When F5 state-conditional action availability mask (slot 823) is engaged AND
the position is flat, F5 has deliberately forced the agent into an opening
action by masking Hold (and other state-invalid actions) in `pi_logits`
pre-sample. Two downstream gates — `rl_confidence_gate` (slot 512..) and
`rl_frd_gate` (slot 516..) — silently overrode the sampled action back to
Hold at the same flat-state, neutralizing F5's surfer→trend choice-set
forcing and preventing F5-G1 (`hold_frac_flat == 0` from flat) from being
achieved at the agent layer.
Both kernels patched with the identical interop pattern:
const bool f5_engaged = (isv[RL_F5_STATE_MASK_ENABLED_INDEX] > 0.5f);
if (f5_engaged) skip the Hold override;
The existing `if (position_lots != 0) return;` early-return in both kernels
already restricts the override site to flat batches, so the check on the F5
master gate alone is sufficient — no new position read needed. When F5 is
disabled (slot 823 == 0.0, the production default) the original code path
runs verbatim, preserving Phase 7a bit-equality.
Scope (per Phase 7b follow-up):
* `rl_confidence_gate.cu` — Hold-override at `conf < threshold` gated on
`!f5_engaged`; fired-count increments only when the override actually fires.
* `rl_frd_gate.cu` — short-circuits before entry-quality computation when
`f5_engaged`; the long/short Hold-override branches are skipped entirely.
NOT touched (per Option A scope constraint):
* `rl_session_risk_check.cu` — hard DD-limit safety. When F5-driven losses
trip the session PnL EMA breaker, it correctly overrides opens-from-flat
back to Hold; this is the documented "pro trader stops trading when down
their limit" semantics and must persist regardless of F5 state.
* `rl_min_hold_check.cu` — only fires for in-position batches; not on the
F5-relevant flat-state path.
Verification (RTX 3050, `test_data/futures-baseline-mid/`):
* `cargo build --release --example alpha_rl_train -p ml-alpha` — clean.
* `./scripts/determinism-check.sh --quick` (defaults, F5 OFF) — DETERMINISTIC
across 200 train rows: same-seed bit-equal at slot 823 = 0.0.
* `FOXHUNT_BAND_ENABLED=1 ./scripts/determinism-check.sh --quick` (F5 OFF) —
DETERMINISTIC across 200 train rows.
* `phase_5_invariants + band_invariants + multi_head_policy_invariants +
eval_diag_emission --ignored` — 33/33 PASS (3 + 11 + 18 + 1).
* F5 ON 50-step smoke (slot 823 temporarily set to 1.0 then reverted before
commit): hold_frac_flat = 0.0 at steps 0–3 (F5 mask + Option A patches
successfully forcing opens from flat — modal_action_id ∈ {0, 5, 4}, none
Hold). At step 4 onward hold_frac_flat → 1.0 due to `rl_session_risk_check`
tripping after cumulative losses (-$292k by step 49 at b=128 b_size) drop
the session PnL EMA below the bootstrap limit (-50.0 at slot 540). This is
the documented hard-safety override (out of scope per task brief) — the
first 3–4 steps confirm the Option A mechanism works at both gates before
the safety fires.
* No NaN; training stable.
Bootstrap of slot 823 reverted to 0.0 (OFF) before committing.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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