jgrusewski 2a2f16b944 design(foxhuntq): architectural pivot away from per-bar DQN to decoupled Belief Bus + Conformal DRL ...

After 16+ SP-runs producing WR pinned at ~0.435 — and a session-end smoke
showing SP22 H6 vNext K=3 head architecture moves WR to 0.458 only via
degenerate Hold-collapse (PF erodes 1.45 → 1.08) — pivot to a research-
honest architecture: distributional supervised alpha + meta-labeling gate +
Coverage-Gated Kelly execution, integrated through a novel GPU-native
publish-subscribe Belief Bus substrate.

This is a DESIGN doc only. No implementation yet. v1 → v4 evolution captured
in the doc itself; v4 is research-honest with explicit prior-work citations:

  - Bellemare/Dabney distributional RL (already shipped in foxhunt SP5+)
  - Lopez de Prado triple-barrier + purging + meta-labeling
  - Vovk/Romano/Gibbs-Candès conformal prediction foundations
  - Sun-Yu 2025 NeurIPS CPTC (change-point-aware CP)
  - Gan et al. 2025 NeurIPS arXiv:2510.26026 (CP for infinite-horizon RL —
    we PORT Algorithm 1 directly in Phase 7, not invent)
  - Zhu-Zhu ICML 2025 AlphaQCM (QCM variance estimation, adopted)
  - Berti-Kasneci 2025 TLOB (motivates MLP baseline)

Honest novelty narrowed to three claims after literature review:

  1. Belief Bus substrate — GPU-native pub/sub bus with per-slot
     distributional semantics + conformal coverage + causal DAG metadata.
     Extends our existing 539-slot ISV pattern (already novel architecture
     vs published trading systems). The substrate integration is not in
     literature.

  2. Application domain — imbalance-bar HFT futures + MBP-10 microstructure +
     triple-barrier labels. Existing distributional CP + DRL papers use
     daily stocks, general RL benchmarks, or alpha formula discovery.

  3. Adaptive controllers + per-slot conformal coverage — every adaptive
     quantity in the system (Kelly priors, reward caps, Adam β1, regime
     probabilities) gets conformal coverage attached. Not seen in
     literature.

Tiered success criteria recalibrated per CFTC 2014 E-mini HFT study
(median firms hit ~55% WR / PF 1.2-1.4):

  - Minimum viable: WR ≥ 50% AND PF ≥ 1.4 → deploy
  - Goal:           WR ≥ 53% AND PF ≥ 1.7
  - Stretch:        WR ≥ 55% AND PF ≥ 2.0 (original v1 target — aggressive
                                            top-quartile HFT)

Eight phases with explicit falsification gates:

  Phase 0: Purged walk-forward + bar audit (Lopez de Prado hygiene)
  Phase 1a: MLP baseline alpha (cheapest falsification)
  Phase 1b: TLOB/Mamba2/Liquid encoders
  Phase 1C (conditional): tick-resolution if bar fails
  Phase 2: Multi-head IQN + QCM + class weights
  Phase 3: Belief Bus substrate
  Phase 4: CPTC calibration
  Phase 5: Coverage-Gated Kelly execution (deployment trigger if viable)
  Phase 6: Production wiring + 2-week shadow mode
  Phase 7 (optional): Port arXiv:2510.26026 conformal-DRL Q-residual

Phase 7 specifically detailed with concrete Algorithm 1 port (~1100 LOC
total), tunable params (k=5-10 ours vs 1-5 paper, due to γ=0.99 vs 0.8),
and falsification gate (empirical coverage ≥ 88% + PF improvement ≥ 0.2).

