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 (UV_EXIT_DOCTRINE_PARITY_DESIGN.md D1.2). OB-cascade cause tuning rides the
same data. 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) ## Not parked (allowed work)
Anything that directly serves items 1–3, bug fixes on the live path, and Anything that directly serves items 1–3, bug fixes on the live path, and
operator-ordered exceptions (which must say "unpark X" explicitly). operator-ordered exceptions (which must say "unpark X" explicitly).