Runs the two surviving threads (H1 breakout, vol-normalized H1 momentum)
across the 21-instrument gapless universe under the wide-stop regimes,
beside an always-long beta control on the same matrix. The breakout dies
everywhere (beta on trending assets, significantly negative on FX);
momentum shows a one-sided positive cross-sectional tail with five
double-regime flags, of which FRA40 (both regimes) and NatGas (k6) beat
the no-signal baseline outright — the only control-beating cells of the
whole program. Includes the engine performance envelope (single run 2.97 s
vs Arc-0 ~3 s; 11-13 s/cell; executor fan-out findings refs
Brummel/Aura#268, data-gap abort refs Brummel/Aura#264).
Six confirm/refute families (vol-normalized momentum, mean-reversion
z-fade, vol-regime-gated breakout, H4 EMA trend, H4 breakout port,
channel-position fade) authored by engine-blind agents from a distilled
reference card plus the CLI validation loop, adversarially design-reviewed,
then run over 4 instruments x 3 stop regimes. Five honest nulls; one
candidate (vol-normalized momentum on US500, WF-OOS P<=0.05 in all three
regimes) forwarded to the Arc 4 breadth test.
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.
Two std-vocabulary blueprints (bo_h1 donchian-style H1 breakout; bo_h1_trend
adds a post-latch EMA 12/48 regime gate). First real use of the campaign
path: process + campaign documents registered and run as executable intent
(screen 490d14df.., curves da886931.. with persisted taps).
Finding: the gate reshapes the R-distribution per instrument (GER40 flips
sign, EURUSD deteriorates); no deployable edge (best P(E[R]<=0)=0.08,
generalization floor negative, sign agreement 0/4, all gross of costs).
site/: build.py bakes a fully static index.html from the runs/ registry
(aura.css embedded verbatim, inline SVG, zero external requests);
adversarially verified — all baked figures re-derived from the registry.
Scaffold -> run -> sweep -> walkforward -> mc -> generalize -> reproduce,
all over real recorded data (GER40/US500/EURUSD/XAUUSD, 2018-2026 m1).
Zero engine friction; reproduce re-derived 6/6 sweep members bit-identically.
Engine: aura @ 1ebb94c.
claude