experiment(sp22): H1 — pin aux pred horizon at 200 bars (atomic)

Hypothesis test for SP22 H1 (label horizon mismatch).

Finding from v9/v10 HEALTH_DIAG: aux_dir_acc=28-47% (BELOW RANDOM)
across all observed cycles. Root cause: adaptive aux_horizon_update
collapses H back to ~1.7 bars (observed avg winning hold time),
making the aux label HFT microstructure noise.

Experiment:
  1. Bump SENTINEL_AUX_PRED_HORIZON_BARS 60.0 → 200.0
  2. Disable launch_aux_horizon_chain call so H stays at sentinel

Predicted: if aux_dir_acc rises >50% → H1 confirmed; if stays ≤50%
→ escalate to H2/H4 per SP22 plan.

Cost: 1 smoke ~30min, kill early on cycle 1-2 trend.

Files changed:
  - crates/ml/src/cuda_pipeline/sp14_isv_slots.rs
  - crates/ml/src/trainers/dqn/trainer/training_loop.rs
  - docs/dqn-wire-up-audit.md (H1 experiment entry)

Reverts if H1 falsified.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

crates/ml/src/cuda_pipeline/sp14_isv_slots.rs

@@ -97,7 +97,15 @@ pub const AUX_PRED_HORIZON_BARS_INDEX:    usize = 450;
 pub const AVG_WIN_HOLD_TIME_BARS_INDEX:   usize = 451;
 
 // ── Aux horizon producer constants ────────────────────────────────────
-pub const SENTINEL_AUX_PRED_HORIZON_BARS:    f32 = 60.0;  // Pearl-A bootstrap
+// SP22 H1 (2026-05-12) — bumped sentinel from 60 → 200. The adaptive
+// `aux_horizon_update_kernel` was collapsing H back to ~1.7 (the
+// observed avg winning hold time) because positions don't last long
+// in our volume-bar setup. Result: aux head predicts 2-bar-ahead
+// sign which is HFT microstructure noise, and aux_dir_acc pins at
+// 28-47% (BELOW RANDOM!) across all cycles in v9/v10. To test H1,
+// we force H=200 (≈156s @ volume bars) and disable the adaptive
+// update so the label stays at a learnable horizon.
+pub const SENTINEL_AUX_PRED_HORIZON_BARS:    f32 = 200.0;  // SP22 H1 fixed horizon
 pub const SENTINEL_AVG_WIN_HOLD_TIME_BARS:   f32 = 0.0;   // Pearl-A bootstrap
 pub const AUX_PRED_HORIZON_BARS_MIN:         f32 = 1.0;   // floor (cannot predict past)
 pub const AUX_PRED_HORIZON_BARS_MAX:         f32 = 240.0; // ceiling (rollout buffer guard)

crates/ml/src/trainers/dqn/trainer/training_loop.rs

@@ -457,13 +457,18 @@ impl DQNTrainer {
                 let hold_at_exit_ptr      = collector.hold_at_exit_per_sample_dev_ptr();
                 let trade_profitable_ptr  = collector.trade_profitable_per_sample_dev_ptr();
                 let total_samples = (collector.alloc_episodes() * collector.alloc_timesteps()) as i32;
-                if let Err(e) = fused.trainer().launch_aux_horizon_chain(
-                    hold_at_exit_ptr,
-                    trade_profitable_ptr,
-                    total_samples,
-                ) {
-                    tracing::warn!(epoch, "launch_aux_horizon_chain failed (non-fatal): {e}");
-                }
+                // SP22 H1 (2026-05-12) — adaptive horizon update DISABLED.
+                // The producer was collapsing H back to ~1.7 bars (avg winning
+                // hold time on volume bars), making the aux label "predict
+                // ~2-bar-ahead sign" = HFT noise. v9/v10 aux_dir_acc pinned
+                // at 28-47% (BELOW RANDOM) across all cycles. SP22 H1 test:
+                // force H = SENTINEL_AUX_PRED_HORIZON_BARS = 200 throughout
+                // training. If aux_dir_acc rises above 50%, longer-horizon
+                // labels are learnable; if it stays below, the aux head
+                // architecture itself can't learn directional signal at any
+                // horizon (escalates to SP22 H2/H4).
+                let _ = (hold_at_exit_ptr, trade_profitable_ptr);
+                // Note: total_samples used by launch_reward_cap_update below.
                 // Class A P0-A (2026-05-08): adaptive REWARD_POS/NEG_CAP
                 // — per-epoch boundary launch. Sweeps the per-sample
                 // `step_ret_per_sample` + `trade_close_per_sample` buffers

docs/dqn-wire-up-audit.md

@@ -16210,3 +16210,48 @@ configuration. New SP arc needed:
 - **Validation method**: each hypothesis gets its own atomic smoke
   with one variable changed; compare against v9 baseline (174 peak val,
   WR=50.1%).
+
+## 2026-05-12 — SP22 H1 experiment: pin aux horizon at 200 bars
+
+### Hypothesis
+
+`aux_dir_acc` pins at 28-47% (BELOW RANDOM) across v9/v10 cycles
+because the adaptive `aux_horizon_update_kernel` collapses
+ISV[AUX_PRED_HORIZON_BARS_INDEX=450] back to ~1.7 bars (the observed
+`avg_winning_hold_time`). The aux head label becomes
+`(p[bar+2] > p[bar])` — HFT-scale microstructure noise. With unlearnable
+labels, the supervised aux supervision can't teach directional features
+to the trunk → the WR=50% plateau in v5-v9.
+
+### Experiment scope
+
+1. Bump `SENTINEL_AUX_PRED_HORIZON_BARS` from 60.0 → 200.0
+   (~156s @ volume bars at 0.78s/bar — multi-bar context window).
+2. Disable `launch_aux_horizon_chain` call so H stays pinned at the
+   sentinel throughout training.
+
+### Predicted outcomes
+
+- H1 CONFIRMED if `aux_dir_acc` rises above 50% at H=200. Fix: replace
+  adaptive H with a fixed long horizon, or change H's driver from
+  avg_win_hold_time to something less collapsible.
+- H1 FALSIFIED if `aux_dir_acc` stays ≤50% at H=200. Aux head can't
+  learn direction at any horizon — escalate to SP22 H2 (action-space
+  pathology) or H4 (feature representation gap).
+
+### Files changed
+
+- `crates/ml/src/cuda_pipeline/sp14_isv_slots.rs`:
+    `SENTINEL_AUX_PRED_HORIZON_BARS: 60.0 → 200.0`
+- `crates/ml/src/trainers/dqn/trainer/training_loop.rs`:
+    `launch_aux_horizon_chain` call DISABLED (preserves sentinel).
+
+### Cost + kill criteria
+
+1 smoke, ~30 min wall-clock. Kill at cycle 2 if `aux_dir_acc` trend
+is clear (per `feedback_kill_runs_on_anomaly_quickly`).
+
+### Reverts
+
+If H1 falsified → revert both files, proceed to H2/H3/H4 per the SP22
+plan at `docs/plans/2026-05-12-sp22-wr-plateau-investigation.md`.