jgrusewski df5c591441 spec(crypto): funding harvest — clean OOS validated + deployable spec ...

Clean OOS test (filter chosen on 2019-24, applied blind to 2025-26): IS-best filter holds
OOS Sharpe +5.1; 9/12 strong-IS filters also OOS-positive; naive no-filter FAILS OOS (-5.8)
= validated, not curve-fit. Wrote deployable spec: delta-neutral long-spot/short-perp harvest,
tf30>5bp regime filter, equal-weight, daily rebalance, 10bp cost budget. Counterparty/exchange
tail (-100pct) is THE risk (Sharpe-blind) -> venue selection + collateral spreading + withdrawal
discipline + deleverage kill-switch. Realistic ~2-3.6 Sharpe market-neutral (after basis-vol
haircut). Phased rollout: paper-forward -> micro-live -> small-live -> scale, gate each.
The one validated edge past the 0.7 ceiling; price of admission is crypto + counterparty risk.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

2026-06-07 01:25:23 +02:00

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2026-03-10-zero-cpu-hotpath-design.md

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2026-03-11-dqn-factored-actions-design.md

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2026-03-13-gpu-test-workflow-design.md

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2026-03-14-kanidm-sso-design.md

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2026-03-15-fused-cuda-training-design.md

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2026-03-21-h100-epoch-optimization-design.md

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2026-03-21-h100-epoch-optimization-phase3-design.md

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2026-03-21-training-profiles-design.md

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2026-03-22-gpu-composite-reward-design.md

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2026-03-22-gpu-segment-tree-design.md

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2026-03-22-two-phase-hyperopt-design.md

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2026-03-23-9-exposure-action-space-design.md

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2026-03-23-dual-distributional-c51-iqn-design.md

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2026-03-23-profitability-roadmap.md

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2026-03-23-trading-realism-conformance.md

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2026-03-25-boundary-trade-counting-design.md

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2026-03-25-trade-lifecycle-fix-design.md

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2026-03-26-eval-cleanup-design.md

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2026-03-27-bf16-performance-design.md

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2026-03-27-bug-fixes-design.md

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2026-03-27-code-hygiene-design.md

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2026-03-27-full-bf16-rewrite-design.md

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2026-03-31-feature-precompute-pipeline-design.md

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2026-04-01-h100-gpu-optimization-design.md

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2026-04-04-c51-loss-accumulator-fix-design.md

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2026-04-04-cuda-kernel-safety-design.md

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2026-04-04-feature-extraction-pipeline-fix-design.md

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2026-04-04-gpu-test-fixes-design.md

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2026-04-04-q-value-explosion-investigation.md

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2026-04-04-training-step-performance-design.md

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2026-04-05-gpu-regime-and-training-hang-fix.md

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2026-04-06-gpu-native-validation-design.md

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2026-04-06-h100-maximum-performance.md

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2026-04-06-per-prefix-sum-design.md

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2026-04-06-per-tree-fix-and-zero-sync-readback.md

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2026-04-07-f32-backtest-pipeline-design.md

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2026-04-07-reward-v7-design.md

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2026-04-07-reward-v8-master-plan.md

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2026-04-07-reward-v71-fixes-design.md

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2026-04-08-advantage-standardization-design.md

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2026-04-08-h100-epoch-optimization-v2.md

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2026-04-08-h100-graph-optimizations.md

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2026-04-08-hierarchical-4branch-design.md

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2026-04-08-per-branch-loss-weighting-design.md

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2026-04-08-volume-bar-pipeline-design.md

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2026-04-10-argo-training-pipeline-redesign.md

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2026-04-10-dead-code-cleanup-gpu-profiling.md

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2026-04-11-autonomous-branch-intelligence-design.md

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2026-04-11-candle-varstore-elimination.md

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2026-04-13-deterministic-forward-design.md

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2026-04-13-iql-full-integration-design.md

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2026-04-13-iql-h100-hardening-design.md

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2026-04-13-single-cublas-handle-design.md

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2026-04-14-adaptive-training-dynamics-design.md

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2026-04-14-cross-pollinated-branch-intelligence-design.md

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2026-04-14-direction-conditioned-magnitude-design.md

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2026-04-15-oos-generalization-enhancement-design.md

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2026-04-15-oos-performance-enhancement-design.md

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2026-04-15-supervised-architecture-transfer-design.md

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2026-04-16-homeostatic-regularization-design.md

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2026-04-16-introspective-state-vector-design.md

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2026-04-16-learned-risk-management-design.md

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2026-04-16-self-improving-training-loop-design.md

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2026-04-16-tick-microstructure-intelligence-design.md

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2026-04-16-trade-level-reward-exploration-design.md

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2026-04-16-trade-plan-head-design.md

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2026-04-16-training-environment-alignment-design.md

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2026-04-17-unified-cublas-training-graph-design.md

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2026-04-18-multi-stream-phase2-design.md

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2026-04-18-true-single-graph-design.md

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2026-04-18-unified-single-graph-design.md

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2026-04-19-kernel-optimization-design.md

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2026-04-19-ofi-momentum-dense-reward-design.md

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2026-04-20-adaptive-learning-dynamics-design.md

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2026-04-20-bitonic-sort-integration-design.md

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2026-04-20-data-pipeline-gaps-design.md

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2026-04-20-dqn-cleanup-ralph-loop-design.md

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2026-04-20-unified-state-layout-design.md

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2026-04-21-phase1-reward-inventory.md

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2026-04-21-policy-quality-baseline-metrics.md

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2026-04-21-policy-quality-design.md

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2026-04-21-policy-quality-task2x-scoping.md

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2026-04-21-policy-quality-track1-triage.md

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2026-04-21-policy-quality-track2-triage.md

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2026-04-21-policy-quality-track3-triage.md

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2026-04-21-policy-quality-track4-triage.md

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2026-04-21-unified-train-val-env-design.md

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2026-04-23-isv-signal-quality-audit.md

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2026-04-23-isv-v-range-unification.md

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2026-04-23-tlob-feature-integration.md

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2026-04-24-dqn-v2-unified-design.md

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2026-04-26-distributional-rl-aggregation-design.md

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2026-04-27-moe-regime-redesign-design.md

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2026-04-29-numerical-stability-investigation-design.md

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2026-04-29-numerical-stability-sp2-sp3-design.md

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2026-04-30-sp4-signal-driven-magnitude-control-design.md

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2026-05-01-sp5-magnitude-differentiation-and-eval-collapse-design.md

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2026-05-02-sp6-per-branch-consumer-infrastructure-refactor.md

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2026-05-03-sp7-loss-balance-controller-design.md

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2026-05-03-sp9-kelly-cold-start-isv-driven.md

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2026-05-03-sp10-unconditional-thompson-selector-isv-temperature.md

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2026-05-04-sp11-reward-as-controlled-subsystem.md

spec(sp11): amend B1b smoke-recovery — z-score normalization for mag-ratio canary

2026-05-04 11:30:52 +02:00

2026-05-04-sp12-quality-over-quantity-reward-shaping.md

spec(sp12): per-trade event-driven reward composition (v3)

2026-05-04 18:41:57 +02:00

2026-05-04-sp13-redefine-success-for-predictive-skill.md

docs(sp13): v3 spec + plan — Hold-pricing replaces Hold-elimination

2026-05-04 23:18:58 +02:00

2026-05-05-sp14-aux-q-wire-earned-gradient-flow.md

docs(sp14): spec v3 — K=4 direction + ISV-adaptive β rate limiter

2026-05-05 17:21:17 +02:00

2026-05-06-trader-discipline-and-recovery-design.md

docs(sp15): amend spec v2 — 10 fixes from second critical review

2026-05-06 08:58:28 +02:00

2026-05-08-sp18-reward-shape-hold-attractor-design.md

docs(sp18): copy spec + plan to feat/sp18-combined branch

2026-05-09 00:25:06 +02:00

2026-05-09-sp19-20-wr-first-design.md

feat(sp20): Phase 1.4 (Path C) — kernel-arg refactor + aggregation kernel + wire-up

2026-05-09 20:49:07 +02:00

2026-05-10-foxhunt-specialized-agents-design.md

docs(claude): foxhunt-aware agents & skills design — phase 1 (12 items)

2026-05-10 22:19:28 +02:00

2026-05-15-mamba2-grn-integration-notes.md

docs(phase-e-4-a): mamba2 + grn integration research — use ml-alpha Mamba2Block

2026-05-15 20:32:47 +02:00

2026-05-15-phase-e-temporal-encoder-design.md

docs(phase-e): E.4 temporal encoder design + E.4.A implementation plan

2026-05-15 20:42:35 +02:00

2026-05-15-t10-mamba2-backward-from-h-enriched.md

docs(phase-e-4-a): execution status + T10 backward_from_h_enriched patch sketch

2026-05-15 22:08:31 +02:00

2026-05-16-ml-alpha-cfc-ppo-design.md

refactor(ml-alpha): drop competitive-gate machinery — stacked is default

2026-05-16 23:17:33 +02:00

2026-05-17-kloop-parallelization-design.md

spec(perf): revise K-loop parallelization design — full critical pass

2026-05-17 23:13:32 +02:00

2026-05-18-auc-regret-controller-design.md

spec(ml-alpha): mark AUC-regret controller SUPERSEDED — empirically falsified

2026-05-18 23:24:01 +02:00

2026-05-18-ml-alpha-v2-multi-horizon-design.md

spec(ml-alpha): v2 multi-horizon redesign (A+B+C+D+E integrated)

2026-05-18 13:20:26 +02:00

2026-05-18-per-horizon-attention-pool-design.md

spec(ml-alpha): per-horizon attention pool design (C20)

2026-05-18 10:20:38 +02:00

2026-05-18-real-lob-integration-design.md

spec(ml-backtesting): real-LOB integration design

2026-05-18 01:51:11 +02:00

2026-05-19-cbsw-cold-start-aggregator-design.md

refactor(ml-backtesting): delete StopRules + use_cold_start_stopgap atomically

2026-05-20 00:40:14 +02:00

2026-05-19-deployability-sweep-parallelism-design.md

spec(ml-backtesting): apply 9 critical-review fixes to parallelism spec

2026-05-19 16:27:38 +02:00

2026-05-19-isv-driven-stop-controller-design.md

feat(ml-backtesting): max-hold + exit_px defensive + spec criteria revision

2026-05-20 08:10:00 +02:00

2026-05-19-ml-alpha-v2-deployability-validation-design.md

spec(ml-alpha): trunk-grows refactor + deployability validation (supersedes prior)

2026-05-19 00:54:45 +02:00

2026-05-19-ml-alpha-v2-trunk-grows-and-deployability-design.md

spec(ml-alpha): trunk-grows refactor + deployability validation (supersedes prior)

2026-05-19 00:54:45 +02:00

2026-05-20-continuous-reasoning-trader-design.md

spec(crt): v3 architecture reset — collapse Phase A+B into CRT.1 unified controller

2026-05-20 20:15:28 +02:00

2026-05-20-crt-train-output-smoothness-design.md

spec(crt-train): output smoothness retraining intervention (intervention A)

2026-05-20 22:59:49 +02:00

2026-05-21-crt-train-intervention-b-multi-timescale-readout.md

docs(per-horizon-cfc): kickoff — spec + plan + historical record

2026-05-21 15:05:28 +02:00

2026-05-21-crt-train-isv-driven-lambda-controller.md

docs(per-horizon-cfc): kickoff — spec + plan + historical record

2026-05-21 15:05:28 +02:00

2026-05-21-gpu-log-ring-design.md

docs(per-horizon-cfc): kickoff — spec + plan + historical record

2026-05-21 15:05:28 +02:00

2026-05-21-per-horizon-cfc-inference-design.md

docs(per-horizon-cfc): kickoff — spec + plan + historical record

2026-05-21 15:05:28 +02:00

2026-05-24-sp20-trader-grade-trade-management-design.md

docs(sp20): trader-grade trade management spec + audit infrastructure

2026-05-24 16:28:39 +02:00

2026-05-25-cuda-graph-step-pipeline.md

spec: update CUDA graph spec with all session findings and implementation plan

2026-05-25 21:41:10 +02:00

2026-05-25-cuda-performance-roadmap.md

refactor(rl): pre-allocate 56 replay-step gradient buffers for Graph C

2026-05-25 23:00:40 +02:00

2026-05-25-gpu-per-async-diag.md

spec: GPU-resident PER + async non-blocking diag streaming

2026-05-26 00:00:00 +02:00

2026-05-25-q-learning-improvements.md

spec: add mandatory constraints section — GPU-only, ISV-driven, TDD

2026-05-25 20:09:14 +02:00

2026-05-26-bypass-cudarc-raw-cuda.md

spec: bypass cudarc for hot path — raw CUDA driver API + mega-kernel fusion

2026-05-26 09:39:17 +02:00

2026-05-26-dqn-concepts-adoption.md

spec+plan: DQN concepts adoption — PopArt, spectral norm, outcome head, enrichment E1-E8

2026-05-26 08:59:51 +02:00

2026-05-26-gpu-hindsight-replay.md

spec: bidirectional HER — backward peak + forward continuation

2026-05-26 00:37:30 +02:00

2026-05-26-multistream-per-push-rewrite.md

spec: multi-stream pipeline + per-push rewrite — target 100 sps at b=256

2026-05-26 01:30:29 +02:00

2026-05-29-phase2-v2-proper-dueling-c51-design.md

feat(ml-alpha): deterministic same-seed training + Tier 1.5 fast-dev-cycle

2026-06-02 17:56:00 +02:00

2026-05-30-adaptive-controller-floor-design.md

feat(rl): adaptive controller floors — 12 controllers, all signal-driven

2026-05-30 15:41:51 +02:00

2026-05-30-adaptive-risk-management-design.md

feat(rl): adaptive risk-management stack — 5 layers, all ISV-driven

2026-05-30 20:52:28 +02:00

2026-05-31-c51-atom-resolution-design-alternatives.md

docs(spec): atom resolution design alternatives (post Fix F failure)

