VIOLET findings: complete 5-factor sizing composition + vision roadmap (DISTRACK)

§8b: authoritative orchestrator composition (5 multipliers: base x dc_lev_mult x
regime_size_mult[ACB x meta x MC] x market_ob_mult x esof; dynamic cap, STALKER 2.0)
+ operator factor-recall map (DC boost + OB-consensus = the two aside ACBv6).
§8c: vision roadmap — five-lanes=separation-of-concerns reframe, LONG-alpha grail,
FPGA-pure VIBRISS banditry, pure-dataflow-DAG->compile nirvana w/ bit-identity as
bridge, culminating in DISTRACK (memory-constant streaming distributions, sequenced
AFTER live testnet->mainnet).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

prod/docs/VIOLET_V3_FINDINGS.md

@@ -128,6 +128,82 @@ but it is the authoritative ORACLE for the exact conviction-curve math (and may
 imported/reused for exact code). For exact-parity work on the steepener, consult
 `vbt_real` as the gold reference; check whether the live path reuses its code.
 
+## 8b. COMPLETE sizing composition (authoritative, esf_alpha_orchestrator :597-619)
+
+BLUE's full conviction-leverage is FIVE multipliers on the base cubic, in the
+orchestrator (NOT AlphaBetSizer alone). Exact, in operation order:
+
+```
+raw_leverage = size_result["leverage"]   # base cubic (AlphaBetSizer, base_max=8)
+             * dc_lev_mult               # "DC boost" (operator-recalled factor #1) = signal_gen.dc_leverage_boost if signal.dc_status=="CONFIRM" else 1.0
+             * regime_size_mult          # ACB_boost × meta_boost × MC_scale (the steepener)
+             * market_ob_mult            # OB cross-asset consensus: 1.0 default; up to 1.20 (eff_imb>0.08 & agree>0.70), down to 0.85
+             * _esof_size_mult           # EsoF haircut [0,1] (V3.2 fold)
+clamped_max  = min(base_max_leverage(8) * regime_size_mult * market_ob_mult * _esof_size_mult, abs_max_leverage(9))
+if _day_posture == 'STALKER': clamped_max = min(clamped_max, 2.0)
+leverage     = min(raw_leverage, clamped_max); leverage = max(bet_sizer.min_leverage, leverage)
+notional     = capital * size_result["fraction"] * leverage
+```
+
+Components: base ✓(V3a, fix max→8), esof ✓(V3.2). TO WRAP: `regime_size_mult`
+(= AdaptiveCircuitBreaker `get_dynamic_boost_for_date/from_hz` → ACB×meta×MC),
+`dc_lev_mult` (signal_gen DC-confirm), `market_ob_mult` (OBFeatureEngine market
+consensus), `_day_posture` (STALKER 2.0 cap). The composition block itself is
+deterministic float arithmetic — replicate in EXACT operation order for bit-identity.
+
+**Validation doctrine (operator, BINDING):** (1) Monte-Carlo the ENTIRE JOINT input
+universe of both surfaces (vel_div × ACB signals × w750/β × esof × MC × ob × posture),
+(2) match BLUE actual-code output to BIT IDENTITY (only achievable by wrapping real
+kernels → mandates wrapping, not reconstructing), (3) THEN test upstream (live/recorded).
+
+## 8c. Vision & long-horizon roadmap — from the five-factor map to DISTRACK
+
+This train of thought starts right next to the two-factors resolution (§8b) and runs to
+the long-horizon dream. Captured per operator request 2026-06-15.
+
+**Reframe — five lanes is separation-of-concerns, not "smear."** The sizing being
+composed across five distinct multipliers (base · DC · ACB-regime · OB-consensus · EsoF)
+is a VIRTUE: each is its own distinct, traceable, OBSERVABLE subsystem with a clean
+domain boundary → full attributability (tap any lane, ask what it said at bar N). The
+composition is a tiny pure fan-in (`base × dc × acb × ob × esof → clamp`); the lanes are
+independent pure functions of `(inputs, params)`.
+
+**Holy grail #1 — LONG alpha.** The core NG7 eigenvalue-breakdown signal is short-positive;
+a reliable LONG-side algo is a grail (the operational EFSM long-reversal — "market must
+bounce" mean-reversion — is a profitable signal in that direction). Architecturally LONG
+alpha = ONE MORE pure signal lane in the same DAG: attributable, hot-swappable,
+VIBRISS-tunable alongside the shorts. You add a lane, you don't fork the system.
+
+**Holy grail #2 — FPGA-pure instantiation for VIBRISS banditry.** Distil the algo so an
+instance comes up in femtoseconds on a faster-than-gVisor stack → MILLIONS of concurrent
+algo-instances hyperadjusting in real time (VIBRISS bandit governance).
+
+**Nirvana — faster-than-ASM/FPGA-like purity WHILE keeping separation of concerns.** Not a
+contradiction; a known-reachable shape. The tension (modular-attributable ⊥ fused-fast)
+only exists if concerns share mutable state or I/O — here they mostly don't. Path:
+**pure-dataflow-DAG → compile.** Source level: each concern stays a typed, observable node
+(attributability untouched). Compile level: the composed pure-function DAG fuses to a flat
+kernel (Rust/SIMD now, FPGA/RTL later) — cf. Halide (modular schedule → fused kernel),
+JAX→XLA, RTL synthesis from modular HDL. **Bit-identity (the operator's MC-to-bit-identity
+gate, §8b) is the BRIDGE** — it proves the fused fast kernel computes the identical function
+as the readable modular source, turning "distil to FPGA purity" from a leap of faith into a
+verified refactor. Separation-of-concerns and faster-than-ASM purity are the SAME artifact
+at two compilation stages; purity + bit-identity is the path between them. VIBRISS
+millions-of-instances falls out of purity: an "instance" is a parameter binding to a frozen
+graph (femto-cheap, no state to construct), and purity makes a million concurrent instances
+SAFE (each provably its own clean function, no shared-mutable footguns).
+
+**DISTRACK — the state-side enabler (culmination).** Memory-CONSTANT streaming distribution
+tracking: rolling-window param/outcome distributions in O(1) memory (online/streaming
+quantiles — t-digest / P² / reservoir / EWMA sketches). Docs:
+`CRITICAL_VIOLET_MAYBE_TODO_STREAMING_STATS_COMPRESSION.md`,
+`VIOLET_TODO_CRITICAL_DISTRIBUTION_TRACKING_IN_CONSTRAINED_MEMORY.md`. This is what makes
+the million-instance DAG AFFORDABLE — per-instance distribution state stays femto-cheap
+instead of a memory bomb. DISTRACK is the *state* side of the vision the way bit-identity is
+the *correctness* side. Seed already in-house: V0 `LatencyHistogram` does reservoir/percentile
+— generalize that pattern. **SEQUENCING: DISTRACK is for AFTER VIOLET is actually trading
+(testnet BingX → mainnet) — not before.** First get it live; then the banditry-scale work.
+
 ## 9. Shadow soak validation (2026-06-14/15)
 
 Faithful DARK soak (threshold −0.02), 9h+ stable, single session: