The gate created a self-reinforcing Hold trap: gate forces Hold → Q
learns Hold is best → conf=0 for trading actions → gate blocks
everything → Hold=100%. Even max SAC (α=2.0, τ=50) couldn't break it.
Two fixes:
1. Exploration slots: the first `b_size × (1 - max_hold_frac)` batch
elements are NEVER gated. At max_hold_frac=0.85 with b=1024, 154
slots always use the Thompson-sampled action. This guarantees Q
sees trading outcomes and can learn their value.
2. Symmetric threshold decay: the adaptive threshold had 100× asymmetry
(10% raise vs 0.1% lower). When Hold exceeded target, the threshold
barely decreased. Now both directions use THRESHOLD_ADJUST_RATE=1.1.
New ISV slot: RL_CONF_GATE_MAX_HOLD_FRAC_INDEX=584 (bootstrap 0.85).
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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