Deferred indefinitely (research-grade risk too high):
  - Neural SDE (training instability per Kidger 2021)
  - Hawkes process bar replacement (O(N²) MLE prohibitive at HFT scale)
  - Multi-asset portfolio
  - Learned in-trade exit head

Total minimum-viable path: Phases 0-6 ~6-8 weeks engineering + 20 hours
L40S compute. Falsification gates at every step.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

2026-05-14 19:21:25 +02:00

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2026-02-26-on-demand-training-design.md

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2026-02-26-on-demand-training-implementation.md

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2026-02-26-training-pipeline-design.md

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2026-02-26-training-pipeline-implementation.md

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2026-02-27-autonomous-agents-design.md

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2026-02-27-autonomous-agents-implementation.md

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2026-02-27-cockpit-nat-gateway-design.md

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2026-02-27-cockpit-nat-gateway-implementation.md

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2026-02-27-gpu-resource-optimization-design.md

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2026-02-27-gpu-resource-optimization-implementation.md

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2026-02-27-training-deploy-design.md

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2026-02-27-training-deploy-plan.md

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2026-02-28-gpu-pipeline-design.md

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2026-02-28-gpu-pipeline-phase2b-design.md

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2026-02-28-gpu-pipeline-phase2b-implementation.md

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2026-02-28-gpu-pipeline-phase2c-implementation.md

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2026-02-28-gpu-utilization-optimization-design.md

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2026-02-28-gpu-utilization-optimization-implementation.md

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2026-02-28-numeric-type-standardization-design.md

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2026-02-28-numeric-type-standardization-implementation.md

…

2026-02-28-ppo-cuda-pipeline-design.md

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2026-02-28-s3-binary-share-design.md

…

2026-02-28-s3-binary-share-implementation.md

…

2026-03-01-codebase-consolidation-design.md

docs: add codebase consolidation & DRY cleanup design

2026-03-01 19:22:22 +01:00

2026-03-01-codebase-consolidation-implementation.md

docs: add codebase consolidation implementation plan

2026-03-01 19:25:01 +01:00

2026-03-01-deferred-stubs-design.md

docs: add deferred stubs implementation design

2026-03-01 21:17:30 +01:00

2026-03-01-deferred-stubs-implementation.md

docs: add deferred stubs implementation plan

2026-03-01 21:21:53 +01:00

2026-03-01-gpu-blockers-validation-design.md

feat(ml): maximize GPU utilization — BF16 mixed precision, dynamic sizing, sync reduction

2026-03-01 17:54:25 +01:00

2026-03-01-gpu-full-sweep-design.md

docs: GPU optimization full sweep design — training binary, PPO parity, NCCL multi-GPU

2026-03-01 21:25:36 +01:00

2026-03-01-gpu-full-sweep-implementation.md

docs: GPU full sweep implementation plan — 17 tasks covering P0-P3

2026-03-01 21:25:36 +01:00

2026-03-01-gpu-max-performance-phase2-design.md

docs: GPU max performance Phase 2 design (L4 → H100)

2026-03-01 18:37:03 +01:00

2026-03-01-infra-security-hardening-design.md

docs: add infrastructure security hardening design

2026-03-01 23:13:13 +01:00

2026-03-01-infra-security-hardening-implementation.md

docs: add infrastructure security hardening implementation plan

2026-03-01 23:16:44 +01:00

2026-03-01-io-pipeline-wiring-design.md

docs: I/O pipeline wiring design — prefetcher, buffer pool, double-buffer

2026-03-01 21:39:50 +01:00

2026-03-01-io-pipeline-wiring-implementation.md

docs: I/O pipeline wiring implementation plan — 7 tasks

2026-03-01 21:42:38 +01:00

2026-03-01-ml-inference-production-cleanup-design.md

…

2026-03-01-ml-inference-production-cleanup-implementation.md

…

2026-03-01-real-metrics-overhaul-design.md

…

2026-03-01-real-metrics-overhaul-implementation.md

…

2026-03-01-training-metrics-common-design.md

…

2026-03-01-training-observability-design.md

docs: training observability + Grafana dashboards design

2026-03-01 22:25:11 +01:00

2026-03-01-training-observability-implementation.md

docs: training observability implementation plan (reduced scope)

