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