diff --git a/crates/ml-backtesting/cuda/lob_state.cuh b/crates/ml-backtesting/cuda/lob_state.cuh
index de2b33fd7..426bddefa 100644
--- a/crates/ml-backtesting/cuda/lob_state.cuh
+++ b/crates/ml-backtesting/cuda/lob_state.cuh
@@ -6,7 +6,9 @@
 #ifndef LOB_STATE_CUH
 #define LOB_STATE_CUH
 
-#define N_HORIZONS 5
+// Must stay in sync with crates/ml-alpha/src/heads.rs::N_HORIZONS and
+// crates/ml-backtesting/src/lob/mod.rs::N_HORIZONS.
+#define N_HORIZONS 3
 #define MAX_LIMITS 32
 #define MAX_STOPS  16
 
diff --git a/crates/ml-backtesting/src/lob/mod.rs b/crates/ml-backtesting/src/lob/mod.rs
index d578b7c45..e0b3ca15b 100644
--- a/crates/ml-backtesting/src/lob/mod.rs
+++ b/crates/ml-backtesting/src/lob/mod.rs
@@ -2,7 +2,8 @@
 //! See spec §2 (CUDA data layout) and §5b (state ownership).
 
 pub const BOOK_LEVELS: usize = 10;
-pub const N_HORIZONS: usize = 5;
+/// Re-export of `ml_alpha::heads::N_HORIZONS` — single source of truth.
+pub const N_HORIZONS: usize = ml_alpha::heads::N_HORIZONS;
 pub const MAX_LIMITS: usize = 32;
 pub const MAX_STOPS: usize = 16;
 /// Bytes per LimitSlot — matches cuda/lob_state.cuh::LimitSlot.
diff --git a/crates/ml-backtesting/src/policy/mod.rs b/crates/ml-backtesting/src/policy/mod.rs
index 771f0e7ec..188e57c78 100644
--- a/crates/ml-backtesting/src/policy/mod.rs
+++ b/crates/ml-backtesting/src/policy/mod.rs
@@ -14,8 +14,8 @@ pub use sizing::{IsvKellyStateHost, SizingPolicyId};
 use serde::{Deserialize, Serialize};
 use std::collections::HashMap;
 
-/// Mirrors `crates/ml-alpha/src/heads.rs::N_HORIZONS`.
-pub const N_HORIZONS: usize = 5;
+/// Re-export of `ml_alpha::heads::N_HORIZONS` — single source of truth.
+pub const N_HORIZONS: usize = ml_alpha::heads::N_HORIZONS;
 
 /// One horizon-anchored leaf strategy. See spec §5 (per-horizon ISV-Kelly) + §6.
 #[derive(Clone, Debug, Serialize, Deserialize)]
@@ -194,11 +194,11 @@ mod tests {
     use super::*;
 
     #[test]
-    fn default_strategy_has_5_horizon_leaves() {
+    fn default_strategy_has_one_leaf_per_horizon() {
         let s = Strategy::default_for(3);
         match s {
             Strategy::Ensemble { children, aggregator } => {
-                assert_eq!(children.len(), 5);
+                assert_eq!(children.len(), N_HORIZONS);
                 assert!(matches!(
                     aggregator,
                     EnsembleAggregator::WeightedByRealizedSharpe
@@ -218,18 +218,19 @@ mod tests {
     }
 
     #[test]
-    fn default_strategy_flattens_to_5_emits_plus_agg_plus_write() {
+    fn default_strategy_flattens_to_emits_plus_agg_plus_write() {
         let s = Strategy::default_for(3);
         let p = s.flatten();
-        assert_eq!(p.instructions.len(), 7);
-        for i in 0..5 {
+        // N_HORIZONS EmitPerHorizonSize + 1 AggWeightedSharpe + 1 WriteOrder.
+        assert_eq!(p.instructions.len(), N_HORIZONS + 2);
+        for i in 0..N_HORIZONS {
             assert_eq!(p.instructions[i].op, OpCode::EmitPerHorizonSize as u8);
             assert_eq!(p.instructions[i].arg0, i as u8);
             assert_eq!(p.instructions[i].arg1, 3);
         }
-        assert_eq!(p.instructions[5].op, OpCode::AggWeightedSharpe as u8);
-        assert_eq!(p.instructions[5].arg0, 5);
-        assert_eq!(p.instructions[6].op, OpCode::WriteOrder as u8);
+        assert_eq!(p.instructions[N_HORIZONS].op, OpCode::AggWeightedSharpe as u8);
+        assert_eq!(p.instructions[N_HORIZONS].arg0, N_HORIZONS as u8);
+        assert_eq!(p.instructions[N_HORIZONS + 1].op, OpCode::WriteOrder as u8);
     }
 
