dab4794fb0
Updates sweep_smoke_perhoriz_cfc.yaml to use the FIRST clean (front- month-filtered) checkpoint (commit20aa345a7, auc_h1000=0.5757) instead of the prior2efedcd6bcheckpoint (auc_h1000=0.7137 was a multi- instrument $5000 ΔP contamination artifact, not real signal). Primary gate unchanged: outcome_by_entry_conv table must NOT show monotonic anti-calibration. With clean data the conviction signal should be lower magnitude but properly aligned.
36 lines
1.5 KiB
YAML
36 lines
1.5 KiB
YAML
# Anti-calibration validation smoke (post D1 signed-EMA, post-front-month-filter).
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# Loads trunk_best_h1000.bin from alpha-perception-jvv7d Smoke 1 — the FIRST clean
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# (front-month-filtered) checkpoint. auc_h1000=0.5757 best at epoch 3. The prior
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# 2efedcd6b checkpoint's 0.7137 AUC was an artifact of multi-instrument $5000 ΔP
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# contamination (see commit 78a9e0835); jvv7d's 0.5757 is the real learnable
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# signal at h=1000 on clean ES.FUT front-month data (commit 20aa345a7).
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#
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# Primary gate: outcome_by_entry_conv table must NOT show monotonically
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# anti-calibrated PnL (high conviction should be >= mid conviction PnL).
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# Prior baseline 8b2ac1e57 showed -15.6 → -145.2 PnL ramp across conviction
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# deciles — D1's signed-EMA fix should collapse this.
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#
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# Secondary diagnostics: CRT.diag per-horizon mean_run_len for h10/h100/
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# h1000 (informational; differentiation thesis no longer architectural goal).
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base:
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data: /mnt/training-data/futures-baseline-mbp10/ES.FUT
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predecoded_dir: /feature-cache/predecoded
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n_parallel: 1
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latency_ns: 200000000
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target_annual_vol_units: 50.0
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annualisation_factor: 825.0
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max_lots: 5
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max_events: 2000000
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seed: 12648430
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checkpoint: /feature-cache/alpha-perception-runs/20aa345a7/trunk_best_h1000.bin
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min_reasonable_px: 1000.0
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max_reasonable_px: 20000.0
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delta_floor: 1.0
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sim_variants:
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- { name: t0c1l200_perhoriz_cfc, threshold: 0.0, cost_per_lot_per_side: 0.125,
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latency_ns: 200000000, max_hold_ns: 60000000000 }
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cells:
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- { name: perhoriz_smoke }
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