signal-platform/reports/regime-monitor-v4-calibration-20260808-231644.md

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'}