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research: prepare effective risk floor ab

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@@ -146,7 +146,7 @@ knobs.
| **Broader universe** | Composition changes factor signs (fip tug-of-war); vol-tilt on breadth is only a **directional hypothesis** (auth. −0.048 / t −1.36) | Any prod broaden must re-validate 80/20 tilt; offline research only; research.sqlite requires completion manifest |
| **Forward paper-trade record** | The only true out-of-sample evidence the snapshot cannot give | Time; mark entries at actual near-close fill once ops ships |
| **Better target model for clear-air names** | The return is demonstrably there (#2 wins on raw CAGR in *both* train and test); it's the *flat* 3× ATR target that makes it too expensive in risk | Needs a per-name model, not a constant k×ATR |
| **Minimum effective-risk floor** | In cap-never-bound paths, the confounded 0.5% floor arm removed about 8% of fills while EV rose from 0.328 to 0.399 R and PF from 1.60 to 1.75, with exposure nearly unchanged | Run a single-variable A/B: cap 10 control versus cap 10 plus `min_initial_risk_fraction=0.005`. [Capacity findings](portfolio-capacity-bracket-findings.md) |
| **Minimum effective-risk floor** | In cap-never-bound paths, the confounded 0.5% floor arm removed about 8% of fills while EV rose from 0.328 to 0.399 R and PF from 1.60 to 1.75, with exposure nearly unchanged | Run the frozen single-variable cap-10 A/B. [Specification](effective-risk-floor-ab.md) / [capacity findings](portfolio-capacity-bracket-findings.md) |
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@@ -206,7 +206,7 @@ only 0.0018 R/trade in paths where cap 10 bound. Weekly current-rank replacement
reduced mean EV and created substantial churn. Keep cap 10 and do not build the
replacement policy. See the [frozen specification](portfolio-capacity-bracket.md)
and the separate [capacity findings](portfolio-capacity-bracket-findings.md).
The only open follow-up from that run is the confound-free 0.5% minimum
effective-risk-floor A/B.
The only open follow-up from that run is the
[frozen confound-free 0.5% minimum effective-risk-floor A/B](effective-risk-floor-ab.md).
The next real evidence is **forward**, not backward: the live paper-trade record.