docs: land capacity-study evidence and share the rank-map helper
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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Corrects conclusions that were reached on EV per trade and are now superseded: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>
This commit is contained in:
2026-08-05 23:08:29 +02:00
co-authored by Claude Opus 5
parent 3ff0fd9f1c
commit f5d4b516ab
11 changed files with 98254 additions and 201 deletions
+12
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@@ -28,6 +28,18 @@ Mechanics guards confirmed before reading results: calendar truncation asserted
| **Validation** | **1.68** | **0.72** | **41.6%** | **20.9%** | **1.99** | **239** |
| Full (close-fill) | 1.77 | 0.50 | 48.3% | 21.6% | 2.23 | 472 |
**Capacity correction (2026-08-05):** the full close-fill control also records
skipped_book_full = 519 versus 472 admitted trades, so the ten-slot book
refuses 52.4% of admitted+blocked qualified opportunities. The older weekly
claim that the cap never bound is stale and does not apply to this daily
gate-reset configuration. Capacity was isolated in the
[focused bracket study](portfolio-capacity-bracket.md) and **resolved: the count
cap was raised 10 → 15 so it no longer binds (+1.075pp CAGR paired, 51 paths
better / 2 worse, drawdown unchanged).** Note that the blocked *count* was a poor
guide in both directions — one path had 244 blocked entries and relieving all of
them moved CAGR by 0.1pp. See the
[findings correction](portfolio-capacity-bracket-findings.md#correction-2026-08-05-ev-per-trade-was-the-wrong-lens).
Validation SE ≈ 0.72 — almost no arm clears a 1-SE delta.
---