docs(research): regenerate the calibration artifact from a clean tree

The previous artifact was produced from a dirty working tree while HEAD still pointed at the harness commit, so its recorded revision could not reproduce it. This one records git_dirty false alongside sha256 of the three source files it depends on, so the claim "checking out this revision reproduces this artifact" is now checkable rather than implied. All hard gates pass, including the first-scored-date anchor and the row-wise state_v4 <= state_v3 invariant, so it carries a non-null recommendation. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
2026-08-08 22:46:41 +02:00
parent ec1b0acfad
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+# Regime Monitor v4 calibration
+
+Generated 2026-08-08T22:46:31 at `ec1b0ac`, 2024-12-05 → 2026-07-24.
+
+Source hashes (sha256, first 16):
+
+- `app/services/regime_monitor_service.py` — `c54e66217872d5de`
+- `app/services/breadth_service.py` — `b9ceb93d68d8f01b`
+- `scripts/run_regime_monitor_calibration.py` — `6e1c58c1b952087d`
+
+## Hard gates
+
+| gate | expected | measured | |
+|---|---|---|---|
+| symbols_fetched | 33 | 33 | ok |
+| per_symbol_warmup_252_bars | all | 33 | ok |
+| per_symbol_reaches_last_session | 2026-07-24 | 33 | ok |
+| breadth_counts_full_basket | 30 | 408/408 sessions | ok |
+| sessions_scored | 408 | 408 | ok |
+| last_scored_date | 2026-07-24 | 2026-07-24 | ok |
+| w1_available_every_session | 408 | 408 | ok |
+| state_coverage_100_every_row | 0 | 0 | ok |
+| no_stale_inputs | 0 | 0 | ok |
+| first_scored_date | 2024-12-05 | 2024-12-05 | ok |
+| state_v4_le_v3_every_row | 0 | 0 | ok |
+
+## Distributions
+
+| variant | avg | median | p80 | p90 | max |
+|---|---|---|---|---|---|
+| v2_reconstruction | 22.68 | 16.15 | 35.1 | 65.63 | 91.2 |
+| v2_reconstruction_oas400 | 26.54 | 18.65 | 42.52 | 81.3 | 100.0 |
+| v3 | 18.13 | 9.1 | 31.36 | 65.0 | 87.4 |
+| v4 | 14.78 | 8.35 | 21.7 | 43.63 | 83.5 |
+| v4-vix-only | 16.64 | 8.35 | 28.6 | 61.59 | 86.6 |
+| v4-p1-only | 16.28 | 9.1 | 25.44 | 45.63 | 84.0 |
+| v4-vix-b | 15.24 | 8.55 | 22.62 | 44.33 | 83.6 |
+| v4-p1-capped | 14.73 | 8.35 | 21.7 | 43.63 | 80.1 |
+
+## Saturation census (sessions pegged at 100)
+
+| variant | P1 | P2 | P3 | V1 |
+|---|---|---|---|---|
+| v2_reconstruction | 46 | 0 | 39 | 14 |
+| v2_reconstruction_oas400 | 46 | 0 | 39 | 14 |
+| v3 | 46 | 0 | 0 | 14 |
+| v4 | 0 | 0 | 0 | 0 |
+| v4-vix-only | 46 | 0 | 0 | 0 |
+| v4-p1-only | 0 | 0 | 0 | 14 |
+| v4-vix-b | 0 | 0 | 0 | 0 |
+| v4-p1-capped | 0 | 0 | 0 | 0 |
+
+## Reproduction gates — v2_reconstruction
+
+| figure | published | measured | |
+|---|---|---|---|
+| v2_state_avg | 22.6 | 22.68 | ok |
+| v2_state_p80 | 35.1 | 35.1 | ok |
+| v2_state_max | 91.2 | 91.2 | ok |
+| v2_p3_pegged | 39 | 39 | ok |
+| w1_live_sessions | 108 | 108 | ok |
+
+## Reproduction gates — v3
+
+| figure | published | measured | |
+|---|---|---|---|
+| v3_state_max | 87.4 | 87.4 | ok |
+
+## v4 band-share grid (watch 20 / elevated 50)
+
+| breaking | stable | watch | elevated | breaking |
+|---|---|---|---|---|
+| 60 | 78.9 | 13.0 | 2.9 | 5.1 |
+| 65 | 78.9 | 13.0 | 4.7 | 3.4 |
+| 70 | 78.9 | 13.0 | 6.9 | 1.2 |
+
+## Scenarios (pillar arithmetic, explicit sensor scores)
+
+| scenario | price | breadth | C1 | V1 | State |
+|---|---|---|---|---|---|
+| S1  ordinary tape | 7.5 | 0.0 | 0.0 | 4.0 | **3.6** |
+| S2  10% correction, calm credit | 31.25 | 62.5 | 0.0 | 34.4 | **33.28** |
+| S3a 2022-style, calm credit, no death cross | 90.83 | 100.0 | 0.0 | 60.0 | **70.33** |
+| S3b 2022-style, calm credit, death cross | 100.0 | 100.0 | 0.0 | 60.0 | **74.0** |
+| S4  credit event on top | 100.0 | 100.0 | 75.0 | 86.67 | **93.0** |
+| S5  March 2020, everything pegged | 100.0 | 100.0 | 100.0 | 100.0 | **100.0** |
+
+Recommendation: `{'state_bands_candidate': [20.0, 50.0, 65.0], 'provisional': False, 'note': 'confirm against band_grid + scenarios before shipping'}`