jgrusewski
29640b6e6d
feat(rl): asymmetric trail + session risk — structural P&L edge
Two structural mechanics that produce asymmetric win/loss ratio
without the agent needing to learn the behavior:
1. Asymmetric trail decay (rl_asymmetric_trail_decay.cu):
- LOSING: trail *= 0.995/step (halves in 139 steps = 35s)
- WINNING beyond initial_r: trail = max(trail, profit × 0.5)
- NEUTRAL: unchanged (proving zone)
Produces: small/quick losses, large/extended wins.
2. Session risk circuit breaker (rl_session_risk_check.cu):
- Tracks EMA of realized PnL (α=0.02, slow)
- When EMA < -$50: blocks ALL opening actions
- Prevents tilt — a losing streak stops the agent from digging deeper
Pipeline order: action selection → confidence gate → FRD gate →
session risk → min_hold → asymmetric trail → trail_mutate →
trail_stop → heat_cap → actions_to_market_targets
ISV slots 537-541. RL_SLOTS_END → 542.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>