2026-03-01 22:31:54 +01:00

2026-03-01-workspace-cleanup-design.md

docs: workspace cleanup design and implementation plan

2026-03-01 22:32:54 +01:00

2026-03-01-workspace-cleanup-implementation.md

docs: workspace cleanup design and implementation plan

2026-03-01 22:32:54 +01:00

2026-03-02-additional-training-metrics-design.md

docs: additional training metrics design — 17 new Prometheus metrics

2026-03-02 23:44:45 +01:00

2026-03-02-additional-training-metrics.md

docs: implementation plan for 17 additional training metrics

2026-03-02 23:48:18 +01:00

2026-03-02-binary-cache-consolidation-design.md

docs: binary cache PVC consolidation design (8 PVCs → 1 shared)

2026-03-02 10:58:33 +01:00

2026-03-02-binary-cache-consolidation-implementation.md

chore(infra): delete 8 per-service binary-cache PVCs (replaced by foxhunt-binaries)

2026-03-02 11:20:03 +01:00

2026-03-02-fxt-broker-check-design.md

docs: add design for fxt broker check CLI command

2026-03-02 13:26:17 +01:00

2026-03-02-fxt-broker-check-implementation.md

docs: add implementation plan for fxt broker check command

2026-03-02 13:28:51 +01:00

2026-03-02-gpu-per-sumtree-design.md

docs: GPU-resident PER sum-tree design

2026-03-02 23:40:57 +01:00

2026-03-02-gpu-per-sumtree-implementation.md

docs: GPU PER sum-tree implementation plan (13 tasks)

2026-03-02 23:45:27 +01:00

2026-03-02-monitoring-service-design.md

docs: add monitoring service design — live training metrics over gRPC

2026-03-02 21:05:48 +01:00

2026-03-02-monitoring-service.md

feat(fxt,ml): add fxt train monitor command and update DQN tests for action collapse fix

2026-03-04 22:58:40 +01:00

2026-03-02-node-pool-split-design.md

docs: 3-pool node split design (gitlab/platform/foxhunt)

2026-03-02 09:49:46 +01:00

2026-03-02-node-pool-split-implementation.md

infra(tf): add platform pool, rename services → foxhunt in Kapsule module

2026-03-02 09:59:21 +01:00

2026-03-03-bf16-training-design.md

docs: add BF16 training design — pure BF16 for all 10 models

2026-03-03 15:56:14 +01:00

2026-03-03-bf16-training.md

docs: update stale rainbow_agent_impl path in bf16 plan

2026-03-04 18:36:28 +01:00

2026-03-03-dqn-action-collapse-fix.md

docs: DQN action collapse fix design — 5 fixes for 45-action diversity

2026-03-03 00:59:20 +01:00

2026-03-03-dqn-production-hardening-design.md

docs: add DQN production hardening design

2026-03-03 20:40:46 +01:00

2026-03-03-epoch-financial-metrics-design.md

feat(fxt,ml): add fxt train monitor command and update DQN tests for action collapse fix

2026-03-04 22:58:40 +01:00

2026-03-03-epoch-financial-metrics-implementation.md

feat(fxt,ml): add fxt train monitor command and update DQN tests for action collapse fix

2026-03-04 22:58:40 +01:00

2026-03-03-fxt-dashboard-design.md

docs: fxt dashboard & CLI completion design

2026-03-03 01:14:02 +01:00

2026-03-03-fxt-dashboard-implementation.md

docs: fxt dashboard implementation plan (15 tasks)

2026-03-03 01:20:27 +01:00

2026-03-03-fxt-overhaul-design.md

docs: fxt 2.0 design and implementation plan

2026-03-03 20:11:21 +01:00

2026-03-03-fxt-overhaul-implementation.md

docs: fxt 2.0 design and implementation plan

2026-03-03 20:11:21 +01:00

2026-03-03-hyperopt-improvements-design.md

docs: add hyperopt improvements design and implementation plan

2026-03-03 18:17:23 +01:00

2026-03-03-hyperopt-improvements.md

docs: add hyperopt improvements design and implementation plan

2026-03-03 18:17:23 +01:00

2026-03-03-ppo-improvements-design.md

feat(ppo): wire symlog, adaptive entropy, percentile scaling into training loop

2026-03-03 20:12:00 +01:00

2026-03-03-rl-agent-gaps-design.md

docs: RL agent gaps design — 7 features for training quality and production readiness

