Per Class A audit P0-A downstream batch — both constants were tuned for
fixed REWARD_POS_CAP=5.0f. P0-A made POS_CAP adaptive via isv[452]; this
commit propagates the ratio to keep the Kahneman 2:1 asymmetry coherent
across the reward shaping chain.
Items:
1. DD penalty -5.0f → -1.0f * isv[REWARD_POS_CAP_ADAPTIVE_INDEX]
(helper signature change in trade_physics.cuh::compute_drawdown_penalty
adds dd_penalty_scale parameter; sole call site in
experience_kernels.cu:3775 resolves the ISV value with the same
defensive guard as sp15_apply_sp12_cap)
2. MIN_HOLD_PENALTY_MAX 3.0f → 0.6f * isv[REWARD_POS_CAP_ADAPTIVE_INDEX]
(existing 60% ratio from state_layout.cuh comment line 252-253
preserved; resolved at the call site mirroring the
effective_min_hold_target precedent for slot 451)
Cold-start fallbacks preserved:
- DD penalty: REWARD_POS_CAP=5.0f when ISV at sentinel/out-of-range
- MIN_HOLD_PENALTY_MAX: kernel-passed 3.0f from
gpu_experience_collector.rs:399 (bit-identical pre-P0-A behavior)
Defensive guard at both consumer sites: ISV must be in
[REWARD_POS_CAP_MIN_BOUND=1.0, REWARD_POS_CAP_MAX_BOUND=50.0] AND not
within 1e-6f of SENTINEL_REWARD_POS_CAP=5.0f. Mirrors the existing
sp15_apply_sp12_cap and segment-complete cap fallback patterns.
Note: the SP15 quadratic DD penalty path (compute_sp15_final_reward_
kernel.cu::sp15_dd_penalty) is already fully ISV-driven via slots 420
(λ_dd) and 421 (dd_threshold) — only the legacy compute_drawdown_
penalty (linear ramp, slot-free) had the hardcoded -5.0f. The audit
recommendation suggested ratio = 1.0 for MIN_HOLD_PENALTY_MAX assuming
the value was 5.0f; actual is 3.0f and the existing tuning comment
locks the ratio at 60% — pure wiring uses 0.6.
Cumulative WR-plateau fix series:
- Class C bug 1 + P0-B (8f218cab2)
- P0-C (316db416b)
- P0-A (394de7d43) — adaptive POS_CAP/NEG_CAP producer
- P1 wiring (c4b6d6ef2) — var_floor only
- P0-A-downstream (this commit)
Per feedback_isv_for_adaptive_bounds + feedback_no_partial_refactor.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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