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

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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.
This commit is contained in:
hjnormey
2026-04-21 16:58:38 +02:00
commit 01c19662cb
643 changed files with 260241 additions and 0 deletions
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177
nautilus_dolphin/dvae/exp3_alpha_engine_results.json Executable file
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{
"gold": {
"roi": 88.55,
"pf": 1.215,
"dd": 15.05,
"sharpe": 4.38,
"wr": 50.5,
"trades": 2155
},
"results": [
{
"name": "Baseline",
"roi": 88.54671933603525,
"pf": 1.21470506157439,
"dd": 15.046245386522427,
"wr": 50.48723897911833,
"sharpe": 4.378300370204196,
"trades": 2155,
"elapsed": 201.09715700149536
},
{
"name": "V50/gate/p50",
"roi": -21.583410235049012,
"pf": 0.8221680494935062,
"dd": 31.94312195232001,
"wr": 51.162790697674424,
"sharpe": -1.8251030771486862,
"trades": 473,
"gate_suppressed": 106766,
"gate_allowed": 106941,
"early_exits": 0,
"sizing_scale_mean": 1.0,
"elapsed": 338.78401374816895
},
{
"name": "B50/exit/p25",
"roi": 88.54671933603525,
"pf": 1.21470506157439,
"dd": 15.046245386522427,
"wr": 50.48723897911833,
"sharpe": 4.378300370204196,
"trades": 2155,
"gate_suppressed": 0,
"gate_allowed": 0,
"early_exits": 0,
"sizing_scale_mean": 1.0,
"elapsed": 225.31486630439758
},
{
"name": "V50/exit/p10",
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"pf": 1.21470506157439,
"dd": 15.046245386522427,
"wr": 50.48723897911833,
"sharpe": 4.378300370204196,
"trades": 2155,
"gate_suppressed": 0,
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"early_exits": 0,
"sizing_scale_mean": 1.0,
"elapsed": 234.80287218093872
},
{
"name": "B150/gate/p10",
"roi": -17.365740668643976,
"pf": 0.9411606181351053,
"dd": 28.995905550060424,
"wr": 49.43655071043606,
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"trades": 2041,
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},
{
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"pf": 1.21470506157439,
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"wr": 50.48723897911833,
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"trades": 2155,
"gate_suppressed": 0,
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},
{
"name": "B150/gate/p25",
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"trades": 1972,
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"elapsed": 198.88452696800232
},
{
"name": "V150/exit/p50",
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"wr": 50.48723897911833,
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"elapsed": 219.81028938293457
},
{
"name": "V150/gate/p50",
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"wr": 49.57458876914351,
"sharpe": -1.6903434532243515,
"trades": 1763,
"gate_suppressed": 43805,
"gate_allowed": 43807,
"early_exits": 0,
"sizing_scale_mean": 1.0,
"elapsed": 210.28945112228394
},
{
"name": "V300/exit/p50",
"roi": 88.54671933603525,
"pf": 1.21470506157439,
"dd": 15.046245386522427,
"wr": 50.48723897911833,
"sharpe": 4.378300370204196,
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"gate_suppressed": 0,
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"elapsed": 277.53983092308044
},
{
"name": "V300/exit/p10",
"roi": 88.54671933603525,
"pf": 1.21470506157439,
"dd": 15.046245386522427,
"wr": 50.48723897911833,
"sharpe": 4.378300370204196,
"trades": 2155,
"gate_suppressed": 0,
"gate_allowed": 0,
"early_exits": 0,
"sizing_scale_mean": 1.0,
"elapsed": 331.95733642578125
}
],
"meta": {
"experiment": "exp3 longer proxies alpha engine validation",
"proxies_tested": [
"B50",
"B150",
"V50",
"V150",
"V300"
],
"modes_tested": [
"gate",
"size"
],
"note": "Top-2 per proxy from fast sweep, validated with full Alpha Engine"
}
}