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The S6 multipliers (B3→2.0×, B6→1.5×, etc.) were derived from the ~600-trade window ending 2026-04-19. ~100+ trades since that window show regime reversal — bucket PnL rankings did not hold out-of-sample. Locking historical per-bucket performance into operational sizing is overfitting at any fixed point-in-time. Changes: - green.yml: s6_size_table → null (uniform 1.0× sizing until coefficients demonstrate multi-window out-of-sample stability) - s6_table_path commented out (same reason) - B4 ban RETAINED: structural exclusion (only gross-negative bucket, -$100 gross before fees, R:R 0.80, WR 34.8%) not a time-window call - AEM MAE_MULT_BY_BUCKET RETAINED: grounded in asset vol characteristics, not point-in-time PnL Infrastructure (routing layer, recompute script, Prefect flow) fully intact. Re-enable: set s6_table_path or populate s6_size_table once recompute_s6 demonstrates stable multi-window out-of-sample variance (< 20% guard). Post-mortem note added to CRITICAL_ASSET_PICKING_BRACKETS_VS._ROI_WR_AT_TRADES.md including system naming clarification (old GREEN vs new-GREEN vs BLUE). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>