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.
2026-07-13 18:07:13 +02:00
parent cdd4503164
commit 36bbe76114
19 changed files with 921 additions and 0 deletions
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+{
+  "format_version": 1,
+  "kind": "campaign",
+  "name": "arc2c-kladder-generalize",
+  "description": "Arc 2c cross-instrument leg: both variants under the k-ladder regimes (vol{60,k6}, vol{60,k12}), vol slippage only, generalize floor.",
+  "seed": 0,
+  "data": {
+    "instruments": [
+      "GER40",
+      "US500",
+      "EURUSD",
+      "XAUUSD"
+    ],
+    "windows": [
+      {
+        "from_ms": 1514764800000,
+        "to_ms": 1782863999999
+      }
+    ]
+  },
+  "risk": [
+    {
+      "vol": {
+        "length": 60,
+        "k": 6.0
+      }
+    },
+    {
+      "vol": {
+        "length": 60,
+        "k": 12.0
+      }
+    }
+  ],
+  "cost": [
+    {
+      "vol_slippage": {
+        "slip_vol_mult": 0.1
+      }
+    }
+  ],
+  "strategies": [
+    {
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+            96
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+  "presentation": {
+    "persist_taps": [],
+    "emit": [
+      "selection_report"
+    ]
+  }
+}