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.
34 lines
1.4 KiB
JSON
34 lines
1.4 KiB
JSON
{
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"format_version": 1,
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"kind": "campaign",
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"name": "arc2-net-generalize",
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"description": "Arc 2 cross-instrument leg: the exact Arc 1 matrix (both variants, 4 instruments) charged with vol-proportional slippage only (slip_vol_mult 0.1) — the one cost factor that scales per instrument, so a shared cost model stays unit-consistent. Constant spread costs live in the per-instrument arc2-net-* campaigns.",
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"seed": 0,
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"data": {
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"instruments": ["GER40", "US500", "EURUSD", "XAUUSD"],
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"windows": [ { "from_ms": 1514764800000, "to_ms": 1782863999999 } ]
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},
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"risk": [ { "vol": { "length": 3, "k": 2.0 } } ],
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"cost": [
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{ "vol_slippage": { "slip_vol_mult": 0.1 } }
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],
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"strategies": [
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{
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"ref": { "content_id": "82515a31bfe58ae087b4bd09eb4adb032cc2cabddd71a2761c543066bd237d3d" },
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"axes": {
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"channel_hi.length": { "kind": "I64", "values": [24, 48, 96] },
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"channel_lo.length": { "kind": "I64", "values": [24, 48, 96] }
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}
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},
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{
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"ref": { "content_id": "82d61d13bf21984068d6fd3ae9de9766fe99edb5163ea50ffb3485bfae9f56bc" },
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"axes": {
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"channel_hi.length": { "kind": "I64", "values": [24, 48, 96] },
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"channel_lo.length": { "kind": "I64", "values": [24, 48, 96] }
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}
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}
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],
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"process": { "ref": { "content_id": "41863fcae9300b334056c6f2a899e8c2672ecb29387d294e9a6e58f159ef51b4" } },
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"presentation": { "persist_taps": [], "emit": ["selection_report"] }
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}
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