Commit Graph

3 Commits

Author SHA1 Message Date
claude 36bbe76114 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
claude cdd4503164 research: Arc 1 — trend regime vs H1 breakout, campaign path, results page
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.
2026-07-13 16:23:51 +02:00
claude 221c408ac7 docs: Arc 0 baseline — full research loop green from this project
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.
2026-07-13 15:13:50 +02:00