diff --git a/config/ml/sweep_smoke_perhoriz_cfc.yaml b/config/ml/sweep_smoke_perhoriz_cfc.yaml index a8e0aafa8..d9df62e78 100644 --- a/config/ml/sweep_smoke_perhoriz_cfc.yaml +++ b/config/ml/sweep_smoke_perhoriz_cfc.yaml @@ -1,6 +1,9 @@ -# Anti-calibration validation smoke (post D1 signed-EMA + N_HORIZONS=3 rebase). -# Loads trunk_best_h1000.bin from alpha-perception-9h5xc Smoke 1 -# (commit 2efedcd6b, auc_h1000 best=0.7137 at epoch 4 vs gate 0.65). +# Anti-calibration validation smoke (post D1 signed-EMA, post-front-month-filter). +# Loads trunk_best_h1000.bin from alpha-perception-jvv7d Smoke 1 — the FIRST clean +# (front-month-filtered) checkpoint. auc_h1000=0.5757 best at epoch 3. The prior +# 2efedcd6b checkpoint's 0.7137 AUC was an artifact of multi-instrument $5000 ΔP +# contamination (see commit 78a9e0835); jvv7d's 0.5757 is the real learnable +# signal at h=1000 on clean ES.FUT front-month data (commit 20aa345a7). # # Primary gate: outcome_by_entry_conv table must NOT show monotonically # anti-calibrated PnL (high conviction should be >= mid conviction PnL). @@ -20,7 +23,7 @@ base: max_lots: 5 max_events: 2000000 seed: 12648430 - checkpoint: /feature-cache/alpha-perception-runs/2efedcd6b/trunk_best_h1000.bin + checkpoint: /feature-cache/alpha-perception-runs/20aa345a7/trunk_best_h1000.bin min_reasonable_px: 1000.0 max_reasonable_px: 20000.0 delta_floor: 1.0