experiment(sp20-aux-h-fixed): force H=30 to test bootstrap failure hypothesis
Throwaway diagnostic edit on aux_horizon_update_kernel.cu. Tests whether the adaptive horizon's self-defeating loop (WR=50% → H~2 → noise horizon → 53.5% acc → WR=50%) is the actual bottleneck. If aux_dir_acc rises to 58%+ at fixed H=30, bootstrap failure confirmed and the proper fix is constraint-based (min hold time during exploration). Audit-doc updated. DO NOT merge to mainline — branch is throwaway after the experiment. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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@@ -74,6 +74,22 @@ void aux_horizon_update(
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* without branching on the host side. */
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if (blockIdx.x != 0 || threadIdx.x != 0) return;
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/* EXPERIMENT (sp20-aux-h-fixed, 2026-05-10): force H=30 to test the
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* "bootstrap failure" hypothesis. Adaptive H gets pulled to ~2 bars
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* because only Q-magnitude trades held briefly produce wins, so aux
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* predicts at noise horizon → 53.5% accuracy → policy can't improve →
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* H stays small. Forcing H=30 lets aux predict at a longer horizon
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* (~15 minutes at 30-sec bars), where Kyle's Lambda / VPIN signals
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* have demonstrated predictive power per research. If aux_dir_acc
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* rises materially at fixed H=30, bootstrap failure confirmed and
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* the proper fix is constraint-based (min hold time during
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* exploration). If accuracy stays at 53.5%, the data really doesn't
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* have signal at this horizon. */
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isv[isv_h_idx] = 30.0f;
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return;
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/* Original adaptive logic preserved below — disabled by the early
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* return above. Restore by deleting lines above this comment. */
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float h_target = isv[isv_h_target_idx];
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float h_current = isv[isv_h_idx];
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@@ -2,6 +2,10 @@
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**Status:** Populated during Plan 1 Task 6 (A.5 orphan audit). Updated on every commit per Invariant 7.
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## 2026-05-10 — DIAGNOSTIC: aux_horizon_update_kernel forced H=30 (sp20-aux-h-fixed branch)
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Throwaway experimental edit. Short-circuits the kernel to always write `ISV[AUX_PRED_HORIZON_BARS_INDEX=450] = 30.0` instead of running adaptive logic. Tests the bootstrap-failure hypothesis: in production, the adaptive H gets pulled to ~2 bars (only brief Q-magnitude trades win → avg winning hold = ~2 bars → H = ~2 bars → aux predicts at noise horizon → 53.5% accuracy → loop closes). If forcing H=30 lifts aux_dir_acc materially, bootstrap failure is real. Diagnostic-only — DO NOT merge to mainline. Original adaptive logic preserved as unreachable code with restoration comment.
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## 2026-05-10 — SP20 Phase 5: aux→Q reward gate (close-out)
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**Branch:** `sp20-phase-5` (off `d1a8ec206`).
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