docs(sp15): trader discipline and recovery design spec
Design spec for SP15 — addresses the train-dd4xl downward spiral
post-mortem (8 epochs, trades 131k→64k, sharpe 79→44 with monotone
descent across active_frac, dir_entropy) and the walk-forward audit
finding (test_start..test_end slice generated but never consumed,
val IS the selection set, no sealed test).
Six phases over ~13-21 days:
- Phase 0: SP14 EGF ISV-driven retune (gate1=closed forever fix)
- Phase 1: honest numbers — unified sharpe kernel, cost-net (commission
+ spread + OFI-impact, dev/prod parity), drawdown reporting,
8 counterfactual baselines, dd_pct as foundational state input,
--holdout-quarters/--dev-quarters CLI, consume abandoned test slice
- Phase 2: 21 behavioral tests on dev RTX 3050 Ti, pre-commit hook
gates argo-train.sh
- Phase 3: 5 trader teachings (r_quality/r_discipline split, explicit
cost, quadratic DD, regret, confidence-aware Hold floor)
- Phase 3.5: 4 recovery mechanisms (asymmetric reward under DD,
cooldown gate, plasticity injection, recovery curriculum in PER)
- Phase 4: L40S walk-forward Q1-Q7, Q8 final dev, sealed Q9 OOS
Cross-cutting discipline rule: no new pearl/controller/kernel/ISV
slot/reward term ships without a Phase 2 behavioral test that proves
the intended trader behavior. Hard rule, no exceptions.
Decisions captured from 7 clarifying questions answered 2026-05-06.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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