research: Arc 2 — the Arc 1 matrix priced and stop-laddered

Charges the Arc 1 breakout matrix with a cost model (per-instrument
constant spread stress + vol slippage) and walks the stop geometry
(vol{3,k2} -> estimator smoothing -> k-ladder 6/12). Honest null: nothing
survives net cross-instrument; the one deflation-surviving cell (XAUUSD
bo_h1 at wide stops) dies against the always-long beta control. Adds the
control blueprint/campaign and the no-generalize process variant.

Engine gaps found along the way filed as Brummel/Aura#259-#267.
This commit is contained in:
2026-07-13 18:07:13 +02:00
parent cdd4503164
commit 36bbe76114
19 changed files with 921 additions and 0 deletions
+1
View File
@@ -0,0 +1 @@
{"format_version":1,"blueprint":{"name":"always_long","nodes":[{"primitive":{"type":"Const","name":"always_long","bound":[{"pos":0,"name":"value","kind":"F64","value":{"F64":1.0}}]}}],"input_roles":[{"name":"close","targets":[{"node":0,"slot":0}],"source":"F64"}],"output":[{"node":0,"field":0,"name":"bias"}]}}