2026-05-31 00:10:05 +02:00

2026-05-31-c51-atom-span-math-validation.md

docs(spec): C51 atom span math validation + empirical proof

2026-05-31 01:13:47 +02:00

2026-05-31-checkpoints-and-eval-diag-design.md

docs: checkpoints + eval-diag spec + plans (v1 superseded by v2)

2026-05-31 16:57:43 +02:00

2026-05-31-eval-boundary-addendum-reward-scale-and-train-spike.md

fix(rl): eval-boundary addendum — reward_scale warmed_flag + pos_max_ema rate-cap

2026-05-31 22:25:24 +02:00

2026-05-31-eval-boundary-normalization-preservation-design.md

feat(ml-alpha): deterministic same-seed training + Tier 1.5 fast-dev-cycle

2026-06-02 17:56:00 +02:00

2026-05-31-eval-summary-trade-aggregation-design.md

feat(ml-alpha): deterministic same-seed training + Tier 1.5 fast-dev-cycle

2026-06-02 17:56:00 +02:00

2026-05-31-pos-max-ema-cold-start-redesign.md

fix(rl): B-2 — pos_max_ema cold-start cascade eliminated, ISV-driven cap

2026-05-31 23:09:59 +02:00

2026-05-31-regime-observer-design.md

feat(ml-alpha): deterministic same-seed training + Tier 1.5 fast-dev-cycle

2026-06-02 17:56:00 +02:00

2026-05-31-v9-defensive-eval-boundary-calibration.md

docs(spec): v9 defensive eval-boundary calibration (completes adaptive principle)

2026-05-31 01:31:46 +02:00

2026-06-01-b8-popart-calibration-observability-and-floor.md

feat(rl): B-8 popart σ_welford disaggregation + identity invariant

2026-06-01 10:15:36 +02:00

2026-06-01-b9-c51-atom-saturation-diagnostic.md

feat(rl): B-9 C51 Bellman-target saturation observability

2026-06-01 10:31:18 +02:00

2026-06-01-b10-policy-quality-cascade-diagnostic.md

feat(rl): B-10 policy-quality cascade diagnostic

2026-06-01 12:20:42 +02:00

2026-06-01-edge-decay-detector-phase1-diagnostic.md

diag(rl): edge-decay detector Phase 1 — Page-Hinkley on per-trade EV

2026-06-01 21:04:47 +02:00

2026-06-01-ema-asymmetric-trust-with-cv-gain.md

fix(rl): B-6 — ISV-driven adaptive asymmetric Wiener-α (Bayesian shrinkage)

2026-06-01 01:13:27 +02:00

2026-06-01-reward-policy-alignment-investigation.md

feat(rl): reward-policy alignment — pure-pnl mode default (spec 2026-06-01)

2026-06-01 22:38:47 +02:00

2026-06-02-determinism-foundation.md

feat(ml-alpha): deterministic same-seed training + Tier 1.5 fast-dev-cycle

2026-06-02 17:56:00 +02:00

2026-06-02-fast-dev-cycle.md

feat(ml-alpha): deterministic same-seed training + Tier 1.5 fast-dev-cycle

2026-06-02 17:56:00 +02:00

2026-06-02-multi-head-policy-with-r-multiple.md

feat(ml-alpha): Phase 2A-A — MultiHeadPolicy foundation (inert)

2026-06-03 01:41:57 +02:00

2026-06-02-regime-invariance-four-interventions.md

feat(ml-alpha): deterministic same-seed training + Tier 1.5 fast-dev-cycle

2026-06-02 17:56:00 +02:00

2026-06-02-trainer-rollout-buffer-gae.md

docs(ml-alpha): spec + plan for Phase 1B trainer rollout-buffer + GAE refactor

2026-06-02 22:10:16 +02:00

2026-06-03-no-transaction-band-architecture.md

feat(ml-alpha): Phase 4-A — No-transaction-band foundation (ISV slot 799 gate)

2026-06-04 00:50:27 +02:00

2026-06-04-bellman-target-foundation-reshape.md

docs(superpowers): edge investigation decision record + F4-gating/reward-alignment specs & plans

2026-06-05 12:59:19 +02:00

2026-06-05-f4-oracle-pretraining-infrastructure.md

docs(superpowers): edge investigation decision record + F4-gating/reward-alignment specs & plans

2026-06-05 12:59:19 +02:00

2026-06-05-reward-pnl-alignment-restoration.md

docs: Phase A verdict — RA-G1 PASS, RA-G3 starvation-limited on clean data; proceed to D2

2026-06-05 18:35:52 +02:00

2026-06-05-surfer-uncorrelated-universe-design.md

revise(surfer): Phase 0 to CUDA-only per foxhunt architecture (CPU read-only)

2026-06-05 21:23:15 +02:00

2026-06-07-crypto-funding-harvest-deployable-spec.md

spec(crypto): funding harvest — clean OOS validated + deployable spec

2026-06-07 01:25:23 +02:00