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audit(0067): cycle close — lift SQN100 / stage1-r-trace rationale to ledger, drop ephemera

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Architect audit clean (no drift, no debt): raw sqn verified bit-identical,
C18 serde back-compat + C4 SoA seam + C1 determinism + Part-B symmetry all hold.

- Ledger C10: add a "Realization (cycle 0067, #130 + #135)" note — SQN100 as
  the turnover-robust opt-in rank key (raw sqn / default ranker byte-unchanged,
  serde(default) for back-compat), and per-member --trace now symmetric across
  all three sweep strategies via the shared persist_traces_r.
- Glossary: R-metrics list gains sqn_normalized; the SQN entry documents the
  SQN100 variant (was "deferred #130").
- Remove the ephemeral spec + plan (cycle closed; rationale lives in the ledger
  and git history).

refs #130, refs #135
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Brummel
2026-06-24 18:15:37 +02:00
parent 89d967a940
commit 458b2ae74b
4 changed files with 15 additions and 837 deletions
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docs/glossary.md
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@@ -133,7 +133,7 @@ The native unit of strategy performance: 1R = the loss if the protective stop is
### R metrics
**Avoid:** —
The R-multiple summary metrics `summarize_r` folds into `RunMetrics.r`, which double as the higher-is-better rank vocabulary for `aura runs family <id> rank <metric>` (cycle 0066): **`sqn`** (the System Quality Number — see SQN), **`expectancy_r`** (mean realized R per trade, the headline E[R]), and **`net_expectancy_r`** (expectancy net of one round-trip cost per trade — churn-honest; equals `expectancy_r` while Stage 1 is frictionless). A family member with no `r` block ranks last under any of them, so a pip-only family ranked by an R metric falls back to ordinal order.
The R-multiple summary metrics `summarize_r` folds into `RunMetrics.r`, which double as the higher-is-better rank vocabulary for `aura runs family <id> rank <metric>` (cycle 0066): **`sqn`** (the System Quality Number — see SQN), **`sqn_normalized`** (the n-normalized SQN100 — see SQN; cycle 0067), **`expectancy_r`** (mean realized R per trade, the headline E[R]), and **`net_expectancy_r`** (expectancy net of one round-trip cost per trade — churn-honest; equals `expectancy_r` while Stage 1 is frictionless). A family member with no `r` block ranks last under any of them, so a pip-only family ranked by an R metric falls back to ordinal order.
### R-evaluator
**Avoid:** —
@@ -201,7 +201,7 @@ Anything that produces timestamped scalar streams — market data and non-financ
### SQN
**Avoid:** system-quality-number (spell out once, then SQN)
System Quality Number — `√n · mean_R / stdev_R`: the dispersion- and trade-count-aware single-number objective for ranking a sweep family by R signal quality (cycle 0066; van Tharp). Higher is better; `n < 2` or zero-variance → 0. One of the R metrics; an n-normalized variant (SQN100) is deferred (#130).
System Quality Number — `√n · mean_R / stdev_R`: the dispersion- and trade-count-aware single-number objective for ranking a sweep family by R signal quality (cycle 0066; van Tharp). Higher is better; `n < 2` or zero-variance → 0. One of the R metrics. Its n-normalized variant **`sqn_normalized`** (SQN100 = `(mean_R / stdev_R) · √(min(n, 100))`, van Tharp's trade-count cap at 100) is turnover-robust across members with different trade counts and equals `sqn` below the cap (cycle 0067, #130).
### Stage 1 / Stage 2
**Avoid:** —