jgrusewski
2d07b18525
docs(factory): design spec — ongoing diversification-aware edge-factory
Research-grounded (Bailey/LdP False Strategy Theorem -> SR* scales with honest global N; Harvey-Liu-Zhu
factor-zoo t>3 discipline; T.RowePrice left-tail correlation; LdP HRP + Raffinot HERC; CFA rolling re-allocation).
Closed loop: analyst-fleet -> gauntlet -> diversification-gate (left-tail ρ + marginal contribution) ->
paper-forward -> autonomous promotion (governance: kill-switch/caps) -> HRP allocation -> edge-decay retirement,
in-cluster daily, cockpit funnel view. 5 milestones; reuses the existing factory skeleton.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>