jgrusewski 84c9fcd146 fix(alloc): per-strategy cap now binds (concentration limit, holds cash) instead of a renormalise no-op (B2a) ...

The equal-weight cap+renormalise was algebraically a no-op — n=1 got 100% weight despite a 50% cap.
Cap without renormalising: when 1/n > max_strategy_weight the book holds cash rather than over-
concentrating; common case (1/n <= cap) is plain equal weight. + tests that exercise the binding cap.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

2026-07-09 21:17:52 +02:00

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integration

fix(policy): promotion backstop gates emptiness on deploy MEMBERSHIP not aggregated data (B1)

2026-07-09 15:24:32 +02:00

unit

fix(alloc): per-strategy cap now binds (concentration limit, holds cash) instead of a renormalise no-op (B2a)

2026-07-09 21:17:52 +02:00