Files
signal-platform/reports/regime-monitor-v4-calibration-20260808-224631.json
T
dennisthiessenandClaude Opus 5 87224a1451 docs(research): regenerate the calibration artifact from a clean tree
The previous artifact was produced from a dirty working tree while HEAD still
pointed at the harness commit, so its recorded revision could not reproduce it.
This one records git_dirty false alongside sha256 of the three source files it
depends on, so the claim "checking out this revision reproduces this artifact"
is now checkable rather than implied.

All hard gates pass, including the first-scored-date anchor and the row-wise
state_v4 <= state_v3 invariant, so it carries a non-null recommendation.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
2026-08-08 22:46:41 +02:00

2094 lines
41 KiB
JSON

{
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"app/services/breadth_service.py": "b9ceb93d68d8f01b",
"scripts/run_regime_monitor_calibration.py": "6e1c58c1b952087d"
}
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"p3_pegged": 0,
"p2_pegged": 0,
"v1_pegged": 14,
"p1_pegged": 0
},
"price_argmax_sole": {
"P1": 17,
"P2": 48,
"P3": 307
},
"price_argmax_tie_inclusive": {
"P1": 53,
"P2": 84,
"P3": 343
},
"price_argmax_ties": 36,
"price_argmax_when_state_ge_40": {
"sessions": 51,
"sole": {
"P1": 17,
"P2": 19,
"P3": 15
},
"p1_sole_share_pct": 33.3,
"cap_rule": "P1_SCORE_CAP warranted if p1_sole_share_pct > 80"
},
"w1_nonzero_sessions": 197,
"band_shares_current": {
"stable": 74.3,
"watch": 16.9,
"elevated": 3.9,
"breaking": 4.9
},
"soft_gates": [],
"band_grid": [
{
"bands": [
15.0,
40.0,
60.0
],
"shares": {
"stable": 66.2,
"watch": 21.3,
"elevated": 5.6,
"breaking": 6.9
}
},
{
"bands": [
15.0,
40.0,
65.0
],
"shares": {
"stable": 66.2,
"watch": 21.3,
"elevated": 7.6,
"breaking": 4.9
}
},
{
"bands": [
15.0,
40.0,
70.0
],
"shares": {
"stable": 66.2,
"watch": 21.3,
"elevated": 9.1,
"breaking": 3.4
}
},
{
"bands": [
15.0,
50.0,
60.0
],
"shares": {
"stable": 66.2,
"watch": 25.0,
"elevated": 2.0,
"breaking": 6.9
}
},
{
"bands": [
15.0,
50.0,
65.0
],
"shares": {
"stable": 66.2,
"watch": 25.0,
"elevated": 3.9,
"breaking": 4.9
}
},
{
"bands": [
15.0,
50.0,
70.0
],
"shares": {
"stable": 66.2,
"watch": 25.0,
"elevated": 5.4,
"breaking": 3.4
}
},
{
"bands": [
20.0,
40.0,
60.0
],
"shares": {
"stable": 74.3,
"watch": 13.2,
"elevated": 5.6,
"breaking": 6.9
}
},
{
"bands": [
20.0,
40.0,
65.0
],
"shares": {
"stable": 74.3,
"watch": 13.2,
"elevated": 7.6,
"breaking": 4.9
}
},
{
"bands": [
20.0,
40.0,
70.0
],
"shares": {
"stable": 74.3,
"watch": 13.2,
"elevated": 9.1,
"breaking": 3.4
}
},
{
"bands": [
20.0,
50.0,
60.0
],
"shares": {
"stable": 74.3,
"watch": 16.9,
"elevated": 2.0,
"breaking": 6.9
}
},
{
"bands": [
20.0,
50.0,
65.0
],
"shares": {
"stable": 74.3,