     #[test]
diff --git a/crates/ml-backtesting/src/sim/mod.rs b/crates/ml-backtesting/src/sim/mod.rs
index c9ac32f84..d322b564c 100644
--- a/crates/ml-backtesting/src/sim/mod.rs
+++ b/crates/ml-backtesting/src/sim/mod.rs
@@ -1748,7 +1748,7 @@ impl LobSimCuda {
     pub fn write_isv_kelly(
         &mut self,
         backtest_idx: usize,
-        states: &[crate::policy::IsvKellyStateHost; 5],
+        states: &[crate::policy::IsvKellyStateHost; N_HORIZONS],
     ) -> Result<()> {
         anyhow::ensure!(
             backtest_idx < self.n_backtests,
@@ -1770,7 +1770,7 @@ impl LobSimCuda {
     pub fn read_isv_kelly(
         &self,
         backtest_idx: usize,
-    ) -> Result<[crate::policy::IsvKellyStateHost; 5]> {
+    ) -> Result<[crate::policy::IsvKellyStateHost; N_HORIZONS]> {
         anyhow::ensure!(
             backtest_idx < self.n_backtests,
             "backtest_idx {} >= n_backtests {}",
@@ -1781,7 +1781,7 @@ impl LobSimCuda {
         self.stream.memcpy_dtoh(&self.isv_kelly_d, raw.as_mut_slice())?;
         let off = backtest_idx * N_HORIZONS * ISV_KELLY_STATE_BYTES;
         let slice = &raw[off..off + N_HORIZONS * ISV_KELLY_STATE_BYTES];
-        let mut out = [crate::policy::IsvKellyStateHost::default(); 5];
+        let mut out = [crate::policy::IsvKellyStateHost::default(); N_HORIZONS];
         let bytes_out: &mut [u8] = bytemuck::cast_slice_mut(&mut out);
         bytes_out.copy_from_slice(slice);
         Ok(out)
diff --git a/crates/ml-backtesting/tests/decision_floor_coldstart.rs b/crates/ml-backtesting/tests/decision_floor_coldstart.rs
index 80355e67a..51c0e1bbe 100644
--- a/crates/ml-backtesting/tests/decision_floor_coldstart.rs
+++ b/crates/ml-backtesting/tests/decision_floor_coldstart.rs
@@ -64,7 +64,7 @@ fn cold_start_sentinel_state_still_fires_a_trade() -> Result<()> {
     // Do NOT seed isv_kelly — leave at zeros (alloc_zeros' sentinel).
     // Strong directional alpha across all horizons → conviction-driven
     // sig_mag = 0.6 for every horizon, dir = +1.
-    sim.broadcast_alpha(&[0.8, 0.8, 0.8, 0.8, 0.8])?;
+    sim.broadcast_alpha(&[0.8; N_HORIZONS])?;
     sim.step_decision_with_latency(0, &cfg_uniform(1, 0.20, 0.10))?;
     let (side, size) = sim.read_market_target(0)?;
     assert_eq!(side, 0, "cold-start with p_h=0.8 must produce a long; got side={side}");
@@ -96,7 +96,7 @@ fn post_first_loss_state_does_not_lock_out_further_trades() -> Result<()> {
     // Seed isv_kelly_d with the exact state pattern the smoke produced:
     // one closed-loss trade, large realised_return_var. Pre-fix, the
     // variance-derived cap collapses to ~0.
-    let post_loss: [IsvKellyStateHost; 5] = std::array::from_fn(|_| IsvKellyStateHost {
+    let post_loss: [IsvKellyStateHost; N_HORIZONS] = std::array::from_fn(|_| IsvKellyStateHost {
         pnl_ema_win: 0.0,
         pnl_ema_loss: 10.18,   // magnitude of the lone loss return
         win_rate_ema: 0.0,
@@ -105,7 +105,7 @@ fn post_first_loss_state_does_not_lock_out_further_trades() -> Result<()> {
         recent_sharpe: -1.0,   // very negative — would have starved the weight side too
     });
     sim.write_isv_kelly(0, &post_loss)?;
-    sim.broadcast_alpha(&[0.8, 0.8, 0.8, 0.8, 0.8])?;
+    sim.broadcast_alpha(&[0.8; N_HORIZONS])?;
     sim.step_decision_with_latency(0, &cfg_uniform(1, 0.20, 0.10))?;
     let (side, size) = sim.read_market_target(0)?;
     assert_eq!(side, 0, "post-loss state must still fire a long with strong alpha (got side={side})");
@@ -151,7 +151,7 @@ fn cold_start_stopgap_bytecode_vm_fires_a_trade() -> Result<()> {
     let prog = max_conf.flatten();
     sim.upload_program(0, &prog)?;
 
-    sim.broadcast_alpha(&[0.8, 0.8, 0.8, 0.8, 0.8])?;
+    sim.broadcast_alpha(&[0.8; N_HORIZONS])?;
     sim.step_decision_with_latency(0, &cfg_uniform(1, 0.20, 0.10))?;
     let (side, size) = sim.read_market_target(0)?;
     eprintln!("stopgap cold-start single-step: side={side} size={size}");
diff --git a/crates/ml-backtesting/tests/fixtures/decision_alpha_buy_close.json b/crates/ml-backtesting/tests/fixtures/decision_alpha_buy_close.json
index d6e12772b..ba3f2646b 100644
--- a/crates/ml-backtesting/tests/fixtures/decision_alpha_buy_close.json
+++ b/crates/ml-backtesting/tests/fixtures/decision_alpha_buy_close.json
@@ -3,8 +3,6 @@
   "n_backtests": 1,
   "warm_start_isv_kelly": [
     [
-      { "pnl_ema_win": 0.0, "pnl_ema_loss": 0.0, "win_rate_ema": 0.0, "n_trades_seen": 0,  "realised_return_var": 0.0,  "recent_sharpe": 0.0 },
-      { "pnl_ema_win": 0.0, "pnl_ema_loss": 0.0, "win_rate_ema": 0.0, "n_trades_seen": 0,  "realised_return_var": 0.0,  "recent_sharpe": 0.0 },
       { "pnl_ema_win": 0.0, "pnl_ema_loss": 0.0, "win_rate_ema": 0.0, "n_trades_seen": 0,  "realised_return_var": 0.0,  "recent_sharpe": 0.0 },
       { "pnl_ema_win": 0.0, "pnl_ema_loss": 0.0, "win_rate_ema": 0.0, "n_trades_seen": 0,  "realised_return_var": 0.0,  "recent_sharpe": 0.0 },
       { "pnl_ema_win": 2.0, "pnl_ema_loss": 0.5, "win_rate_ema": 0.8, "n_trades_seen": 50, "realised_return_var": 0.25, "recent_sharpe": 1.0 }
@@ -20,7 +18,7 @@
     },
     {
       "type": "decision",
-      "alpha_probs": [0.5, 0.5, 0.5, 0.5, 0.9],
+      "alpha_probs": [0.5, 0.5, 0.9],
       "target_annual_vol_units": 50.0,
       "annualisation_factor": 1.0,
       "max_lots": 5,
@@ -35,7 +33,7 @@
     },
     {
       "type": "decision",
-      "alpha_probs": [0.5, 0.5, 0.5, 0.5, 0.1],
+      "alpha_probs": [0.5, 0.5, 0.1],
       "target_annual_vol_units": 50.0,
       "annualisation_factor": 1.0,
       "max_lots": 5,
@@ -51,8 +49,6 @@
   "expected_min_trade_records": 1,
   "expected_isv_kelly_after": [
     [
-      { "n_trades_seen_min": 0,  "n_trades_seen_max": 0 },
-      { "n_trades_seen_min": 0,  "n_trades_seen_max": 0 },
       { "n_trades_seen_min": 0,  "n_trades_seen_max": 0 },
       { "n_trades_seen_min": 0,  "n_trades_seen_max": 0 },
       { "n_trades_seen_min": 51, "n_trades_seen_max": 51 }
diff --git a/crates/ml-backtesting/tests/fixtures/decision_program_h4_only.json b/crates/ml-backtesting/tests/fixtures/decision_program_h4_only.json
index ba00e1fe0..143851539 100644
--- a/crates/ml-backtesting/tests/fixtures/decision_program_h4_only.json
+++ b/crates/ml-backtesting/tests/fixtures/decision_program_h4_only.json
@@ -1,11 +1,9 @@
 {
   "name": "decision_program_h4_only",
   "n_backtests": 1,
-  "comment": "Uploads a custom Strategy bytecode program (single Leaf at horizon 4) that bypasses the hardcoded WeightedByRealizedSharpe default. Should produce equivalent end-state when h4 is the only weighted horizon.",
+  "comment": "Uploads a custom Strategy bytecode program (single Leaf at horizon N_HORIZONS-1) that bypasses the hardcoded WeightedByRealizedSharpe default. Should produce equivalent end-state when only the last horizon is weighted.",
   "warm_start_isv_kelly": [
     [
-      { "pnl_ema_win": 0.0, "pnl_ema_loss": 0.0, "win_rate_ema": 0.0, "n_trades_seen": 0,  "realised_return_var": 0.0,  "recent_sharpe": 0.0 },
-      { "pnl_ema_win": 0.0, "pnl_ema_loss": 0.0, "win_rate_ema": 0.0, "n_trades_seen": 0,  "realised_return_var": 0.0,  "recent_sharpe": 0.0 },
       { "pnl_ema_win": 0.0, "pnl_ema_loss": 0.0, "win_rate_ema": 0.0, "n_trades_seen": 0,  "realised_return_var": 0.0,  "recent_sharpe": 0.0 },
       { "pnl_ema_win": 0.0, "pnl_ema_loss": 0.0, "win_rate_ema": 0.0, "n_trades_seen": 0,  "realised_return_var": 0.0,  "recent_sharpe": 0.0 },
       { "pnl_ema_win": 2.0, "pnl_ema_loss": 0.5, "win_rate_ema": 0.8, "n_trades_seen": 50, "realised_return_var": 0.25, "recent_sharpe": 1.0 }
@@ -22,7 +20,7 @@
     },
     {
       "type": "decision",
-      "alpha_probs": [0.5, 0.5, 0.5, 0.5, 0.9],
+      "alpha_probs": [0.5, 0.5, 0.9],
       "target_annual_vol_units": 50.0,
       "annualisation_factor": 1.0,
       "max_lots": 5,
diff --git a/crates/ml-backtesting/tests/lob_sim_fixtures.rs b/crates/ml-backtesting/tests/lob_sim_fixtures.rs
index 4ec9249f3..76c49f884 100644
--- a/crates/ml-backtesting/tests/lob_sim_fixtures.rs
+++ b/crates/ml-backtesting/tests/lob_sim_fixtures.rs
@@ -5,7 +5,7 @@
 
 use anyhow::{Context, Result};
 use ml_backtesting::lob::BOOK_LEVELS;
-use ml_backtesting::policy::IsvKellyStateHost;
+use ml_backtesting::policy::{IsvKellyStateHost, N_HORIZONS};
 use ml_backtesting::sim::LobSimCuda;
 use ml_core::device::MlDevice;
 use serde::Deserialize;
@@ -28,7 +28,7 @@ enum FixtureEvent {
         ts_ns: u64,
     },
     Decision {
-        alpha_probs: [f32; 5],
+        alpha_probs: [f32; N_HORIZONS],
         target_annual_vol_units: f32,
         annualisation_factor: f32,
         max_lots: u16,
@@ -152,11 +152,11 @@ struct Fixture {
     #[serde(default)]
     expected_trade_records: Vec<ExpectedTradeRecord>,
     #[serde(default)]
-    warm_start_isv_kelly: Vec<[IsvKellyFixture; 5]>,
+    warm_start_isv_kelly: Vec<[IsvKellyFixture; N_HORIZONS]>,
     #[serde(default)]
     expected_min_trade_records: usize,
     #[serde(default)]
-    expected_isv_kelly_after: Vec<[ExpectedIsvKelly; 5]>,
+    expected_isv_kelly_after: Vec<[ExpectedIsvKelly; N_HORIZONS]>,
     #[serde(default)]
     expected_limit_slot_states: Vec<ExpectedSlotState>,
     #[serde(default)]
@@ -202,11 +202,12 @@ fn run_book_fixture(path: &Path) -> Result<()> {
         .map_err(|e| anyhow::anyhow!("cuda device: {e}"))?;
     let mut sim = LobSimCuda::new(fx.n_backtests, &dev)?;
 
-    // Upload a single-leaf h4 Strategy program for backtest 0 if requested.
+    // Upload a single-leaf longest-horizon Strategy program for backtest 0
+    // if requested. Horizon idx = N_HORIZONS-1 (longest available horizon).
     if fx.upload_h4_leaf_program {
         use ml_backtesting::policy::{SizingPolicyId, Strategy, StrategyConfig};
         let leaf = Strategy::Leaf(StrategyConfig {
-            horizon_idx: 4,
+            horizon_idx: (N_HORIZONS - 1) as u8,
             sizing_policy: SizingPolicyId::IsvKelly,
             max_concurrent_lots: 5,
         });
@@ -216,13 +217,8 @@ fn run_book_fixture(path: &Path) -> Result<()> {
 
     // Apply ISV-Kelly warm-start if provided (one row per backtest).
     for (b, states) in fx.warm_start_isv_kelly.iter().enumerate() {
-        let host_states: [IsvKellyStateHost; 5] = [
-            states[0].to_host(),
-            states[1].to_host(),
-            states[2].to_host(),
-            states[3].to_host(),
-            states[4].to_host(),
-        ];
+        let host_states: [IsvKellyStateHost; N_HORIZONS] =
+            std::array::from_fn(|h| states[h].to_host());
         sim.write_isv_kelly(b, &host_states)?;
     }
 
