spec(sp19+20): WR-first reward + multi-horizon label utilization
Combines SP19 (multi-horizon labels, already landed) + SP20 (WR-first
reward) into one spec per pearl_no_deferrals_for_complementary_fixes.
Goal: WR ≥ 55%, textbook PF ≥ 2.0, walk-forward stable, per-regime stable.
Six components, atomic ship per feedback_no_partial_refactor:
1. Reward kernel (event-driven, 4-quadrant, asymmetric clamp ramped from
wr_ema, multi-horizon directional ground-truth check)
2. Hold opportunity-cost (per-bar, dual emission for real reward + Hold
baseline buffer)
3. n-step credit distributor (uniform over trade duration, fixes SP18
B-leg self-bootstrap bug at gpu_experience_collector.rs:4154)
4. Aux→Q confidence gate (sigmoid threshold, mean_a Q baseline avoids
Hold-everywhere punishment)
5. 3 fused producer kernels (sp20_emas, sp20_controllers, sp20_stats)
driving 9 ISV slots in [510..520)
6. 7 behavioral tests on RTX 3050 Ti, gating L40S deployment
~1,550 LoC total. Spec includes data flow, error handling philosophy,
4-tier test gate, success criteria with explicit failure modes.
Cross-references:
- pearl_event_driven_reward_density_alignment (design principle)
- pearl_audit_unboundedness_for_implicit_asymmetry (asymmetric clamp)
- pearl_separate_aux_trunk_when_shared_starves (aux gate leverages SP14-C)
- project_metric_pipeline_inflation_audit (WR honest, Sharpe honest, goal grounded)
- project_goal_wr_55_pf_2 (the goal this spec implements)
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