"watch": 16.9,
"elevated": 3.9,
"breaking": 4.9
}
},
{
"bands": [
20.0,
50.0,
70.0
],
"shares": {
"stable": 74.3,
"watch": 16.9,
"elevated": 5.4,
"breaking": 3.4
}
},
{
"bands": [
25.0,
40.0,
60.0
],
"shares": {
"stable": 79.4,
"watch": 8.1,
"elevated": 5.6,
"breaking": 6.9
}
},
{
"bands": [
25.0,
40.0,
65.0
],
"shares": {
"stable": 79.4,
"watch": 8.1,
"elevated": 7.6,
"breaking": 4.9
}
},
{
"bands": [
25.0,
40.0,
70.0
],
"shares": {
"stable": 79.4,
"watch": 8.1,
"elevated": 9.1,
"breaking": 3.4
}
},
{
"bands": [
25.0,
50.0,
60.0
],
"shares": {
"stable": 79.4,
"watch": 11.8,
"elevated": 2.0,
"breaking": 6.9
}
},
{
"bands": [
25.0,
50.0,
65.0
],
"shares": {
"stable": 79.4,
"watch": 11.8,
"elevated": 3.9,
"breaking": 4.9
}
},
{
"bands": [
25.0,
50.0,
70.0
],
"shares": {
"stable": 79.4,
"watch": 11.8,
"elevated": 5.4,
"breaking": 3.4
}
}
]
},
"v4-vix-b": {
"label": "v4-vix-b",
"sessions": 408,
"state": {
"avg": 15.24,
"median": 8.55,
"p80": 22.62,
"p90": 44.33,
"max": 83.6,
"scored": 408
},
"warning_avg": 14.88,
"saturation_census": {
"p3_pegged": 0,
"p2_pegged": 0,
"v1_pegged": 0,
"p1_pegged": 0
},
"price_argmax_sole": {
"P1": 17,
"P2": 48,
"P3": 307
},
"price_argmax_tie_inclusive": {
"P1": 53,
"P2": 84,
"P3": 343
},
"price_argmax_ties": 36,
"price_argmax_when_state_ge_40": {
"sessions": 48,
"sole": {
"P1": 17,
"P2": 17,
"P3": 14
},
"p1_sole_share_pct": 35.4,
"cap_rule": "P1_SCORE_CAP warranted if p1_sole_share_pct > 80"
},
"w1_nonzero_sessions": 197,
"band_shares_current": {
"stable": 77.9,
"watch": 13.7,
"elevated": 4.7,
"breaking": 3.7
},
"soft_gates": [],
"band_grid": [
{
"bands": [
15.0,
40.0,
60.0
],
"shares": {
"stable": 68.1,
"watch": 20.1,
"elevated": 6.4,
"breaking": 5.4
}
},
{
"bands": [
15.0,
40.0,
65.0
],
"shares": {
"stable": 68.1,
"watch": 20.1,
"elevated": 8.1,
"breaking": 3.7
}
},
{
"bands": [
15.0,
40.0,
70.0
],
"shares": {
"stable": 68.1,
"watch": 20.1,
"elevated": 10.0,
"breaking": 1.7
}
},
{
"bands": [
15.0,
50.0,
60.0
],
"shares": {
"stable": 68.1,
"watch": 23.5,
"elevated": 2.9,
"breaking": 5.4
}
},
{
"bands": [
15.0,
50.0,
65.0
],
"shares": {
"stable": 68.1,
"watch": 23.5,
"elevated": 4.7,
"breaking": 3.7
}
},
{
"bands": [
15.0,
50.0,
70.0
],
"shares": {
"stable": 68.1,
"watch": 23.5,
"elevated": 6.6,
"breaking": 1.7
}
},
{
"bands": [
20.0,
40.0,
60.0
],
"shares": {
"stable": 77.9,
"watch": 10.3,
"elevated": 6.4,
"breaking": 5.4
}
},
{
"bands": [
20.0,
40.0,
65.0
],
"shares": {
"stable": 77.9,
"watch": 10.3,
"elevated": 8.1,
"breaking": 3.7
}
},
{
"bands": [
20.0,
40.0,
70.0
],
"shares": {
"stable": 77.9,
"watch": 10.3,
"elevated": 10.0,
"breaking": 1.7
}
},
{
"bands": [
20.0,
50.0,
60.0
],
"shares": {
"stable": 77.9,
"watch": 13.7,
"elevated": 2.9,
"breaking": 5.4
}
},
{
"bands": [
20.0,
50.0,
65.0
],
"shares": {
"stable": 77.9,
"watch": 13.7,
"elevated": 4.7,
"breaking": 3.7
}
},
{
"bands": [
20.0,
50.0,
70.0
],
"shares": {
"stable": 77.9,
"watch": 13.7,
"elevated": 6.6,
"breaking": 1.7
}
},
{
"bands": [
25.0,
40.0,
60.0
],
"shares": {
"stable": 81.6,
"watch": 6.6,
"elevated": 6.4,
"breaking": 5.4
}
},
{
"bands": [
25.0,
40.0,
65.0
],
"shares": {
"stable": 81.6,
"watch": 6.6,
"elevated": 8.1,
"breaking": 3.7
}
},
{
"bands": [
25.0,
40.0,
70.0
],
"shares": {
"stable": 81.6,
"watch": 6.6,
"elevated": 10.0,
"breaking": 1.7
}
},
{
"bands": [
25.0,
50.0,
60.0
],
"shares": {
"stable": 81.6,
"watch": 10.0,
"elevated": 2.9,
"breaking": 5.4
}
},
{
"bands": [
25.0,
50.0,
65.0
],
"shares": {
"stable": 81.6,
"watch": 10.0,
"elevated": 4.7,
"breaking": 3.7
}
},
{
"bands": [
25.0,
50.0,
70.0
],
"shares": {
"stable": 81.6,
"watch": 10.0,
"elevated": 6.6,
"breaking": 1.7
}
}
]
},
"v4-p1-capped": {
"label": "v4-p1-capped",
"sessions": 408,
"state": {
"avg": 14.73,
"median": 8.35,
"p80": 21.7,
"p90": 43.63,
"max": 80.1,
"scored": 408
},
"warning_avg": 14.88,
"saturation_census": {
"p3_pegged": 0,
"p2_pegged": 0,
"v1_pegged": 0,
"p1_pegged": 0
},
"price_argmax_sole": {
"P1": 0,
"P2": 49,
"P3": 323
},
"price_argmax_tie_inclusive": {
"P1": 36,
"P2": 85,
"P3": 359
},
"price_argmax_ties": 36,
"price_argmax_when_state_ge_40": {
"sessions": 47,
"sole": {
"P1": 0,
"P2": 17,
"P3": 30
},
"p1_sole_share_pct": 0.0,
"cap_rule": "P1_SCORE_CAP warranted if p1_sole_share_pct > 80"
},
"w1_nonzero_sessions": 197,
"band_shares_current": {
"stable": 78.9,
"watch": 13.0,
"elevated": 4.7,
"breaking": 3.4
},
"soft_gates": [],
"band_grid": [
{
"bands": [
15.0,
40.0,
60.0
],
"shares": {
"stable": 68.9,
"watch": 19.6,
"elevated": 6.4,
"breaking": 5.1
}
},
{
"bands": [
15.0,
40.0,
65.0
],
"shares": {
"stable": 68.9,
"watch": 19.6,
"elevated": 8.1,
"breaking": 3.4
}
},
{
"bands": [
15.0,
40.0,
70.0
],
"shares": {
"stable": 68.9,
"watch": 19.6,
"elevated": 10.3,
"breaking": 1.2
}
},
{
"bands": [
15.0,
50.0,
60.0
],
"shares": {
"stable": 68.9,
"watch": 23.0,
"elevated": 2.9,
"breaking": 5.1
}
},
{
"bands": [
15.0,
50.0,
65.0
],
"shares": {
"stable": 68.9,
"watch": 23.0,
"elevated": 4.7,
"breaking": 3.4
}
},
{
"bands": [
15.0,
50.0,
70.0
],
"shares": {
"stable": 68.9,
"watch": 23.0,
"elevated": 6.9,
"breaking": 1.2
}
},
{
"bands": [
20.0,
40.0,
60.0
],
"shares": {
"stable": 78.9,
"watch": 9.6,
"elevated": 6.4,
"breaking": 5.1
}
},
{
"bands": [
20.0,
40.0,
65.0
],
"shares": {
"stable": 78.9,
"watch": 9.6,
"elevated": 8.1,
"breaking": 3.4
}
},
{
"bands": [
20.0,
40.0,
70.0
],
"shares": {
"stable": 78.9,
"watch": 9.6,
"elevated": 10.3,
"breaking": 1.2
}
},
{
"bands": [
20.0,
50.0,
60.0
],
"shares": {
"stable": 78.9,
"watch": 13.0,
"elevated": 2.9,
"breaking": 5.1
}
},
{
"bands": [
