v8 smoke (train-96wfk) confirmed win_conc=0.0000 across all 9 cycles
even when PF crossed 1.0. The Phase 8.2/8.4 threshold tweaks couldn't
fix it because the underlying formula `top_mean / all_mean` is
sign-unstable around `all_mean=0`. PER alpha boost path was dark for
any cold-start policy below PF=1 — exactly the regime where the
boost matters most.
Old: if all_mean ≤ (0.01 * pnl_std).max(0.0) { return 0.0; }
top_mean / all_mean
→ guard trips at PF≤1 → 0.0 (every v8 cycle)
New: ((top_mean - all_mean) / pnl_std).max(0.0)
→ z-score separation: how many pnl_stds above the overall mean
does the top decile sit? By construction top_mean ≥ all_mean,
so separation is non-negative even when all_mean is negative.
→ bounded [0, ∞), scale-invariant, profitability-agnostic.
Expected v9 magnitudes (v8 cycle-1-like inputs):
top_mean ≈ 5e-6, all_mean ≈ 1e-7, pnl_std ≈ 1.08e-5
separation = (5e-6 - 1e-7) / 1.08e-5 ≈ 0.45
Healthy PF>1 cycles likely 0.2..1.5 range.
Pearls honoured:
- pearl_controller_anchors_isv_driven: pnl_std is the signal-driven
scale anchor (replaces hardcoded all_mean denominator)
- feedback_isv_for_adaptive_bounds: z-score formulation removes the
hardcoded multiplier dependency that motivated 8.2 and 8.4's
threshold adjustments
- feedback_no_quickfixes: structural reformulation, not a threshold
tweak (8.2 and 8.4 already showed threshold tweaks couldn't fix
the sign-instability)
Verification:
cargo check -p ml --features cuda # clean
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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