@@ -345,7 +341,7 @@ fn run_book_fixture(path: &Path) -> Result<()> {
     if !fx.expected_isv_kelly_after.is_empty() {
         for (b, expected) in fx.expected_isv_kelly_after.iter().enumerate() {
             let got = sim.read_isv_kelly(b)?;
-            for h in 0..5 {
+            for h in 0..N_HORIZONS {
                 let n = got[h].n_trades_seen;
                 assert!(
                     n >= expected[h].n_trades_seen_min && n <= expected[h].n_trades_seen_max,
diff --git a/crates/ml-backtesting/tests/lob_sim_integrated_fuzz.rs b/crates/ml-backtesting/tests/lob_sim_integrated_fuzz.rs
index 88885b7dc..d44ddc97a 100644
--- a/crates/ml-backtesting/tests/lob_sim_integrated_fuzz.rs
+++ b/crates/ml-backtesting/tests/lob_sim_integrated_fuzz.rs
@@ -13,7 +13,7 @@
 //!     resting-order pressure + trade-flow simulation.
 
 use anyhow::Result;
-use ml_backtesting::policy::IsvKellyStateHost;
+use ml_backtesting::policy::{IsvKellyStateHost, N_HORIZONS};
 use ml_backtesting::sim::LobSimCuda;
 use ml_core::device::MlDevice;
 use rand::{Rng, SeedableRng};
@@ -37,12 +37,12 @@ fn make_initial_book() -> ([f32; BOOK_LEVELS], [f32; BOOK_LEVELS], [f32; BOOK_LE
     (bid_px, bid_sz, ask_px, ask_sz)
 }
 
-fn random_warm_start_isv(rng: &mut ChaCha8Rng) -> [IsvKellyStateHost; 5] {
-    let mut out: [IsvKellyStateHost; 5] = Default::default();
-    for h in 0..5 {
+fn random_warm_start_isv(rng: &mut ChaCha8Rng) -> [IsvKellyStateHost; N_HORIZONS] {
+    let mut out: [IsvKellyStateHost; N_HORIZONS] = Default::default();
+    for h in 0..N_HORIZONS {
         // Make at least one horizon credibly profitable so the decision
         // kernel actually opens positions; others get random warm-starts.
-        let positive_h = h == 4;
+        let positive_h = h == N_HORIZONS - 1;
         let win_rate: f32 = if positive_h { 0.7 } else { rng.gen_range(0.3..0.6) };
         let pnl_win: f32 = if positive_h { 2.0 } else { rng.gen_range(0.5..1.5) };
         let pnl_loss: f32 = rng.gen_range(0.3..1.0);
@@ -113,8 +113,8 @@ fn run_integrated_fuzz(n_backtests: usize, n_events: usize, seed: u64) -> Result
 
         // Decide every 4th event.
         if event_idx % 4 == 0 {
-            let mut probs = [0.5_f32; 5];
-            for h in 0..5 {
+            let mut probs = [0.5_f32; N_HORIZONS];
+            for h in 0..N_HORIZONS {
                 probs[h] = rng.gen_range(0.1..0.9);
             }
             sim.broadcast_alpha(&probs)?;
diff --git a/crates/ml-backtesting/tests/parallel_sim_correctness.rs b/crates/ml-backtesting/tests/parallel_sim_correctness.rs
index cd0891c31..ef089602b 100644
--- a/crates/ml-backtesting/tests/parallel_sim_correctness.rs
+++ b/crates/ml-backtesting/tests/parallel_sim_correctness.rs
@@ -8,6 +8,7 @@
 //! kernel where the read_first_inflight_arrival_ts helper exists.
 
 use anyhow::Result;
+use ml_backtesting::policy::N_HORIZONS;
 use ml_backtesting::sim::{BatchedSimConfig, LobSimCuda, UniformSimParams};
 use ml_core::device::MlDevice;
 
@@ -22,7 +23,7 @@ fn parallel_sim_equivalence_with_uniform_config() -> Result<()> {
         }
     };
     let mut sim = LobSimCuda::new(8, &dev)?;
-    sim.broadcast_alpha(&[0.8, 0.8, 0.8, 0.8, 0.8])?;
+    sim.broadcast_alpha(&[0.8; N_HORIZONS])?;
     let cfg = BatchedSimConfig::from_uniform(
         8,
         &UniformSimParams {
diff --git a/crates/ml-backtesting/tests/ring3_replay.rs b/crates/ml-backtesting/tests/ring3_replay.rs
index 1a329e487..1c5b35097 100644
--- a/crates/ml-backtesting/tests/ring3_replay.rs
+++ b/crates/ml-backtesting/tests/ring3_replay.rs
@@ -44,7 +44,7 @@ fn try_loader() -> Option<MultiHorizonLoader> {
         files,
         predecoded_dir: mbp10.clone(),
         seq_len: 1,
-        horizons: [30, 100, 300, 1000, 6000],
+        horizons: ml_alpha::heads::HORIZONS,
         n_max_sequences: 0,
         seed: 0xCAFE_F00D,
         inference_only: true,
diff --git a/crates/ml-backtesting/tests/stop_controller.rs b/crates/ml-backtesting/tests/stop_controller.rs
index 140558e88..f5b379ced 100644
--- a/crates/ml-backtesting/tests/stop_controller.rs
+++ b/crates/ml-backtesting/tests/stop_controller.rs
@@ -92,7 +92,7 @@ fn stop_check_skipped_when_flat() -> Result<()> {
 
     // Position is flat (just allocated, zeros). Stop check must not fire;
     // alpha decides the action.
-    sim.broadcast_alpha(&[0.8, 0.8, 0.8, 0.8, 0.8])?;
+    sim.broadcast_alpha(&[0.8; N_HORIZONS])?;
     sim.step_decision_with_latency(0, &cfg_default(1))?;
 
     let (side, size) = sim.read_market_target(0)?;
@@ -118,7 +118,7 @@ fn sl_fires_when_unrealized_breaks_distance() -> Result<()> {
     // pnl_ema_win=0.0 forces cold-start branch in decision kernel (kelly_frac →
     // floor=0.20, cap_lots → max_lots=5). With alpha=0.95 this gives
     // lots=round(0.9*0.20*5)=round(0.9)=1 — position opens.
-    let seeded: [IsvKellyStateHost; 5] = std::array::from_fn(|_| IsvKellyStateHost {
+    let seeded: [IsvKellyStateHost; N_HORIZONS] = std::array::from_fn(|_| IsvKellyStateHost {
         pnl_ema_win:  0.0,
         pnl_ema_loss: 2.0,
         win_rate_ema: 0.5,
@@ -135,7 +135,7 @@ fn sl_fires_when_unrealized_breaks_distance() -> Result<()> {
     sim.apply_snapshot(&bp2, &bs2, &ap2, &az2)?;
 
