diff --git a/docs/project-layout.md b/docs/project-layout.md
index 8f25a79..e52aba1 100644
--- a/docs/project-layout.md
+++ b/docs/project-layout.md
@@ -93,28 +93,34 @@ per-session consent.
 2. **Claude** (via the skills pipeline) writes `nodes/third-candle-long/`,
    implements `schema` + `eval` against `aura-core`.
 3. **Backtest:** `aura backtest nodes/third-candle-long --symbol GER40
-   --from 2020 --to 2024` → the strategy produces a broker-independent
-   **exposure stream** (one bounded signed value per cycle = intent); the default
-   **sim-optimal broker** integrates `exposure·return` into a synthetic
-   **pip**-equity — the signal's *quality* — yielding a metrics table
-   (pip-P&L, max-DD, Sharpe) + a run record (manifest + metrics) under `runs/`.
-   Brokers are consumer **nodes**: the sim-optimal one reads the exposure stream
-   directly, while a realistic broker reads the *derived* position-event table —
-   add `--broker pepperstone` to get a realistic currency curve *alongside* the
-   sim-optimal pip curve, two comparable equity curves. (Contract C10.)
+   --from 2020 --to 2024` → the strategy produces a broker-independent, unsized
+   **bias stream** (one signed, bounded `f64 ∈ [-1,+1]` per cycle — sign = direction,
+   magnitude = optional conviction). A downstream **risk-based executor** (stop-rule →
+   position-management, in **R**, the protective stop defining 1R) turns the bias into
+   tracked trades, and the **R-evaluator** integrates the per-trade R-outcomes into an
+   **R-expectancy / R-curve** — the signal's *quality*, measured account- and
+   instrument-agnostically in **R** (E[R], SQN), not currency. Optionally compose a
+   **cost model** — a C9 graph of cost nodes, in R (`net R = gross R − cost-in-R`) — to
+   draw the **net-R** curve beside the gross one. The run yields an R-metrics table + a
+   run record (manifest + metrics) under `runs/`. (Contract C10.) Money, a real broker,
+   and a currency curve are a later **live/deploy-edge** concern (the only reliable ground
+   truth, measured forward — never an authored historical "realistic broker"); the legacy
+   `SimBroker` pip yardstick survives only as an optional dual readout, not the model.
 4. **Sweep / Monte-Carlo / matrix — a Rust experiment.** Anything beyond a
    single backtest is an *experiment* in `experiments/` (Rust, builder API): a
    parameter sweep, Monte-Carlo over seeds, or a structural matrix like "these 10
-   strategies × these 3 instruments × {sim-optimal, pepperstone}". The matrix is
-   plain Rust loops, not a config schema (C20). `aura run experiments/compare`
+   strategies × these 3 instruments × {fixed-stop, vol-stop} risk-executors". The
+   matrix is plain Rust loops, not a config schema (C20). `aura run experiments/compare`
    bootstraps the matrix, fans the disjoint sims over all cores (C1), and writes
    the comparable runs to `runs/`.
 5. **Compose:** "combine it with `momentum-filter` as a weighted sum" → Claude
    writes a composite node (fractal, C9).
 6. **Walk-forward:** another experiment kind (rolling in-sample optimize +
    out-of-sample test) → an out-of-sample verdict.
-7. **Freeze:** `aura freeze nodes/strategy-y --broker pepperstone
-   --out bots/strategy-y` → a standalone, statically-linked bot (C13).
+7. **Freeze:** `aura freeze nodes/strategy-y --out bots/strategy-y` → a standalone,
+   statically-linked bot (C13); the live broker connection (e.g. cTrader Open API) is
+   bound at this **deploy edge** — the only place account money appears, measured forward
+   against a real venue, never an authored historical broker.
 8. **Explore — `aura play`.** The playground plays *any* harness and shows what
    your **sinks** recorded (C22): live equity/signal streams while a run
    executes, and recorded traces + meta-views afterwards — stitched walk-forward