First commit of the horizon-rebase refactor (full plan at
docs/superpowers/plans/2026-05-22-horizon-rebase-n3.md). Motivated by
empirical evidence from this session's investigations:
- C1: ES MBP-10 input ACF dies by L=300; K=1000/6000 are below noise floor
- D3: binarized labels ρ(30,6000)=0.06; K=6000 carries no signal
- Heads_w1 mask experiment: h6000 AUC collapsed 0.73→0.54, confirming
long-horizon prediction needs cross-channel integration that 5-horizon
bucket structure couldn't provide
New horizon set [10, 100, 1000] matches C1's empirical autocorrelation
elbows (~50ms, ~3.5s, ~45s wall-clock at 74µs median Δt).
Scope of this commit:
- crates/ml-alpha/src/heads.rs: N_HORIZONS 5→3, HORIZONS=[10,100,1000]
- crates/ml-alpha/src/cfc/bucket_routing.rs: MAX_BUCKET_DIM 28→96,
BUCKET_DIM_K=[43,43,42], BUCKET_CHANNEL_OFFSET=[0,43,86,128]
- crates/ml-alpha/src/data/loader.rs: 5 hardcoded [T;5] types migrated
- crates/ml-backtesting/src/sim/mod.rs: broadcast_alpha signature,
local N_HORIZONS re-exports ml_alpha::heads::N_HORIZONS
- crates/ml-backtesting/src/harness.rs: local N_HORIZONS re-export,
per-horizon log labels, MultiHorizonLoaderConfig.horizons
Tests + examples + CUDA kernels still need migration (subsequent commits
per plan tasks 2-8).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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