Path C investigation revealed the aux head at epoch 1 is severely
anti-predictive at H=60 bars:
- Aux predicts UP 83% of the time
- Labels are 17% UP, 83% DOWN
- Accuracy = 28% (vs 50% random)
This means H6 Phase 3 hypothesis cannot help WR — atom-shift on an
anti-predictive signal produces no discriminative bias. Confirmed by
full-mechanism smoke at b4e26a3b4 producing WR=0.4337 (statistically
identical to dormant baseline 0.4338).
Path D: revert mechanism to dormant state:
- aux_w_prior_init_kernel: W = [0, 0, 0, 0]
- state_reset_registry dispatch: scale_beta = 0.0
Infrastructure preserved (kernels, NaN guards, Step 8/11, Phase C1
setter, scratch buffers, dispatch arms). Re-activation requires fixing
aux head's directional prediction quality first.
Next-step options documented in audit doc:
1. Shorter horizon (H=1 or H=8)
2. Regression target instead of binary classification
3. Direct market features into aux head
4. Multi-epoch aux-only training
5. Bigger aux trunk
6. Use aux as confidence gate only (not direction signal)
Cargo check clean.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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