Brainstorm spec for SP9 (Fix 37). Resolves the val-Flat-collapse pathology
surfaced in T10 train-multi-seed-wsnc6 ep1-3: training intent_dist_f=0.47
but eval_dist_f=0.00 because Kelly cap pinned eval mag to Quarter, with
trade_count=1 in 214k bars (chicken-and-egg: cap closed → no trades → no
Kelly samples → cap stays closed).
Architecture per pearl_controller_anchors_isv_driven and
pearl_cold_start_exit_signal_or:
final_kelly_f = max(measured_kelly_f, warmup_floor)
warmup_floor = base_floor × (1 − combined_confidence)
base_floor = clamp(q_var_mag / q_var_mag_ema, MIN, MAX)
combined_confidence = max(statistical, behavioral, temporal)
All thresholds ISV-driven via Pearl D Wiener-α; only Invariant 1 numerical
anchors (clamp ranges, EPS) remain as constants.
Scope: 9 new ISV slots, 6 new GPU producer kernels including a
mandatory eval_dist GPU migration (eliminating DtoH readback at
gpu_backtest_evaluator.rs:1353 per feedback_no_cpu_compute_strict).
~1000-1200 LOC, single atomic commit per feedback_no_partial_refactor.
Pearls authored as part of brainstorm:
- pearl_controller_anchors_isv_driven (regime-encoded constants)
- pearl_cold_start_exit_signal_or (OR'd signals across statistical /
behavioral / temporal axes)
38d2408604