Per pearl_cold_start_exit_signal_or.md + pearl_controller_anchors_isv_driven.md:
the Kelly cap's `warmup_floor` and its release condition were both
regime-encoded constants. Single-axis statistical cold-start exit
(`total_trades >= 10` in trade_physics.cuh::kelly_position_cap) created
a chicken-and-egg deadlock: cap closed → no trades → no Kelly samples →
cap stays closed. T10 wsnc6 ep1-3 evidence (post-Fix 36):
intent_dist_f rising to 0.47 while eval_dist_f pinned to 0.00 with
kelly_f=0 across all epochs — train-vs-eval divergence as direct
symptom of the cold-start deadlock.
SP9 lifts the floor and its release condition fully onto ISV. The exit
condition is OR'd across statistical / behavioral / temporal axes per
the pearl — any single axis firing exits cold-start.
Atomic commit per feedback_no_partial_refactor:
- 9 new ISV slots @ [330..339):
- KELLY_WARMUP_FLOOR_INDEX (330) — adaptive floor consumed by
unified_env_step_core
- Q_VAR_MAG_EMA_INDEX (331) — historical EMA baseline for the
self-relative `base_floor` ratio (eliminates 0.5 hardcoded
half-Kelly)
- INTENT_EVAL_DIVERGENCE_INDEX (332) — behavioral-axis numerator
- 3 EMA targets (sample_count / divergence / temporal)
- 3 EVAL_DIST_{Q,H,F}_INDEX — replaces DtoH
read_eval_intent_magnitude_distribution()
- ISV_TOTAL_DIM 330 → 339; SP5_PRODUCER_COUNT linear span 156 → 165
- 9 new scratch slots @ [259..268); SP5_SCRATCH_TOTAL 259 → 268
- 7 new producer kernels (single-block cold-path, chained through
apply_pearls_ad_kernel for Pearl A bootstrap + Pearl D Wiener-α):
- eval_intent_dist_compute_kernel.cu — GPU reduction of
intent_mag_buf, replaces DtoH path per
feedback_no_cpu_compute_strict.md
- intent_eval_divergence_compute_kernel.cu
- q_var_mag_ema_compute_kernel.cu
- kelly_sample_count_target_ema_kernel.cu
- kelly_divergence_target_ema_kernel.cu
- kelly_temporal_target_ema_kernel.cu
- kelly_warmup_floor_compute_kernel.cu — main producer combining
all 8 ISV inputs
- consumer migration in trade_physics.cuh::unified_env_step_core:
health_safety_sp9 = fmaxf(health_safety_sp5,
isv[SP9_KELLY_WARMUP_FLOOR_INDEX])
threading through apply_kelly_cap's health_floor parameter; zero
sentinel → no-op via fmaxf so existing path's behavior is preserved
- DELETE read_eval_intent_magnitude_distribution() in
gpu_backtest_evaluator.rs (was DtoH read_all + host loop) per
feedback_no_htod_htoh_only_mapped_pinned.md; replaced by
intent_mag_dev_ptr_and_n() GPU accessor; metrics.rs:908 consumer
migrated from DtoH to launch + ISV mapped-pinned read
- 9 new state-reset registry FoldReset entries + 9 dispatch arms in
reset_named_state (Pearl A bootstrap on first observation)
- HEALTH_DIAG sp9_kelly_warmup line emits floor + divergence + 3
confidence axes + 3 EMA targets per feedback_no_hiding
- audit doc Fix 37 entry with full provenance, files touched, pearls
applied, verification
Constants: only KELLY_FLOOR_MIN_RATIO=0.25, KELLY_FLOOR_MAX_RATIO=1.0,
EPS_DIV=1e-6 — Invariant 1 numerical-stability anchors per
feedback_isv_for_adaptive_bounds.md. All thresholds, targets, and
the floor itself are signal-driven via ISV.
Pre-existing 18 cargo warnings unchanged. State-reset contract test
`every_fold_and_soft_reset_entry_has_dispatch_arm` passes for all 9
new entries; SP5 ISV slot layout test
`sp9_slots_contiguous_above_sp8_block` passes;
`SQLX_OFFLINE=true cargo check -p ml` clean.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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