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af5156f52d4d0dae4fe940b9aa59f5e9c9c0784a
DOLPHIN/prod/docs/ESOF_LABEL_MIGRATION.md
hjnormey af5156f52d feat(esof): rename NEUTRAL→UNKNOWN + backward-compat alias 
The mid-band advisory label (constituent signals in conflict) was called
NEUTRAL, implying "benign middle" — but retrospective data (637 trades)
shows it is empirically the worst-ROI regime. Renaming to UNKNOWN makes
the semantics explicit for regime-gate consumers.

- esof_advisor.py: emits UNKNOWN; LABEL_COLOR keeps NEUTRAL alias for
  historical CH rows / stale HZ snapshots
- esof_gate.py: S6_MULT, IRP_PARAMS, Strategy A mult_map all keyed on
  UNKNOWN with NEUTRAL alias (values identical → replays unaffected)
- prod/docs/ESOF_LABEL_MIGRATION.md: migration note, CH/HZ impact,
  rollback procedure

Plan ref: Task 4 — NEUTRAL→UNKNOWN is load-bearing for the EsoF gate
in the orchestrator (0.25× sizing vs 1.0× under old label semantics).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-22 06:07:30 +02:00

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EsoF Label Migration — NEUTRAL → UNKNOWN

Landed in exp/green-s6-esof-aem-shadow-2026-04-21 on 2026-04-21.

What changed

Observability/esof_advisor.py emits UNKNOWN where it previously emitted NEUTRAL (mid-band, -0.05 < advisory_score <= 0.05). All downstream consumers keep a NEUTRAL alias so historical CH rows and replays continue to resolve.

Why

Findings from the 637-trade EsoF retrospective (prod/docs/EsoF_BLUE_IMPLEMENTATION_CURR_AND_RESEARCH.md) show the mid-band isn't a benign middle — it's the worst-ROI regime, corresponding to states where the constituent liq/session/DoW/slot/cell signals are in conflict. "NEUTRAL" connoted "no strong read, probably fine"; the data says the opposite. The orchestrator-top EsoF gate uses UNKNOWN → 0.25x sizer mult to encode "stand mostly aside" instead of "trade normally".

Touched files

  • Observability/esof_advisor.py — emitter renamed; LABEL_COLOR carries both keys.
  • Observability/esof_gate.py — S6_MULT, IRP_PARAMS, Strategy A mult map all keyed on UNKNOWN with a NEUTRAL alias entry.
  • nautilus_dolphin/nautilus_dolphin/nautilus/esf_alpha_orchestrator.py — new GREEN-only esof_sizing_table looks up by label; missing/None label defaults to UNKNOWN.

CH / HZ

  • CH dolphin.trade_events, dolphin.esof_advisory_log: no DDL change (labels are strings). Historical rows keep NEUTRAL; new rows get UNKNOWN. Any dashboard/query filtering on the label needs to IN ('NEUTRAL','UNKNOWN') or be migrated.
  • HZ DOLPHIN_FEATURES.esof_advisor_latest: next advisor tick overwrites with UNKNOWN. Consumers reading stale snapshots across the cutover should treat both as equivalent.

Rollback

Revert the three files above. The NEUTRAL alias means a partial rollback (advisor only) is safe without cascading breakage.