35 lines
1.8 KiB
YAML
35 lines
1.8 KiB
YAML
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# GREEN S6 bucket sizing table
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# ────────────────────────────────────────────────────────────────────────────
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# Auto-generated by prod/scripts/recompute_s6_coefficients.py.
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# Bucket → per-entry notional multiplier applied at the orchestrator single-site
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# (`nautilus_dolphin/nautilus_dolphin/nautilus/esf_alpha_orchestrator.py`).
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#
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# Semantics:
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# value == 1.0 → no-op (same as BLUE)
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# value < 1.0 → size down (fractional)
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# value > 1.0 → size up (leaned-into bucket)
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# absent bucket → 1.0 (no-op)
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# value == 0.0 → prefer banning via `asset_bucket_ban_set` in green.yml
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# (selector-ban reroutes to next-ranked asset;
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# sizer 0× would waste the slot)
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#
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# Regeneration cadence: env S6_RECOMPUTE_INTERVAL_DAYS (default 30).
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# If any bucket's net-PnL moves > ~20% between runs, the recompute flow flags
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# the change in CH `dolphin.s6_recompute_log` for manual review before apply.
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# ────────────────────────────────────────────────────────────────────────────
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meta:
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generated_at: "2026-04-21T00:00:00Z" # replaced on each recompute
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source_branch: "exp/green-s6-esof-aem-shadow-2026-04-21"
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n_trades: 0 # populated by recompute script
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note: "Bootstrap stub — regenerate with prod/scripts/recompute_s6_coefficients.py before staging"
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# Bucket → multiplier. B4 excluded (banned at selector). B2 omitted (= 1.0 no-op).
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# Seeded from the S6 scenario in prod/docs/CRITICAL_ASSET_PICKING_BRACKETS_VS._ROI_WR_AT_TRADES.md.
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buckets:
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0: 0.40
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1: 0.30
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3: 2.00
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5: 0.50
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6: 1.50
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