docs(post-finish): log 3 research tasks — dvol sweep × regime, cadence effects, streak wave-phase

Operator 2026-07-13. Prereq flagged: persist per-trade dvol at entry.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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2026-07-13 15:55:14 +02:00
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@@ -76,6 +76,34 @@ crossed, new scope lands HERE, not in code. Fable answers new scope with
(UV_EXIT_DOCTRINE_PARITY_DESIGN.md D1.2). OB-cascade cause tuning rides the
same data.
- **★ RESEARCH (operator 2026-07-13): dvol quanta sweep × market regime** —
sweep the vol-gate threshold across its entire range; per quantum measure
trade result / ROI / DD / all metrics; then the same MODULO market regime
(MARAS-or-whatever fingerprinting — regime tagging itself "more or less
solved but not conclusively"). PREREQ (small, cheap, do before the sweep):
persist the per-trade dvol value AT ENTRY (not just gate pass/fail) — same
field the DDSketch self-tuning gate needs. Existing single data point:
EXP_VOL_GATE_RELAX 2026-07-04 (relaxed −17,847 / 189 trades vs normal
+3.54 avg / 7,883) + F5 relax window 2026-07-12/13 (4 ADVSL losers,
MFE ≤ +0.013%).
- **★ RESEARCH (operator 2026-07-13): scan-cadence effects study (11.06s UV
vs 5.97s NG7-pinned BLUE)** — cadence effects on EVERYTHING: ROI, SL/TP
achieved gain/loss, opportunity cost. Includes the bar-denomination
question: are bar-constants (ADVSL min_hold=20, MAX_HOLD 100/125/250/375)
hold-TIME (wall-clock, convert via avg scan duration) or evidence-COUNT
(N OBF observations)? Empirical, decides whether to time-normalize or
cadence-match. Related: TP-overshoot mechanism — BLUE effective TP ~0.3
vs 0.20 configured: bar-cadence miss (beneficial upswing capture) vs
modulation×1.40; measure exit_pct − tp_effective_pct on BLUE TP exits.
UV at-tick TP_FLOOR (arm at .20 sharp, exit on give-back) is the operator's
current best expression; keep unless study finds better.
- **★ RESEARCH (operator 2026-07-13): win/loss streak wave-phase alignment** —
treat win-loss/loss-win STREAKS as a wave (profit/loss as amplitude);
test PHASE match (in-phase / out-of-phase) against vel_div regimes,
quantized to the 11s/6s scan cadence. If found and stat-significant,
operator conviction: these waves are the unlock for the SHORT/LONG
regime-switch grail.
## Not parked (allowed work)
Anything that directly serves items 1–3, bug fixes on the live path, and
operator-ordered exceptions (which must say "unpark X" explicitly).