     // Open a long position via strong-alpha + step_decision + manual fill.
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(0, &cfg_default(1))?;
     let mut ts: u64 = 1_000_000;
     for _ in 0..3 {
@@ -149,7 +149,7 @@ fn sl_fires_when_unrealized_breaks_distance() -> Result<()> {
     // Drive mid down by 3.0 (>= sl_distance=2.0). Stop must fire force-flat.
     let (bp3, bs3, ap3, az3) = level_book(5497.0, 0.25);
     sim.apply_snapshot(&bp3, &bs3, &ap3, &az3)?;
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(ts, &cfg_default(1))?;
 
     let (side, size) = sim.read_market_target(0)?;
@@ -169,7 +169,7 @@ fn trail_arms_then_fires() -> Result<()> {
 
     // Cold-start ISV (forces kelly_frac_floor + max_lots cap) so position opens.
     // pnl_ema_loss large enough that SL won't fire during the +5pt walk.
-    let cold_start: [IsvKellyStateHost; 5] = std::array::from_fn(|_| IsvKellyStateHost {
+    let cold_start: [IsvKellyStateHost; N_HORIZONS] = std::array::from_fn(|_| IsvKellyStateHost {
         pnl_ema_win:  0.0,
         pnl_ema_loss: 10.0,    // big SL so trail fires first
         win_rate_ema: 0.0,
@@ -185,7 +185,7 @@ fn trail_arms_then_fires() -> Result<()> {
     sim.apply_snapshot(&bp2, &bs2, &ap2, &az2)?;
 
     // Open long.
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(0, &cfg_default(1))?;
     let mut ts: u64 = 1_000_000;
     for _ in 0..3 { sim.step_resting_orders(ts, 0.0)?; ts += 1_000_000; }
@@ -193,7 +193,7 @@ fn trail_arms_then_fires() -> Result<()> {
 
     // After opening, switch ISV to one with pnl_ema_win=1.5 (trail_distance target).
     // The trail check reads this fresh state on subsequent decision steps.
-    let trail_state: [IsvKellyStateHost; 5] = std::array::from_fn(|_| IsvKellyStateHost {
+    let trail_state: [IsvKellyStateHost; N_HORIZONS] = std::array::from_fn(|_| IsvKellyStateHost {
         pnl_ema_win:  1.5,
         pnl_ema_loss: 10.0,
         win_rate_ema: 0.5,
@@ -207,7 +207,7 @@ fn trail_arms_then_fires() -> Result<()> {
     for &m in &[5501.0_f32, 5502.0, 5503.0, 5504.0, 5505.0] {
         let (b, bs, a, asz) = level_book(m, 0.25);
         sim.apply_snapshot(&b, &bs, &a, &asz)?;
-        sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+        sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
         sim.step_decision_with_latency(ts, &cfg_default(1))?;
         ts += 1_000_000;
     }
@@ -217,7 +217,7 @@ fn trail_arms_then_fires() -> Result<()> {
     // Drop mid by trail_distance+ε from peak to fire trail.
     let (b, bs, a, asz) = level_book(5502.0, 0.25);  // drop from peak 5505 to 5502 = 3.0
     sim.apply_snapshot(&b, &bs, &a, &asz)?;
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(ts, &cfg_default(1))?;
 
     let (side, size) = sim.read_market_target(0)?;
@@ -244,7 +244,7 @@ fn multi_horizon_mask_averages_emas() -> Result<()> {
     // Bit-pick-first (h0=2.0) would fire at Δ_entry=2.5 → test catches it.
     // Bit-pick-max (h1=4.0) would not fire at Δ_entry=4.5 → test catches it.
     // Correct mean (3.0) → no fire at Δ_entry=2.5, fire at Δ_entry=4.5.
-    let cold_start: [IsvKellyStateHost; 5] = std::array::from_fn(|_| IsvKellyStateHost {
+    let cold_start: [IsvKellyStateHost; N_HORIZONS] = std::array::from_fn(|_| IsvKellyStateHost {
         pnl_ema_win:  0.0,
         pnl_ema_loss: 10.0,
         win_rate_ema: 0.0,
@@ -259,7 +259,7 @@ fn multi_horizon_mask_averages_emas() -> Result<()> {
     let (bp2, bs2, ap2, az2) = level_book(5500.1, 0.25);
     sim.apply_snapshot(&bp2, &bs2, &ap2, &az2)?;
 
