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jgrusewski 25ff1d4195 fix(sp16): floor Wiener-α at 0.4 for non-stationary control loops
Wiener-optimal α minimizes MSE for stationary stochastic signals.
The min_hold_temp / hold_cost_scale loops track a target driven by
the adapting policy itself — non-stationary by construction.

Empirical evidence: train-multi-seed-b5gmp sha 641aa0dfd, Fold 1
collapse Sharpe 88.65 → 55.55 because α decayed to 0.248 by HD4
and could no longer track the climbing overrun signal.

Pearl: pearl_wiener_alpha_floor_for_nonstationary (memory).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-08 20:14:18 +02:00
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