Smoke after var_scale floor (73fd49f4b) still showed eval Full = 0.000 with
intent = 0.911. Root cause: trade_physics.cuh::unified_env_step_core applied
Kelly cap using ONLY direction conviction (q_dir_gap / q_dir_abs_ref). At
smoke horizon with direction Q-values close (q_s≈q_h≈q_l≈q_f within ~0.07),
direction conviction was ~0.04 → safety = max(0.75, 0.04) = 0.75,
effective_kelly = max(0, 0.75) = 0.75, cap = 0.75 × max_pos × 0.75 =
0.5625 × max_pos → Half bucket pin (abs_pos < 0.75).
The magnitude branch was simultaneously highly confident (q_f / q_h ≈ 1.9,
mag conviction ≈ 0.5) — the policy strongly preferred Full. That signal
never reached the cap.
Thread per-sample magnitude conviction into the cap formula:
- new buffer magnitude_conviction_buf[N*L] (training) parallel to
conviction_buf, and chunked_magnitude_conviction_buf[chunk_len * n_windows]
(eval) parallel to chunked_conviction_buf
- experience_action_select writes (max(q_mag) − min(q_mag)) /
fmaxf(ISV[16], 1e-6); ISV[16] = Q_ABS_REF (magnitude branch's |Q| EMA,
recycled — no new ISV slot)
- scripted_policy_kernel writes 0.0 (no real magnitude preference; helper
composer falls back to direction signal)
- unified_env_step_core takes a parallel magnitude_conviction parameter
- combined: policy_conviction = max(dir_conv, mag_conv); cap formula
becomes safety = max(health_safety, policy_conviction); warmup_floor
uses policy_conviction
- all three env_step kernel call sites migrated together
(backtest_env_step, backtest_env_step_batch, experience_env_step) per
feedback_no_partial_refactor — no mixed state
Per pearl_blend_formulas_must_have_permanent_floor: max() composition,
not multiplicative blend. Per feedback_isv_for_adaptive_bounds: signal
flows from existing ISV[16] = Q_ABS_REF, no tuned constants.
Smoke verification (20-epoch RTX 3050 Ti, magnitude_distribution test):
- pre-fix: [EVAL_DIST] Q=0.586 H=0.414 F=0.000 (intent F=0.911)
- post-fix: [EVAL_DIST] Q=0.618 H=0.153 F=0.229 (intent F=0.911)
Intent unchanged (network already learned Full preference); the Kelly
cap no longer silences it. Both smoke assertions now pass:
ef >= 0.05 (gate) and eh + ef >= 0.30 (Task 2.2 H10).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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