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(0, &cfg_default(1))?;
     let mut ts: u64 = 1_000_000;
     for _ in 0..3 { sim.step_resting_orders(ts, 0.0)?; ts += 1_000_000; }
@@ -274,7 +274,7 @@ fn multi_horizon_mask_averages_emas() -> Result<()> {
     // Seed multi-horizon ISV state. pnl_ema_win=100.0 keeps trail_distance huge
     // so the trail never fires during the test.
     // See setup comment above: mean=3.0, regression discriminators at Δ=2.5/4.5.
-    let mut seeded: [IsvKellyStateHost; 5] = std::array::from_fn(|_| IsvKellyStateHost {
+    let mut seeded: [IsvKellyStateHost; N_HORIZONS] = std::array::from_fn(|_| IsvKellyStateHost {
         pnl_ema_win:  100.0,
         pnl_ema_loss: 3.0,
         win_rate_ema: 0.5,
@@ -299,7 +299,7 @@ fn multi_horizon_mask_averages_emas() -> Result<()> {
     let mid_no_fire = entry_px - 2.25;
     let (bp3, bs3, ap3, az3) = level_book(mid_no_fire, 0.25);
     sim.apply_snapshot(&bp3, &bs3, &ap3, &az3)?;
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(ts, &cfg_default(1))?;
     let (side_at_25, _) = sim.read_market_target(0)?;
     assert_ne!(side_at_25, 3,
@@ -317,7 +317,7 @@ fn multi_horizon_mask_averages_emas() -> Result<()> {
     let mid_fire = entry_px - 4.25;
     let (bp4, bs4, ap4, az4) = level_book(mid_fire, 0.25);
     sim.apply_snapshot(&bp4, &bs4, &ap4, &az4)?;
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(ts, &cfg_default(1))?;
     let (side_at_45, size_at_45) = sim.read_market_target(0)?;
     assert_eq!(side_at_45, 3, "Δ=4.5 > mean_sl=3.0 must fire force-flat; got side={side_at_45}");
@@ -358,7 +358,7 @@ fn bytecode_and_default_kernel_agree_on_stops() -> Result<()> {
         // Cold-start ISV: pnl_ema_win=0.0, n_trades_seen=0, realised_return_var=0.0
         // forces kelly_frac_floor + max_lots path so position opens.
         // pnl_ema_loss=10.0 keeps SL far enough that it won't fire during open setup.
-        let cold_start: [IsvKellyStateHost; 5] = std::array::from_fn(|_| IsvKellyStateHost {
+        let cold_start: [IsvKellyStateHost; N_HORIZONS] = std::array::from_fn(|_| IsvKellyStateHost {
             pnl_ema_win: 0.0,
             pnl_ema_loss: 10.0,
             win_rate_ema: 0.0,
@@ -374,7 +374,7 @@ fn bytecode_and_default_kernel_agree_on_stops() -> Result<()> {
         sim.apply_snapshot(&bp2, &bs2, &ap2, &az2)?;
 
         // Open long.
-        sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+        sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
         sim.step_decision_with_latency(0, &cfg_default(1))?;
         let mut ts: u64 = 1_000_000;
         for _ in 0..3 {
@@ -391,7 +391,7 @@ fn bytecode_and_default_kernel_agree_on_stops() -> Result<()> {
 
         // Set SL trigger setup: pnl_ema_loss=2.0 → sl_distance=2.0 (assuming ATR < 2.0).
         // pnl_ema_win=10.0 keeps trail_distance=10.0 so trail won't fire before SL.
-        let triggered: [IsvKellyStateHost; 5] = std::array::from_fn(|_| IsvKellyStateHost {
+        let triggered: [IsvKellyStateHost; N_HORIZONS] = std::array::from_fn(|_| IsvKellyStateHost {
             pnl_ema_win: 10.0,
             pnl_ema_loss: 2.0,
             win_rate_ema: 0.5,
@@ -407,7 +407,7 @@ fn bytecode_and_default_kernel_agree_on_stops() -> Result<()> {
         let trigger_mid = pos_open.vwap_entry - 4.0;
         let (bp3, bs3, ap3, az3) = level_book(trigger_mid, 0.25);
         sim.apply_snapshot(&bp3, &bs3, &ap3, &az3)?;
-        sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+        sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
         sim.step_decision_with_latency(ts, &cfg_default(1))?;
         sim.read_market_target(0)
     }
@@ -444,7 +444,7 @@ fn position_target_not_additive() -> Result<()> {
     let cfg = cfg_default(1);
     let mut ts: u64 = 0;
     for _ in 0..10 {
-        sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+        sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
         sim.step_decision_with_latency(ts, &cfg)?;
         sim.step_resting_orders(ts, 0.0)?;
         ts += 1_000_000;
@@ -487,7 +487,7 @@ fn position_target_not_additive_with_latency() -> Result<()> {
     let mut ts: u64 = 0;
     // 500 events of persistent target — most should produce delta=0.
     for _ in 0..500 {
-        sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+        sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
         sim.step_decision_with_latency(ts, &cfg_lat)?;
         sim.step_resting_orders(ts, 0.0)?;
         ts += 1_000_000;
@@ -508,7 +508,7 @@ fn trail_hwm_reset_on_close() -> Result<()> {
     };
     let mut sim = LobSimCuda::new(1, &dev)?;
 
-    let cold_start: [IsvKellyStateHost; 5] = std::array::from_fn(|_| IsvKellyStateHost {
+    let cold_start: [IsvKellyStateHost; N_HORIZONS] = std::array::from_fn(|_| IsvKellyStateHost {
         pnl_ema_win: 0.0, pnl_ema_loss: 10.0,
         win_rate_ema: 0.0, n_trades_seen: 0,
         realised_return_var: 0.0, recent_sharpe: 0.0,
@@ -521,14 +521,14 @@ fn trail_hwm_reset_on_close() -> Result<()> {
     sim.apply_snapshot(&bp2, &bs2, &ap2, &az2)?;
 
     // Open long.
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     let mut ts: u64 = 1_000_000;
     sim.step_decision_with_latency(ts, &cfg_default(1))?;
     for _ in 0..3 { sim.step_resting_orders(ts, 0.0)?; sim.step_pnl_track(ts)?; ts += 1_000_000; }
     assert!(sim.read_pos(0)?.position_lots > 0, "setup: long opens");
 
     // Switch ISV to trail-test state (pnl_ema_win=1.5 → trail_distance=1.5).
-    let trail_state: [IsvKellyStateHost; 5] = std::array::from_fn(|_| IsvKellyStateHost {
+    let trail_state: [IsvKellyStateHost; N_HORIZONS] = std::array::from_fn(|_| IsvKellyStateHost {
         pnl_ema_win: 1.5, pnl_ema_loss: 100.0,  // big SL → only trail can fire
         win_rate_ema: 0.5, n_trades_seen: 20,
         realised_return_var: 0.5, recent_sharpe: 0.5,
@@ -539,7 +539,7 @@ fn trail_hwm_reset_on_close() -> Result<()> {
     for &m in &[5501.0_f32, 5502.0, 5503.0, 5504.0, 5505.0] {
         let (b, bs, a, asz) = level_book(m, 0.25);
         sim.apply_snapshot(&b, &bs, &a, &asz)?;
-        sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+        sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
         sim.step_decision_with_latency(ts, &cfg_default(1))?;
         sim.step_resting_orders(ts, 0.0)?;
         sim.step_pnl_track(ts)?;
@@ -551,7 +551,7 @@ fn trail_hwm_reset_on_close() -> Result<()> {
     // Fire trail — drop mid past trail_distance from peak.
     let (b, bs, a, asz) = level_book(5502.0, 0.25);
     sim.apply_snapshot(&b, &bs, &a, &asz)?;
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(ts, &cfg_default(1))?;
     let (s_fire, _) = sim.read_market_target(0)?;
     assert_eq!(s_fire, 3, "trail must fire force-flat");
@@ -593,7 +593,7 @@ fn max_hold_forces_close() -> Result<()> {
     let mut sim = LobSimCuda::new(1, &dev)?;
 
