initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

Includes core prod + GREEN/BLUE subsystems:
- prod/ (BLUE harness, configs, scripts, docs)
- nautilus_dolphin/ (GREEN Nautilus-native impl + dvae/ preserved)
- adaptive_exit/ (AEM engine + models/bucket_assignments.pkl)
- Observability/ (EsoF advisor, TUI, dashboards)
- external_factors/ (EsoF producer)
- mc_forewarning_qlabs_fork/ (MC regime/envelope)

Excludes runtime caches, logs, backups, and reproducible artifacts per .gitignore.

nautilus_dolphin/README.md

@@ -0,0 +1,38 @@
+# DOLPHIN NG HD - Nautilus Trading System
+
+Production trading system migrating from VectorBT to NautilusTrader.
+
+## ⚠️ CRITICAL: Environment Setup
+
+**ALWAYS activate the Siloqy environment before running any commands:**
+
+```cmd
+call "C:\Users\Lenovo\Documents\- Siloqy\Scripts\activate.bat"
+```
+
+Or use the helper script:
+```cmd
+call activate_siloqy.bat
+```
+
+The Siloqy environment is located at: `C:\Users\Lenovo\Documents\- Siloqy\`
+
+## Project Structure
+
+```
+nautilus_dolphin/
+├── signal_generator/     # Signal generation from HD-HCM-TSF
+├── nautilus/            # Nautilus components (actors, strategies, exec algorithms)
+├── config/              # Configuration files (YAML)
+├── tests/               # Unit and integration tests
+├── activate_siloqy.bat  # Helper to activate Siloqy environment
+└── README.md           # This file
+```
+
+## Setup
+
+See `.kiro/specs/vbt-to-nautilus-migration/` for complete specification.
+
+## Status
+
+Phase 1: Foundation - In Progress