Commit graph Warrior_EA/research/d1_drift_null.py
Author SHA1 Message Date
AnimateDread
f55dbe995c feat(research): drift null for the first-ever family-wise gate pass (SP500 D1 fractal PAI)
2026-08-15, ~6 minutes after attach: PAI-8fea (fractal target, 37
features, D1) converged at era 299 and the plateau deploy CLEARED the
family-wise gate for the first time in project history: dir-precision
73.1% vs 63% break-even, +10.4pp on 350 test calls = 4.04 sigma,
p_family = 0.0081.

This script asks the first two hostile questions offline:
- DRIFT: always-long at the same 2.64/1.66 geometry scores 64.1% on the
  last 15% of D1 history (66.7% on 30%) - drift alone clears BE by
  ~1-3pp, but the model is +9pp above ALWAYS-LONG, so the pass is
  selection, not drift.
- SWAP EXPOSURE: median 7-8 bars to the long target = ~10 nights of
  financing ~ 0.15-0.2% notional vs a ~1.7% target -> a ~1-1.5pp BE
  haircut against a +10.4pp margin. Survives.

Remaining before belief: replication on other D1 symbols, and closing
the live-semantics gap (certified wins assume hold-to-barrier; live
exit paths can cut on vote flips).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-15 16:09:08 -04:00