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Brummel dff99c93e4 fieldtest(milestone): cost-model graph (#148) — capability delivered green
Milestone-close gate for "Cost-model graph (in R)" (#148). The fieldtester exercised
the milestone capability end-to-end from the public CLI only (no implementation
source), on the stage1-r harness, against ledger C10 + the glossary.

Roll-up: friction_found — 0 capability bugs; the milestone promise is empirically
delivered:
- bare gross-R run is clean (net == gross, no cost forced);
- per-trade cost: gross pinned, net drops strictly/monotonically, net_r_equity tap
  persists;
- the capstone per-held-cycle carry BLEEDS the net-R curve continuously over a hold
  (the gross-net gap grows 0.367 -> 0.734 -> 1.101 -> 1.468 across one hold, vs the
  per-trade run's flat 0.367) — the holding-cost shape change, observable end-to-end;
- composition is exact-additive (the composed drag equals the sum of the single-cost
  drags to the last ULP) and `aura chart` renders the real net_r_equity series.

Evidence under fieldtests/milestone-cost-model-graph/ (run_scenarios.sh +
captured_outputs.txt + traces/ + the charted bleed + FINDINGS.md).

Non-blocking findings filed forward (none gates the close):
- cost-flag CLI ergonomics — units hint, negative-rate diagnostic, non-R-harness
  no-op + a C10 spec_gap -> #153;
- docs/project-layout.md describes the retired `aura backtest --broker` path and omits
  the cost flags -> folded into #151.

refs #148
2026-06-29 02:35:24 +02:00
..