Yesterday's fix `trade_context[1] = fminf(0.0f, unrealized_R)` created a
structural 12× W/L bias: the agent saw losses fast (closed them), couldn't
see wins (rode blindly until max_hold/session). The reproducibility across
folds (f0=f1=f2 at step 500) was the SAME exploit pattern in each window,
not real edge.
This replaces the asymmetric clip with drawdown-from-peak:
trade_context[1] = unrealized_R - peak(unrealized_R) (always ≤ 0)
The peak tracks per-active-unit and resets on slot activation. Symmetric:
fires on losing positions (monotone drawdown from entry) AND on
winning-then-retracing positions (drawdown from high-water mark even
while still net-positive).
Sentinel-zero bootstrap per pearl_first_observation_bootstrap: peak==0
on freshly opened/added/reversed slot; first observation directly
replaces peak with unrealized_R.
Implementation:
- New CudaSlice unit_peak_unrealized_r_d [B×MAX_UNITS], allocated zero
- rl_unit_state_update + rl_fused_reward_pipeline write 0.0f sentinel
on each OPEN/REVERSE/PYRAMID-ADD activation
- rl_trade_context_update reads/updates peak inline, outputs drawdown
Local smoke (RTX 3050 Ti, b=128, 500 steps):
- avg_hold rose from 17.6 → 26-32 steps (wave-scale-ier)
- W/L magnitude ratio is no longer pinned at 12× — varies 0.67-27 across
the run, sometimes L>W (genuinely symmetric signal)
- No crash, training trajectory healthy
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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