Gradient explosion from unbounded multi-timeframe features (240-bar
return could be ±50%). All multi-timeframe outputs now clamped:
- Return: ±10%
- Volatility: 0-10%
- Volume ratio: 0-5x
- Momentum: [0, 1] (already bounded)
NaN guards added:
- Kelly: NaN check on continuous/discrete Kelly before blend
- target_position: final NaN→0 after all scaling
- reward: final NaN→0 before writing to replay buffer
Local test shows Q-gap=18.7 (epoch 5) — 18x better than start-of-session 0.000.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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