experience_kernels.cu line 1916 binned action_mag_per_sample by
actual_mag_core at every step, including trade-close events. But
unified_env_step_core forces `actual_mag = 0 (Quarter)` whenever
actual_dir is Hold/Flat (trade_physics.cuh:772) and trade closes
always land in Hold/Flat state — so every Half/Full close was
attributed to the Quarter bin. close_counts[Half] and close_counts[Full]
were structurally pinned to 0, giving wr_h = wr_f = 0 across all
training runs.
Fix: introduce `seg_mag_bin = is_close ? pre_mag_bin : actual_mag_core`.
At close events bin by pre_mag_bin (the magnitude of the position
being closed); at non-close events keep actual_mag_core (current
realized magnitude). pre_mag_bin is always 0/1/2 at close events
since exiting/reversing requires prev_sign != 0 → pre_trade_position
!= 0 → pre_frac > 0.001 → pre_mag_bin in {0,1,2}.
Smoke verification (5-epoch local): wr_h/wr_f remain 0 because
var_scale (1/(1+sqrt(var_q))) shrinks effective_max_pos to 10-19% of
broker max at smoke maturity → even Long Full target lands at
abs_pos ≈ 0.15 < 0.375 → all positions decode as Quarter; no
Half/Full positions exist for the fix to attribute. This is the
expected structural consequence of the var_scale design (uncertain Q
→ smaller position, conservative). The fix is latent correctness:
in mature L40S 30+ epoch runs where var_q drops and var_scale
grows above 0.375, Half/Full positions become reachable and
wr_h/wr_f will reflect their real realized win rates.
Without the fix, even mature training would show wr_h = wr_f = 0
because of the Hold/Flat → Quarter close convention masking real
per-magnitude win rates. Audit entry updated.
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