chore: safety snapshot 2026-03-05 — HCM infrastructure before 2y klines experiment

Captures critical infrastructure surrounding the nautilus_dolphin core package:
- dolphin_vbt_real.py: VBT vectorized backtest engine (6008 lines)
- dolphin_paper_trade_adaptive_cb_v2.py: champion runner (champion_5x_f20)
- _update_vbt_cache.py / update_VBT_parquet_cache.bat: cache builder
- external_factors/: ExF system (all 85 indicator fetchers + NPZ cache)
- mc_forewarning_qlabs_fork/: QLabs-enhanced MC-Forewarner research fork
- DATA_LOCATIONS.md: source-of-truth path registry
- .gitignore: excludes vbt_cache*, backfilled_data, .venv, models, etc.

Note: nautilus_dolphin/ has own git repo (inner) — safety snapshot committed there separately.
Champion state: WR=49.3%, ROI=+44.89%, PF=1.123, DD=14.95%, Sharpe=2.50 (55d, full-stack, abs_max_lev=6.0).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

DATA_LOCATIONS.md

@@ -0,0 +1,98 @@
+# DOLPHIN NG HD Data Locations
+
+## Production Data
+
+**Location**: `C:\Users\Lenovo\Documents\- Dolphin NG HD (NG3)\correlation_arb512`
+
+### Directory Structure
+
+```
+correlation_arb512/
+├── matrices/
+│   ├── 2025-12-26_SKIP/
+│   ├── 2025-12-27_SKIP/
+│   ├── ...
+│   ├── 2025-12-31/
+│   ├── 2026-01-01/
+│   │   ├── scan_016875_w50_000003.arb512.pkl.zst
+│   │   ├── scan_016875_w150_000003.arb512.pkl.zst
+│   │   ├── scan_016875_w300_000003.arb512.pkl.zst
+│   │   ├── scan_016875_w750_000003.arb512.pkl.zst
+│   │   └── ...
+│   ├── 2026-01-02/
+│   ├── 2026-01-03/
+│   └── 2026-01-04/
+│
+├── eigenvalues/
+│   ├── 2025-12-26_SKIP/
+│   ├── ...
+│   ├── 2026-01-01/
+│   │   ├── scan_016875_000003.json
+│   │   ├── scan_016876_000014.json
+│   │   └── ...
+│   └── ...
+│
+├── eigenvectors/
+│   └── [dated directories with eigenvector data]
+│
+└── metadata/
+    └── [dated directories with metadata]
+```
+
+### File Naming Convention
+
+**Eigenvalue JSON**: `scan_NNNNNN_HHMMSS.json`
+- `NNNNNN`: 6-digit scan number
+- `HHMMSS`: Timestamp (HHMMSS format)
+
+**Matrix ZST**: `scan_NNNNNN_wWWW_HHMMSS.arb512.pkl.zst`
+- `NNNNNN`: 6-digit scan number (matches eigenvalue)
+- `WWW`: Window size (50, 150, 300, 750)
+- `HHMMSS`: Timestamp
+- `.arb512.pkl.zst`: Blosc-compressed pickle with 512-bit arb precision
+
+### SKIP Directories
+
+Directories with `_SKIP` suffix should be excluded from processing.
+These contain data that failed validation or is marked for exclusion.
+
+---
+
+## Test Data (Current Project)
+
+**Location**: `C:\Users\Lenovo\Documents\- DOLPHIN NG HD HCM TSF Predict`
+
+Test data should mirror production structure with partial data:
+```
+- DOLPHIN NG HD HCM TSF Predict/
+├── matrices/
+│   ├── [root level files - legacy format]
+│   └── 2026-01-03/
+├── eigenvalues/
+│   ├── 2026-01-01/
+│   └── 2026-01-03/
+└── ...
+```
+
+**Note**: Test data scan numbers may not match between directories.
+Always verify pairing before running pipelines.
+
+---
+
+## Quick Reference
+
+| Environment | Path |
+|-------------|------|
+| **Production** | `C:\Users\Lenovo\Documents\- Dolphin NG HD (NG3)\correlation_arb512` |
+| **Test/Dev** | `C:\Users\Lenovo\Documents\- DOLPHIN NG HD HCM TSF Predict` |
+
+---
+
+## Related Documentation
+
+- **ZST_Compressed_Matrix_DOLPHIN_format_spec.md** - Detailed format specification for `.arb512.pkl.zst` files
+- **run_joint_encoder_pipeline.py** - Pipeline using this data
+
+---
+
+*Last updated: 2026-01-10*