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jgrusewski f40ccc16a7 fix(sp5): Task A6 — close two minor review findings
Combined spec/quality review caught two minor issues in the Pearl 6
commit. Both are mechanical fixes; no behavior change.

1. Test 12 (pearl_6_kelly_within_fold_ewma_blend) was missing an
   explicit assertion for slot 282 (TRADE_VAR_SMOOTH_IDX). The test
   setup initialized tvar_i32 and the launcher passed it through the
   kernel's parameter slot, but no assert! ever fired against the
   resulting ISV value. With n_envs=1, the kernel's
   `(kelly_count > 1) ? variance : 0.0f` branch returns 0 (no
   cross-env variance possible with 1 env), so EWMA blend yields
   0.99 × 0.5 + 0.01 × 0.0 = 0.495. Added the missing assertion to
   close the within-fold coverage gap for s==2.

2. pearl_6_kelly_kernel.cu:136 doc comment said the slot computes
   "standard deviation of per-env Kelly fractions" but the code
   actually computes `ksum_sq / kelly_count` — i.e. the variance
   (second moment), not the standard deviation. The slot name
   TRADE_VAR_SMOOTH_INDEX correctly indicates variance; the comment
   was wrong. Updated comment to match: 'variance of per-env Kelly
   fractions' with explicit note that this is the second moment,
   NOT std-dev (no sqrtf applied).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-01 23:31:37 +02:00
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