Brainstormed live with claude-opus-4-7. Targets ≤1h wall-clock per
4-quarter sweep on 1-3 L40S pods (vs ~750 GPU-hours naive). Three
multiplicative levers: per-backtest sim parameter matrix (~140×),
CUDA Graph capture (~2×), pod-level parallelism (~3×). Verified by
code-read during scoping:
- forward_only has no graph capture (X11 plan said so, X11 commit
didn't ship it)
- two host-roundtrip loops in sim.rs need GPU-ization for batching
to pay off (dispatch_latent_market_orders + close-detection)
- cost system is a literal-zero placeholder in pnl_track.cu:92
7-commit atomic ladder (P1-P7), each gated by tests + a measured rate
target. bf16 explicitly deferred to follow-up.
Awaiting review before transitioning to writing-plans for the
implementation plan.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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