docs: land capacity-study evidence and share the rank-map helper
Brings the durable artifacts of research/portfolio-capacity-rebalancing onto main so the rationale for raising the count cap lives with the code that cites it. The matrix runner, the research simulator hooks and the study's unit tests are deliberately left behind; they remain at tag research/portfolio-capacity-final. Corrects conclusions that were reached on EV per trade and are now superseded: the findings doc's decisions 1 (keep cap 10) and 4 (run the risk-floor A/B) are struck through and answered in a new correction section, and the research README and phase-A matrix entries are updated to match. The frozen specification itself is untouched -- its recorded SHA-256 f1e37783 still verifies. effective-risk-floor-ab.md is retained but marked CLOSED/NEGATIVE: the study it proposes is already answered by cap15 vs cash_unbounded (-0.753pp CAGR while EV/trade rises), and its EV-based pass rule would have shipped it. scripts/research_rankings.py replaces a fourth copy of the historical rank-map helper; run_research_matrix, run_execution_recovery_matrix and run_daily_reentry_matrix now share it. The shared version adds a duplicate observation guard and a deterministic symbol tie-break the copies lacked. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
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@@ -28,6 +28,18 @@ Mechanics guards confirmed before reading results: calendar truncation asserted
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| **Validation** | **1.68** | **0.72** | **41.6%** | **20.9%** | **1.99** | **239** |
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| Full (close-fill) | 1.77 | 0.50 | 48.3% | 21.6% | 2.23 | 472 |
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**Capacity correction (2026-08-05):** the full close-fill control also records
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skipped_book_full = 519 versus 472 admitted trades, so the ten-slot book
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refuses 52.4% of admitted+blocked qualified opportunities. The older weekly
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claim that the cap never bound is stale and does not apply to this daily
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gate-reset configuration. Capacity was isolated in the
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[focused bracket study](portfolio-capacity-bracket.md) and **resolved: the count
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cap was raised 10 → 15 so it no longer binds (+1.075pp CAGR paired, 51 paths
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better / 2 worse, drawdown unchanged).** Note that the blocked *count* was a poor
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guide in both directions — one path had 244 blocked entries and relieving all of
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them moved CAGR by −0.1pp. See the
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[findings correction](portfolio-capacity-bracket-findings.md#correction-2026-08-05-ev-per-trade-was-the-wrong-lens).
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Validation SE ≈ 0.72 — almost no arm clears a 1-SE delta.
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---
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