spec: add concrete micro-live runbook (Appendix A)
Phase-2 runbook: $500-1k unlevered, all-in-one-brokerage fractional ETFs (SPY/IEF/GLD/PDBC/DBMF +
IBIT for crypto -> removes the exchange counterparty tail). Get weights via multistrat_paper.py
weights 1000, place manually, rebalance MONTHLY at micro scale (weekly deltas are rounding-dominated)
with 5% hysteresis, track actual-vs-intended. Gate to scale (~4-8wk): live ~= paper, cost <20bp,
clean ops. Objective is execution validation not return (pennies on $1k). Validation context: +1.20
in-sample / +1.41 holdout-OOS / +0.96 20yr (survived 2008/2020/2022) / bootstrap p5 +0.62.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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