Per-direction trail-stop distance derived from the current bar's ATR.
Short[270] and Long[272] receive 2× denormalized ATR (industry-standard
2×ATR trail); Hold[271] and Flat[273] receive EPS_CLAMP_FLOOR=1.0
(no trail-stop fires for those directions; floor prevents zero).
4 ISV slots [TRAIL_DIST_PER_DIR_BASE=270..274). ATR is read from
features[bar_idx × market_dim + 9] (ATR_NORM column) and denormalized
via the canonical fxcache scheme:
atr_abs = max(0.01, exp(atr_norm × 16 − 7))
Constants 16, 7, 0.01 are Invariant 1 anchors from the existing
fxcache normalization in experience_kernels.cu:2701.
Layer A simplification: Short and Long share the same current-bar ATR
value. The spec implied direction-conditional ATR via per-trade-event
aggregation, but that requires infrastructure not yet in place. The
4-slot ISV layout preserves the consumer contract so a future Layer C
extension can populate truly direction-specific values without
breaking Layer B's check_trailing_stop reads.
producer_step_scratch_buf grew 199 → 203 (1 new constant
SCRATCH_PEARL_8_TRAIL=199). wiener_state_buf stays at 543 (sized at
A1 for entire SP5 block).
StateResetRegistry: 1 new FoldReset entry (sp5_trail_dist_per_dir).
Pearl A sentinel 0 → bootstrap on fold boundary's first launch.
check_trailing_stop consumer migration deferred to Layer B.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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