85 adds a forward-only Shock Reversion lane after a 157,386-observation
hourly replay found a promising but not yet independently conclusive regime.
The agent detects an 8-point or larger three-hour YES-price move whose final
hour remains aligned, then observes the opposite side for exactly three hours.
Entry and exit use executable book prices plus a 0.25-cent slippage buffer.
The first 30 independent events use zero capital, missed exit windows expire
without borrowing a later price, and offline snapshots cannot create or grade
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 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