Cap each coin's realized GAIN by a capacity fraction min(1, pi*med_turnover/(capital*|w|))
in _book_breakdown (the SSOT for the positioning forward + gate ref + 4-edge book).
Gains-only/conservative; capital-aware (barely binds at $100k where positioning IS
capturable, caps thin names as capital scales). Fixes the microcap-squeeze overstatement
(28% of return from 10 uncapturable +150% microcap days) the investigation surfaced.
Data-glitch filtering + other sleeves are non-goals.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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