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jgrusewski 49bedfcd69 feat(magnitude): per-branch loss weighting — 0.2× C51 + 4.0× MSE for magnitude
C51 cross-entropy structurally prefers low-variance actions (Small positions
have tighter return distributions). MSE is variance-neutral. By reducing
C51's gradient to 20% and amplifying MSE to 4× for the magnitude branch,
MSE becomes the dominant loss signal for position sizing.

Direction/order/urgency keep full C51 gradient for distributional risk awareness.
Replaces the previous mag_amp=1.5 which addressed a symptom (Flat gradient
starvation) rather than the root cause (C51 variance bias).

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-04-08 22:23:19 +02:00
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