     // Cold-start ISV: large pnl_ema_loss so SL never fires during the test.
-    let cold_start: [IsvKellyStateHost; 5] = std::array::from_fn(|_| IsvKellyStateHost {
+    let cold_start: [IsvKellyStateHost; N_HORIZONS] = std::array::from_fn(|_| IsvKellyStateHost {
         pnl_ema_win:  0.0,
         pnl_ema_loss: 100.0,
         win_rate_ema: 0.0,
@@ -626,7 +626,7 @@ fn max_hold_forces_close() -> Result<()> {
 
     // Open long at t=1ms via strong alpha.
     let mut ts: u64 = 1_000_000;
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(ts, &cfg_max_hold)?;
     for _ in 0..3 { sim.step_resting_orders(ts, 0.0)?; sim.step_pnl_track(ts)?; ts += 1_000_000; }
     assert!(sim.read_pos(0)?.position_lots > 0, "setup: long opens");
@@ -693,7 +693,7 @@ fn book_nan_inf_prices_dont_corrupt_realized_pnl() -> Result<()> {
 
     // Open long via strong alpha. The fill must NOT propagate NaN/Inf into
     // pos.realized_pnl, even though the book has NaN at ask[3] and Inf at bid[5].
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     let mut ts: u64 = 1_000_000;
     sim.step_decision_with_latency(ts, &cfg_default(1))?;
     for _ in 0..5 {
@@ -730,7 +730,7 @@ fn pnl_track_resets_scratch_on_close() -> Result<()> {
     };
     let mut sim = LobSimCuda::new(1, &dev)?;
 
-    let cold_start: [IsvKellyStateHost; 5] = std::array::from_fn(|_| IsvKellyStateHost {
+    let cold_start: [IsvKellyStateHost; N_HORIZONS] = std::array::from_fn(|_| IsvKellyStateHost {
         pnl_ema_win: 0.0, pnl_ema_loss: 100.0,  // huge SL so it doesn't fire
         win_rate_ema: 0.0, n_trades_seen: 0,
         realised_return_var: 0.0, recent_sharpe: 0.0,
@@ -760,7 +760,7 @@ fn pnl_track_resets_scratch_on_close() -> Result<()> {
 
     // Trade 1: open long, force-flatten via max_hold.
     let mut ts: u64 = 1_000_000;
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(ts, &cfg_max_hold)?;
     for _ in 0..3 {
         sim.step_resting_orders(ts, 0.0)?;
@@ -771,7 +771,7 @@ fn pnl_track_resets_scratch_on_close() -> Result<()> {
 
     // Force close trade 1 via max_hold: jump ts by 200ms.
     ts += 200_000_000;
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(ts, &cfg_max_hold)?;
     for _ in 0..5 {
         sim.step_resting_orders(ts, 0.0)?;
@@ -795,7 +795,7 @@ fn pnl_track_resets_scratch_on_close() -> Result<()> {
 
     // Trade 2: re-open + close via max_hold.
     ts += 10_000_000;
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(ts, &cfg_max_hold)?;
     for _ in 0..3 {
         sim.step_resting_orders(ts, 0.0)?;
@@ -806,7 +806,7 @@ fn pnl_track_resets_scratch_on_close() -> Result<()> {
 
     // Force close trade 2.
     ts += 200_000_000;
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(ts, &cfg_max_hold)?;
     for _ in 0..5 {
         sim.step_resting_orders(ts, 0.0)?;
@@ -850,7 +850,7 @@ fn trade_vol_floor_prevents_sub_cost_stops() -> Result<()> {
 
     // Zero ema_loss: only ATR and cost floor govern sl_distance.
     // Large pnl_ema_win to keep trail_distance enormous, preventing trail fires.
-    let cold_start: [IsvKellyStateHost; 5] = std::array::from_fn(|_| IsvKellyStateHost {
+    let cold_start: [IsvKellyStateHost; N_HORIZONS] = std::array::from_fn(|_| IsvKellyStateHost {
         pnl_ema_win: 100.0, pnl_ema_loss: 0.0,
         win_rate_ema: 0.0, n_trades_seen: 0,
         realised_return_var: 0.0, recent_sharpe: 0.0,
@@ -886,7 +886,7 @@ fn trade_vol_floor_prevents_sub_cost_stops() -> Result<()> {
         delta_floor:             0.0,
     });
 
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(0, &cfg_cost)?;
     let mut ts: u64 = 1_000_000;
     for _ in 0..3 { sim.step_resting_orders(ts, 0.0)?; ts += 1_000_000; }
@@ -903,7 +903,7 @@ fn trade_vol_floor_prevents_sub_cost_stops() -> Result<()> {
     let (bp3, bs3, ap3, az3) = level_book(mid_no_fire, 0.25);
     sim.apply_snapshot(&bp3, &bs3, &ap3, &az3)?;
     // ATR update: delta ≈ |(entry+0.17) - 5500.1| — pumped slightly but still << 0.125 ✓
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(ts, &cfg_cost)?;
     let (side_no_fire, _) = sim.read_market_target(0)?;
     assert_ne!(side_no_fire, 3,
@@ -915,7 +915,7 @@ fn trade_vol_floor_prevents_sub_cost_stops() -> Result<()> {
     let mid_fire = entry + 0.05;
     let (bp4, bs4, ap4, az4) = level_book(mid_fire, 0.25);
     sim.apply_snapshot(&bp4, &bs4, &ap4, &az4)?;
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(ts, &cfg_cost)?;
     let (side_fire, size_fire) = sim.read_market_target(0)?;
     assert_eq!(side_fire, 3,
@@ -940,7 +940,7 @@ fn session_gap_force_closes_open_positions() -> Result<()> {
     };
     let mut sim = LobSimCuda::new(1, &dev)?;
 
