Two independent bugs surfaced by Class C (frame-shift) + Class A (hardcoded
bounds) audits, both implicated in the months-long WR-stuck-at-46-48%
plateau across 11 superprojects.
## Bug 1: Replay buffer Sutton's deadly triad
experience_kernels.cu:2275 was writing the original INTENT action to
out_actions, but the reward in the replay buffer was computed from the
REALIZED position (post-enforcement: Kelly cap, capital floor, trail-stop,
broker cap can clamp Long→Flat). Replay buffer stored (s, intent, r_realized,
s'). Q(s, Long) was therefore trained against r(s, Flat) whenever env
clamped the intent.
This explains the train_active_frac=0.40 vs val_active_frac=0.05 gap:
train measures intent (40% Long/Short), eval measures realized (5%
Long/Short). The 8× gap is env physics draining intent.
Fix: after unified_env_step_core resolves actual_dir_core/actual_mag_core,
overwrite out_actions[out_off] with the realized action (same encoding as
backtest_env_kernel.cu:323-330, which has been doing it correctly all
along). Order/urgency preserved from intent.
## Bug 2: Kelly cap update kernel ignored existing ISV warmup floor
kelly_cap_update_kernel.cu:53 hardcoded the kelly_f floor at 0.0f. Cold
path (per-epoch boundary). Per project_magnitude_eval_collapse_kelly_capped,
this collapses kelly_cap to 0 → max position pinned to Quarter for cold
start. The val-mag pathology.
The warmup floor producer (ISV[KELLY_WARMUP_FLOOR_INDEX=330], SP9 Fix 37)
was already populated and consumed by the per-step path at
trade_physics.cuh:377-384, but this cold-path kernel never read it.
Partial wiring.
Fix: replace fmaxf(kelly_f, 0.0f) with fmaxf(kelly_f, isv[330]). One-line
change.
## Predicted effect
- train_active_frac and val_active_frac should converge (Bug 1 inflated
train by counting overridden intents)
- Magnitude distribution should escape Quarter-only (Bug 2 was pinning it)
- WR ceiling at 46-48% may finally move (Bug 1 broke Bellman consistency;
Bug 2 prevented edge realization)
Falsification: 5-epoch L40S smoke. If unmoved by ep5, the plateau is
deeper still (Class A P0-A REWARD_POS_CAP/NEG_CAP next).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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