audit(0066): cycle close — lift R-sweep/SQN rationale to ledger, drop ephemera
Cycle 0066 (#133) closed. The close audit (architect) found the family ratified against C12 axis-2 (rank-by-metric over the C18 family store) and the C10 R framing, with one [high] gap (swept-member manifest omitted the fixed R-defining params) fixed forward in 499121e.
- Ledger: a C10 realization note records the durable rationale -- SQN as the single-number sweep objective, the signal-only grid (the stop defines R, so varying it breaks cross-member SQN comparability -- the SQN100 #130 motivation), the R-metric rank vocabulary, and the manifest-completeness fix.
- Glossary: new 'R metrics' and 'SQN' entries.
- The ephemeral spec + plan are removed; the ledger + git history are the durable record.
Follow-ups filed: #135 (per-member --trace for the stage1-r sweep). refs #133
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@@ -131,6 +131,10 @@ A broker-independent, time-ordered table of position events (scalar columns: `ev
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**Avoid:** —
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The native unit of strategy performance: 1R = the loss if the protective stop is hit, so a trade's outcome is a multiple of R (−1R stopped out, +2R, …) and the primary question is *"how much R out per 1R risked?"*. Risk-normalized and account-/instrument-agnostic — the Stage-1 yardstick replacing pips, defined by the stop (Van Tharp R-multiples).
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### R metrics
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**Avoid:** —
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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.
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### R-evaluator
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**Avoid:** —
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The Stage-1 signal-quality node: integrates the per-trade R-outcomes of a flat-1R `RiskExecutor` into an R-expectancy / R-curve — the deterministic, account-/instrument-agnostic yardstick. The R-reframe successor of the `sim-optimal broker` (pip integral); unlike it the R-evaluator requires a stop, so it consumes a RiskExecutor, not raw bias.
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@@ -195,6 +199,10 @@ The columnar Structure-of-Arrays layout in which the four scalar base types are
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**Avoid:** —
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Anything that produces timestamped scalar streams — market data and non-financial feeds (e.g. a news-bias node) are treated identically; a pure producer node. `data-server` is aura's first source.
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### SQN
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**Avoid:** system-quality-number (spell out once, then SQN)
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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).
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### Stage 1 / Stage 2
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**Avoid:** —
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The two-stage cleave of evaluation: **Stage 1** (R / signal quality) is flat-1R, feed-forward (no equity feedback), measured by the R-evaluator in R-expectancy — the primary research loop; **Stage 2** (currency / deploy viability) is fixed-fractional sizing that reads equity and compounds, with realistic brokers and real frictions, entered only once `E[R] > 0`. The cleave quarantines the only feedback into Stage 2 (flat-1R vs compounding is a structural axis, C11); aura's own synthesis, closest precedent vectorbt's signal vs money-management split.
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