-    let cold_start: [IsvKellyStateHost; 5] = std::array::from_fn(|_| IsvKellyStateHost {
+    let cold_start: [IsvKellyStateHost; N_HORIZONS] = std::array::from_fn(|_| IsvKellyStateHost {
         pnl_ema_win: 0.0, pnl_ema_loss: 100.0,    // huge SL — won't fire
         win_rate_ema: 0.0, n_trades_seen: 0,
         realised_return_var: 0.0, recent_sharpe: 0.0,
@@ -954,7 +954,7 @@ fn session_gap_force_closes_open_positions() -> Result<()> {
 
     // Open long at t=1ms.
     let mut ts: u64 = 1_000_000;
-    sim.broadcast_alpha(&[0.95, 0.95, 0.95, 0.95, 0.95])?;
+    sim.broadcast_alpha(&[0.95; N_HORIZONS])?;
     sim.step_decision_with_latency(ts, &cfg_default(1))?;
     for _ in 0..3 {
         sim.step_resting_orders(ts, 0.0)?;
@@ -1231,15 +1231,14 @@ fn multi_horizon_conviction_cancels_on_disagreement() -> Result<()> {
         delta_floor:             0.0,
     });
 
-    // Two horizons bullish (0.7), two bearish (0.3), one neutral (0.5).
-    // Magnitudes: [0.4, 0.4, 0.4, 0.4, 0.0]. Directions: [+1, -1, +1, -1, +1].
+    // One horizon bullish (0.7), one bearish (0.3), one neutral (0.5).
+    // Magnitudes: [0.4, 0.4, 0.0]. Directions: [+1, -1, +1].
     // At cold start (ISV all zero, cost=1.0), every weight_h is
     // eps_edge / (0 + cost²) = 0.01 — equal. Weighted signed sum:
-    //   0.4*0.01*(+1) + 0.4*0.01*(-1) + 0.4*0.01*(+1) + 0.4*0.01*(-1) + 0
-    //   = 0
+    //   0.4*0.01*(+1) + 0.4*0.01*(-1) + 0 = 0
     // conviction_signed = 0 / total_abs_weight = 0
     // → conv_ema = 0 → target_lots = 0 → side ∈ {2, 3}.
-    let mixed: [f32; N_HORIZONS] = [0.7, 0.3, 0.7, 0.3, 0.5];
+    let mixed: [f32; N_HORIZONS] = [0.7, 0.3, 0.5];
     sim.broadcast_alpha(&mixed)?;
     sim.step_decision_with_latency(1_000_000_000u64, &cfg)?;
     let (side, size) = sim.read_market_target(0)?;
diff --git a/crates/ml-backtesting/tests/threshold_and_cost.rs b/crates/ml-backtesting/tests/threshold_and_cost.rs
index dd9224f71..37322f265 100644
--- a/crates/ml-backtesting/tests/threshold_and_cost.rs
+++ b/crates/ml-backtesting/tests/threshold_and_cost.rs
@@ -7,6 +7,7 @@
 //! contract in isolation.
 
 use anyhow::Result;
+use ml_backtesting::policy::N_HORIZONS;
 use ml_backtesting::sim::{BatchedSimConfig, LobSimCuda, UniformSimParams};
 use ml_core::device::MlDevice;
 
@@ -39,7 +40,7 @@ fn threshold_gate_skips_low_conviction() -> Result<()> {
     // identical across horizons. With uniform alpha=0.51 across all 5
     // horizons (all bullish), magnitude_h = 0.02 and conviction_signed =
     // 0.02 — well below threshold = 0.10. Kernel writes side=2 (no-op).
-    sim.broadcast_alpha(&[0.51, 0.51, 0.51, 0.51, 0.51])?;
+    sim.broadcast_alpha(&[0.51; N_HORIZONS])?;
     sim.step_decision_with_latency(0, &cfg_with_threshold(1, 0.10, 1.0))?;
     let (side, size) = sim.read_market_target(0)?;
     assert_eq!(side, 2, "side should be noop under threshold gate; got side={side}");
@@ -58,7 +59,7 @@ fn threshold_gate_allows_high_conviction() -> Result<()> {
     // CRT.1 C1.2: uniform alpha=0.8 across horizons → magnitude_h = 0.6,
     // direction_h = +1 for all → conviction_signed = 0.6, above threshold
     // = 0.10. target_lots = round(1 * 0.6 * 5) = 3.
-    sim.broadcast_alpha(&[0.8, 0.8, 0.8, 0.8, 0.8])?;
+    sim.broadcast_alpha(&[0.8; N_HORIZONS])?;
     sim.step_decision_with_latency(0, &cfg_with_threshold(1, 0.10, 1.0))?;
     let (side, size) = sim.read_market_target(0)?;
     assert_eq!(side, 0, "side should be buy with strong alpha; got side={side}");
@@ -76,7 +77,7 @@ fn threshold_zero_is_passthrough() -> Result<()> {
         Err(e) => { eprintln!("skipping: cuda device unavailable ({e})"); return Ok(()); }
     };
     let mut sim = LobSimCuda::new(1, &dev)?;
-    sim.broadcast_alpha(&[0.8, 0.8, 0.8, 0.8, 0.8])?;
+    sim.broadcast_alpha(&[0.8; N_HORIZONS])?;
     sim.step_decision_with_latency(0, &cfg_with_threshold(1, 0.0, 1.0))?;
     let (side, size) = sim.read_market_target(0)?;
     assert_eq!(side, 0, "threshold=0 with strong alpha should pass through; got side={side}");
diff --git a/crates/ml-backtesting/tests/trainer_parity.rs b/crates/ml-backtesting/tests/trainer_parity.rs
index 074686bd3..2b5468993 100644
--- a/crates/ml-backtesting/tests/trainer_parity.rs
+++ b/crates/ml-backtesting/tests/trainer_parity.rs
@@ -31,7 +31,7 @@ fn try_loader(inference_only: bool) -> Option<MultiHorizonLoader> {
         files,
         predecoded_dir: mbp10.clone(),
         seq_len: 1,
-        horizons: [30, 100, 300, 1000, 6000],
+        horizons: ml_alpha::heads::HORIZONS,
         n_max_sequences: 1,
         seed: 0xCAFEF00D,
         inference_only,