docs: document post-stop gate reset results

docs/research/README.md

@@ -8,7 +8,9 @@ was run and the data said no.** Detail lives in the linked docs and in
 **The one-line summary of the whole platform:** it is a **long-only
 cross-sectional momentum book** — buy the top quintile by beta-adjusted 12-1
 momentum, tilt toward higher volatility, hold ≤ 10 names, cut at 1.5× ATR, then
-trail at 3× ATR for up to 30 trading days. Everything else in the app (composite
+trail at 3× ATR for up to 30 trading days. After an initial stop, require the
+daily production gate to fail and subsequently qualify again before re-entry.
+Everything else in the app (composite
 score, Structural S/R, the Gate Target Ladder, sentiment, fundamentals) is
 **display or screening**, not edge.
 
@@ -22,6 +24,7 @@ score, Structural S/R, the Gate Target Ladder, sentiment, fundamentals) is
 | 80/20 residual-momentum / 6m-volatility rank | Ranking tilt | Buys ~2pp CAGR over momentum-only; costs ~6pp drawdown |
 | 1.5× ATR initial stop | Real exit | Cuts losers fast |
 | 3× ATR trailing stop, 30-day max hold | Real exit | Best Sharpe of every exit tested |
+| Post-stop normal gate reset | Re-entry policy | Stop always closes; a later gate failure and subsequent fresh qualification define the next signal episode. Sharpe 1.67 → 1.77 and CAGR 45.2% → 48.3% at production capacity 10. [Full study](post-stop-reentry.md) |
 | Max 10 concurrent positions, 1% risk per trade | Sizing | Cap never binds in practice |
 | Structural S/R | Human-facing product context | Clean, capped zones for charts and alerts; not read by the scanner |
 | Gate Target Ladder | Screening machinery | Volume-free transient proposals preserve the production candidate set exactly; never an exit |
@@ -63,6 +66,7 @@ invites overfitting.
 | Primary-target R:R selector | **Keep 1.5** — target choice is intentionally independent of the later 2.0 activation floor |
 | Exit policy (hold / SMA50 / 20-day low / technical-40 / ATR trail) | **Keep 3× ATR trail** — best Sharpe (2.04) |
 | **Activation R:R floor `min_rr`** (swept 2026-07-12) | **Keep 2.0** — best in-sample *and* out-of-sample. But it is a **spike, not a plateau** — see below |
+| Post-stop re-entry (nine daily policy arms) | **Keep normal gate reset at production capacity 10** — Sharpe 1.77 vs 1.67 immediate and 1.47 fixed cooldown 5. The result changes with book capacity; see [post-stop-reentry.md](post-stop-reentry.md) |
 
 ### The `min_rr` sweep (2026-07-12)
 
@@ -142,6 +146,10 @@ it is internal screening machinery whose broad historical-price-traffic behavior
 was preserved explicitly and volume-free, with exact full-period parity. It is
 still neither market structure nor an exit. The one component that *does* have
 measured predictive edge is the momentum gate, and every knob on it has been
-swept and confirmed.
+swept and confirmed. After an initial-stop exit, that same gate now also defines
+when a new episode may begin: one later failed observation followed by a fresh
+qualification. The [daily re-entry matrix](post-stop-reentry.md) supports this
+for the current 10-position book, but not as a universal rule for other
+portfolio capacities.
 
 The next real evidence is **forward**, not backward: the live paper-trade record.