docs(research): regenerate the artifact under the v2-mandatory harness

Supersedes the previous artifact, which predates v2_reconstruction becoming a required variant and the P1-cap conditional reporting. Generated from a clean tree (git_dirty false at rev 43ee619), all hard gates passing, so the recorded source hashes actually identify the code that produced it. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
2026-08-08 23:16:52 +02:00
parent 43ee619412
commit d02fd82ced
2 changed files with 7 additions and 7 deletions
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+# Regime Monitor v4 calibration
+
+Generated 2026-08-08T23:16:44 at `43ee619`, 2024-12-05 → 2026-07-24.
+
+Source hashes (sha256, first 16):
+
+- `app/services/regime_monitor_service.py` — `3b307e3c2045f35b`
+- `app/services/breadth_service.py` — `b9ceb93d68d8f01b`
+- `scripts/run_regime_monitor_calibration.py` — `9bc925256cc6f567`
+
+## 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'}`