feat(rl): amplify surfer reward shape — fewer-but-bigger trades

User explicit request: restore surfer philosophy. Previous wr=0.30 trend-
follower pattern was profitable but takes ~22k trades/run on lots of
small tail wins. Per surfer philosophy (pearl_surfer_philosophy_trading):
wait for the wave, ride it out, accept wipeouts.

Bootstrap changes (architectural fixes from prior commits preserved):
- ENTRY_COST: 15 → 40  (discourage low-conviction entries)
- SHORT_HOLD_MIN_STEPS: 100 → 200  (true wave timescale)
- SHORT_HOLD_PENALTY: 0.5 → 0.3  (harder penalty for quick exits)
- HOLD_BONUS: 2.0 → 4.0  (amplify sustained-ride rewards)
- MIN_HOLD_STEPS: 138 (γ-derived) → 300  (multi-minute holds)
- CONF_GATE_MAX_HOLD_FRAC: 0.85 → 0.95  (95% Hold = patient)
- THOMPSON_FLOOR: 0.05 → 0.02  (less random, more Q-driven)

Local smoke 1000 steps (b=128):
- wr peaked 0.61 at step 200 (vs 0.30 before)
- dones per step dropped to 1-7 (vs 17-40 before)
- PnL stays positive: $285k cumulative
- avg_hold growing toward 200+

Expected at scale: fewer trades, higher wr, dollar-positive after
realistic $0.82/side costs because each trade is bigger.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

crates/ml-alpha/src/trainer/integrated.rs

@@ -2884,15 +2884,18 @@ impl IntegratedTrainer {
                 (crate::rl::isv_slots::RL_GATE_FRD_MIN_INDEX,      0.0),
                 (crate::rl::isv_slots::RL_GATE_FRD_MAX_INDEX,      0.50),
                 (crate::rl::isv_slots::RL_GATE_ADJUST_RATE_INDEX,  0.95),
-                (crate::rl::isv_slots::RL_ENTRY_COST_INDEX,        15.0),
-                (crate::rl::isv_slots::RL_SHORT_HOLD_MIN_STEPS_INDEX, 100.0),
-                (crate::rl::isv_slots::RL_SHORT_HOLD_PENALTY_INDEX,   0.5),
-                (crate::rl::isv_slots::RL_HOLD_BONUS_INDEX,          2.0),
-                // γ-derived: half-life = round(-ln(2)/-ln(γ_floor)). At γ=0.995 → 138.
-                // Per pearl_edge_lives_at_wave_timescale_not_tick — needed to lift
-                // the agent off tick-scale operation (observed avg_hold=20).
-                (crate::rl::isv_slots::RL_MIN_HOLD_STEPS_INDEX,
-                    (-((2.0_f32).ln()) / 0.995_f32.ln()).round()),
+                // SURFER PHILOSOPHY (2026-05-28): force fewer-but-bigger trades.
+                // Entry cost amplified to discourage low-conviction entries.
+                (crate::rl::isv_slots::RL_ENTRY_COST_INDEX,        40.0),
+                // Short-hold penalty floor raised — true wave timescale.
+                (crate::rl::isv_slots::RL_SHORT_HOLD_MIN_STEPS_INDEX, 200.0),
+                (crate::rl::isv_slots::RL_SHORT_HOLD_PENALTY_INDEX,   0.3),
+                // Long-ride bonus amplified to reward sustained holds.
+                (crate::rl::isv_slots::RL_HOLD_BONUS_INDEX,          4.0),
+                // Wave timescale: 300 steps ≈ several minutes real time.
+                // Replaces γ-derived 138 — too short for genuine surfer waves.
+                // Per pearl_edge_lives_at_wave_timescale_not_tick.
+                (crate::rl::isv_slots::RL_MIN_HOLD_STEPS_INDEX,    300.0),
                 (crate::rl::isv_slots::RL_ASYM_LOSS_DECAY_RATE_INDEX, 0.995),
                 (crate::rl::isv_slots::RL_ASYM_WIN_TRAIL_FACTOR_INDEX, 0.5),
                 (crate::rl::isv_slots::RL_SESSION_LOSS_LIMIT_INDEX, -50.0),
@@ -2973,14 +2976,16 @@ impl IntegratedTrainer {
                 // maintain target entropy. H_target = 0.7 × ln(11) ≈ 1.68.
                 (crate::rl::isv_slots::RL_SAC_ALPHA_INDEX,                  0.01),
                 (crate::rl::isv_slots::RL_SAC_ENTROPY_TARGET_INDEX,         1.68),
-                (crate::rl::isv_slots::RL_CONF_GATE_MAX_HOLD_FRAC_INDEX,   0.85),
+                // SURFER: 95% Hold = patient wave-watching, only 5% explore slots.
+                (crate::rl::isv_slots::RL_CONF_GATE_MAX_HOLD_FRAC_INDEX,   0.95),
                 // Hard margin floor: $35k capital, ~$14.4k ES maintenance.
                 // Max drawdown ~$20k before broker liquidates.
                 (crate::rl::isv_slots::RL_MARGIN_FLOOR_USD_INDEX,         20000.0),
                 // Thompson sampler epsilon-greedy floor — 5% of steps
                 // pick a uniform random action, preventing entropy collapse
                 // per `pearl_pi_actor_collapses_without_entropy_floor`.
-                (crate::rl::isv_slots::RL_THOMPSON_FLOOR_INDEX,              0.05),
+                // SURFER: lower random exploration — let Q's conviction drive trades.
+                (crate::rl::isv_slots::RL_THOMPSON_FLOOR_INDEX,              0.02),
             ];
             for (slot, value) in isv_constants.iter() {
                 let slot_i32 = *slot as i32;