2026-03-03 02:23:38 +01:00

2026-03-03-rl-agent-gaps-implementation.md

docs: RL agent gaps implementation plan — 7 tasks, vertical slices

2026-03-03 02:30:00 +01:00

2026-03-04-argo-migration-design.md

docs: add Argo Workflows migration design

2026-03-04 22:30:12 +01:00

2026-03-04-argo-workflows-phase1.md

feat(argo): add Argo Workflows infrastructure for training orchestration

2026-03-04 22:58:40 +01:00

2026-03-04-argo-workflows-training-design.md

feat(argo): add Argo Workflows infrastructure for training orchestration

2026-03-04 22:58:40 +01:00

2026-03-04-dqn-action-collapse-fix.md

feat(fxt,ml): add fxt train monitor command and update DQN tests for action collapse fix

2026-03-04 22:58:40 +01:00

2026-03-04-dqn-action-collapse-implementation.md

feat(fxt,ml): add fxt train monitor command and update DQN tests for action collapse fix

2026-03-04 22:58:40 +01:00

2026-03-04-gateway-unification-design.md

docs: add gateway unification design (api_gateway + web-gateway → api)

2026-03-04 23:13:35 +01:00

2026-03-04-gateway-unification-implementation.md

docs: add gateway unification implementation plan (22 tasks)

2026-03-04 23:18:10 +01:00

2026-03-04-minio-binary-distribution-design.md

feat(infra): replace PVC binary distribution with MinIO S3 fetch

2026-03-04 16:46:57 +01:00

2026-03-04-minio-binary-distribution.md

feat(infra): replace PVC binary distribution with MinIO S3 fetch

2026-03-04 16:46:57 +01:00

2026-03-04-per-service-ci-design.md

docs: add per-service CI compilation & selective deploy design

2026-03-04 22:58:40 +01:00

2026-03-04-per-service-ci-implementation.md

docs: add per-service CI implementation plan (12 tasks)

2026-03-04 21:56:09 +01:00

2026-03-04-pods-panel-versioning-design.md

feat(infra): standalone Prometheus deployment for foxhunt namespace

2026-03-04 13:24:52 +01:00

2026-03-04-pods-panel-versioning.md

chore: add SubscribeClusterPods stub to trading_service + plan doc

2026-03-04 13:17:41 +01:00

2026-03-04-tui-live-data-design.md

docs: TUI live data wiring design

2026-03-04 01:54:33 +01:00

2026-03-04-tui-live-data.md

docs: TUI live data wiring implementation plan

2026-03-04 02:04:08 +01:00

2026-03-05-hyperopt-degenerate-fix-design.md

chore: track logo, hyperopt design docs, gitignore playwright-mcp

2026-03-05 17:06:53 +01:00

2026-03-05-hyperopt-degenerate-fix.md

chore: track logo, hyperopt design docs, gitignore playwright-mcp

2026-03-05 17:06:53 +01:00

2026-03-06-dqn-action-space-fix.md

fix(ml): DQN hyperopt overhaul — DSR reward, dead features, C51/noisy/network fixes

2026-03-07 12:08:39 +01:00

2026-03-06-dqn-hyperopt-overhaul-design.md

docs: DQN hyperopt overhaul design — 7 remaining root cause fixes

2026-03-06 11:44:02 +01:00

2026-03-06-dqn-hyperopt-overhaul-implementation.md

docs: add DQN hyperopt overhaul implementation plan

2026-03-06 14:32:37 +01:00

2026-03-07-dqn-hyperopt-overhaul-v2.md

fix(ml): DQN hyperopt overhaul — DSR reward, dead features, C51/noisy/network fixes

2026-03-07 12:08:39 +01:00

2026-03-07-gitlab-releases-design.md

feat(infra): GitLab releases with CalVer auto-versioning

2026-03-07 20:38:41 +01:00

2026-03-07-gitlab-releases-plan.md

feat(infra): GitLab releases with CalVer auto-versioning

2026-03-07 20:38:41 +01:00

2026-03-07-hyperopt-objective-fixes.md

fix(ml): 3 hyperopt objective bugs — sliding windows, tanh normalization, adaptive tau

