claude
36bbe76114
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.
101 lines
1.8 KiB
JSON
101 lines
1.8 KiB
JSON
{
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"format_version": 1,
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"kind": "campaign",
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"name": "arc2c-kladder-generalize",
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"description": "Arc 2c cross-instrument leg: both variants under the k-ladder regimes (vol{60,k6}, vol{60,k12}), vol slippage only, generalize floor.",
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"seed": 0,
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"data": {
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"instruments": [
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"GER40",
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"US500",
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"EURUSD",
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"XAUUSD"
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],
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"windows": [
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"risk": [
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{
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"length": 60,
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}
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},
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{
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"vol": {
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"length": 60,
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"k": 12.0
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}
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}
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],
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"cost": [
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{
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"vol_slippage": {
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"slip_vol_mult": 0.1
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}
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}
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],
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"strategies": [
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