Was using direction=idx/15 (3 groups of 15: Buy/Sell/Hold) — incompatible with DQN's FactoredAction encoding. Now uses exposure_idx=idx/9 (5 groups of 9: Short100/Short50/Flat/Long50/Long100) matching FactoredAction. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>