2026-03-07 02:14:31 +01:00

2026-03-07-ml-crate-split-design.md

docs(ml): update plan for 6-crate split (DQN/PPO separate)

2026-03-08 15:13:07 +01:00

2026-03-07-ml-crate-split-plan.md

docs(ml): update plan for 6-crate split (DQN/PPO separate)

2026-03-08 15:13:07 +01:00

2026-03-08-ml-crate-split-phase2-design.md

docs: add ML crate split phase 2 design (domain-aligned extraction)

2026-03-08 19:39:48 +01:00

2026-03-08-ml-crate-split-phase2.md

feat(dqn): enable Branching DQN with 45 factored actions (5×3×3)

2026-03-11 22:00:13 +01:00

2026-03-09-dqn-branching-rainbow-integration.md

feat(dqn): Branching DQN with full GPU Rainbow parity (7 fixes)

2026-03-09 13:17:06 +01:00

2026-03-09-forward-port-main-to-ml-split.md

feat(dqn): enable Branching DQN with 45 factored actions (5×3×3)

2026-03-11 22:00:13 +01:00

2026-03-10-clippy-cleanup.md

fix(clippy): apply cargo clippy --fix across workspace

2026-03-10 11:17:51 +01:00

2026-03-11-cuda-backtest-gpu-residency-plan.md

docs: fix 5 chunk 2 re-review issues in CUDA backtest plan

2026-03-11 09:40:51 +01:00

2026-03-11-cuda-backtest-gpu-residency.md

docs: CUDA backtest & GPU-resident training design spec

2026-03-11 09:11:27 +01:00

2026-03-11-h100-cuda-optimization-hive.md

feat(dqn): enable Branching DQN with 45 factored actions (5×3×3)

2026-03-11 22:00:13 +01:00

2026-05-10-sp21-train-eval-coherence-isv-defrost.md

docs(sp21): T2.2 Phase 1.5 + Phase 2 continuation plan + amendment

2026-05-10 21:35:58 +02:00

2026-05-11-sp21-t22-phase15-phase2-enrichment-realwiring.md

docs(sp21): T2.2 Phase 1.5 + Phase 2 continuation plan + amendment

2026-05-10 21:35:58 +02:00

2026-05-12-sp22-h6-aux-policy-state-bridge.md

docs(sp22): H6 implementation runbook + next-session prompt

2026-05-12 21:07:19 +02:00

2026-05-12-sp22-h6-next-session-prompt.md

docs(sp22): H6 implementation runbook + next-session prompt

2026-05-12 21:07:19 +02:00

2026-05-12-sp22-h6-phase2-recenter-runbook.md

docs(sp22): H6 Phase 2 implementation runbook

2026-05-12 22:27:40 +02:00

2026-05-12-sp22-h6-phase2-recenter.md

docs(sp22): H6 Phase 2 spec — recenter state[121] to [-1, +1]

2026-05-12 22:23:24 +02:00

2026-05-12-sp22-h6-phase3-alpha-beta.md

docs(sp22): H6 Phase 3 α spec revision — atom-position shift (not scalar Q bias)

2026-05-13 01:16:30 +02:00

2026-05-12-sp22-wr-plateau-investigation.md

docs(sp22): H1 falsified + H6 aux→policy state bridge design

2026-05-12 20:58:13 +02:00

2026-05-13-sp22-h6-phase3-alpha-beta-runbook.md

docs(sp22): H6 Phase 3 runbook — atom-shift math derivation for Steps 7+8

2026-05-13 01:45:40 +02:00

2026-05-14-foxhuntq-design.md

design(foxhuntq): architectural pivot away from per-bar DQN to decoupled Belief Bus + Conformal DRL

2026-05-14 19:21:25 +02:00

2026-05-14-sp22-h6-vNext-trade-outcome-aux.md

feat(sp22): H6 Phase 3 FALSIFIED + vNext spec (trade-outcome aux head)

2026-05-13 21:50:32 +02:00