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jgrusewski 72283d9ebd spec: OOS Generalization Enhancement — 10 components for capacity redirection
3-layer defense: compress capacity (AdamW, L1-sparse, gamma anneal,
regime dropout), align objectives (transaction cost curriculum, purged
walk-forward), exploit structure (epistemic-gated magnitude, branch
independence, counterfactual augmentation, temporal consistency).

4 novel techniques (G5, G6, G9, G10), 3 novel adaptations (G7, G8, G4).
Companion spec to OOS Performance Enhancement (training dynamics).
Target: OOS Sharpe > 5 sustained across multiple market regimes.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-04-15 20:24:06 +02:00
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