SP21 T2.2 status: cascade wiring COMPLETE.
- All E1-E8 enrichment producers wired to consumers
- Local compute-sanitizer clean on eval-baseline closure path
- v9 cycle 1 confirms cascade live: win_conc=1.72, curric_conc=0.31,
hindsight_mag=1.47e-5
- Eval pipeline now hard-fails on GPU error, no CPU fallback,
factored-action branch sizes + default ISV all wired
v10 hypothesis test (10 epochs, killed at E8 with clear answer):
- val_Sharpe peaks at E3 (174), monotonically degrades to E8 (66, -62%)
- WR pinned at 50.1-50.2% across ALL 8 epochs (no improvement)
- PF pinned at 1.00-1.01
- Cascade controllers stable but cannot move policy off the plateau
- Verdict: 3-epoch baseline structure IS optimal; longer training
monotonically degrades. WR plateau is upstream of the cascade.
Implication: SP21 T2.2 cascade is necessary but insufficient for
project_goal_wr_55_pf_2 (WR≥55%, PF≥2.0). Need new SP arc to address
the WR=50% plateau at its source.
New plan: docs/plans/2026-05-12-sp22-wr-plateau-investigation.md
Hypotheses (priority order):
H1: Label horizon mismatch (cheapest, most likely)
H2: Action-space pathology (Hold hiding directional signal)
H3: Reward shape (no directional gradient)
H4: Feature representation gap (MTF features zero-padded)
H5: Bar resolution itself is too noisy (longshot)
Each hypothesis tested as atomic smoke with one variable changed
vs v9 baseline (peak val=174, WR=50.1%).
Phase 1 milestone: WR ≥ 51% on val for ≥ 1 fold.
Phase 2: WR ≥ 53% across 3 folds.
Phase 3: WR ≥ 55% AND PF ≥ 2.0 (SP20+ goal achieved).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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