20.0,
50.0,
65.0
],
"shares": {
"stable": 78.9,
"watch": 13.0,
"elevated": 4.7,
"breaking": 3.4
}
},
{
"bands": [
20.0,
50.0,
70.0
],
"shares": {
"stable": 78.9,
"watch": 13.0,
"elevated": 6.9,
"breaking": 1.2
}
},
{
"bands": [
25.0,
40.0,
60.0
],
"shares": {
"stable": 82.1,
"watch": 6.4,
"elevated": 6.4,
"breaking": 5.1
}
},
{
"bands": [
25.0,
40.0,
65.0
],
"shares": {
"stable": 82.1,
"watch": 6.4,
"elevated": 8.1,
"breaking": 3.4
}
},
{
"bands": [
25.0,
40.0,
70.0
],
"shares": {
"stable": 82.1,
"watch": 6.4,
"elevated": 10.3,
"breaking": 1.2
}
},
{
"bands": [
25.0,
50.0,
60.0
],
"shares": {
"stable": 82.1,
"watch": 9.8,
"elevated": 2.9,
"breaking": 5.1
}
},
{
"bands": [
25.0,
50.0,
65.0
],
"shares": {
"stable": 82.1,
"watch": 9.8,
"elevated": 4.7,
"breaking": 3.4
}
},
{
"bands": [
25.0,
50.0,
70.0
],
"shares": {
"stable": 82.1,
"watch": 9.8,
"elevated": 6.9,
"breaking": 1.2
}
}
]
}
},
"scenarios": {
"note": "pillar arithmetic on explicit sensor scores; State weights unchanged",
"vix_a": [
{
"scenario": "S1 ordinary tape",
"P1": 0.0,
"P2": 0.0,
"P3": 7.5,
"price": 7.5,
"breadth": 0.0,
"C1": 0.0,
"V1": 4.0,
"state": 3.6
},
{
"scenario": "S2 10% correction, calm credit",
"P1": 30.0,
"P2": 0.0,
"P3": 31.25,
"price": 31.25,
"breadth": 62.5,
"C1": 0.0,
"V1": 34.4,
"state": 33.28
},
{
"scenario": "S3a 2022-style, calm credit, no death cross",
"P1": 87.5,
"P2": 0.0,
"P3": 90.83,
"price": 90.83,
"breadth": 100.0,
"C1": 0.0,
"V1": 60.0,
"state": 70.33
},
{
"scenario": "S3b 2022-style, calm credit, death cross",
"P1": 87.5,
"P2": 100.0,
"P3": 90.83,
"price": 100.0,
"breadth": 100.0,
"C1": 0.0,
"V1": 60.0,
"state": 74.0
},
{
"scenario": "S4 credit event on top",
"P1": 100.0,
"P2": 100.0,
"P3": 100.0,
"price": 100.0,
"breadth": 100.0,
"C1": 75.0,
"V1": 86.67,
"state": 93.0
},
{
"scenario": "S5 March 2020, everything pegged",
"P1": 100.0,
"P2": 100.0,
"P3": 100.0,
"price": 100.0,
"breadth": 100.0,
"C1": 100.0,
"V1": 100.0,
"state": 100.0
}
]
},
"diagnostics": {
"vix_top10": [
[
"2025-04-08",
52.33
],
[
"2025-04-07",
46.98
],
[
"2025-04-04",
45.31
],
[
"2025-04-10",
40.72
],
[
"2024-08-05",
38.57
],
[
"2025-04-11",
37.56
],
[
"2025-04-21",
33.82
],
[
"2025-04-09",
33.62
],
[
"2025-04-16",
32.64
],
[
"2026-03-27",
31.05
]
],
"candidate_anchors": {
"P5_VIX_ANCHORS_A": [
[
15.0,
0.0
],
[
20.0,
20.0
],
[
25.0,
38.0
],
[
30.0,
55.0
],
[
40.0,
80.0
],
[
55.0,
100.0
]
],
"P5_VIX_ANCHORS_B": [
[
15.0,
0.0
],
[
20.0,
25.0
],
[
25.0,
45.0
],
[
30.0,
65.0
],
[
40.0,
85.0
],
[
55.0,
100.0
]
],
"P1_TREND_BREAK_ANCHORS": [
[
0.0,
20.0
],
[
3.0,
35.0
],
[
8.0,
55.0
],
[
15.0,
75.0
],
[
25.0,
100.0
]
]
}
},
"v4_recommendation": {
"state_bands_candidate": [
20.0,
50.0,
65.0
],
"provisional": false,
"note": "confirm against band_grid + scenarios before shipping"
}
}