A+B Smoke 1 (alpha-perception-79rbn) showed pos_weight=50 caused
overshooting: BCE=0.83 (worse than chance ln(2)=0.69) AND sub-chance
dir_acc (0.28-0.45) at all horizons. The 50× cap pushed the model
toward the rare positive class hard enough to blow up loss on 99.99%
of negative samples.
Lower MAX clamp to 10× lets per-horizon imbalance still scale the loss
but caps the runaway gradient on extreme-rare positive classes (like
K=100's 0.01% positive rate where pos_weight would otherwise be ~9999).
Synthetic test still passes (clamp doesn't matter on constant signal
where pos_fraction=1.0).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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