jgrusewski
5d79bf0b22
docs(phase1d): implementation plan for regime-gated tick reasoning + memory accumulator
26 tasks across 5 milestones (1d.0 through 1d.4) with decisive falsification
gates at each. Anchors to commit db874b184 (Phase 1c validation) and references
real APIs: ml::trainers::mamba2, ml-alpha::training, backtesting::strategies.
Each task is bite-sized (TDD steps + commit). Decisive gates:
- 1d.0: best calibrated Brier ≤ 0.250
- 1d.1: Mamba AUC > 0.72 at K=100
- 1d.2: Mamba AUC > 0.55 at K=6000 (DECISIVE for two-head architecture)
- 1d.3: regime-gated conditional accuracy > 0.65
- 1d.4: out-of-sample Sharpe > 1.5
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-15 01:13:42 +02:00
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