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trading: preregister north-star R&D wave 1 (inspection registry, E2 replay on NativeStack2604) - #778

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Oct 6, 2026
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seathatflowsinourveins merged 8 commits into
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claude/rnd-wave1-prereg-20261006

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Summary

This PR preregisters north-star R&D wave 1 for the selected direction: daily and intraday catalyst research, including historical +200% mover discovery. Committing it is the freeze. Nothing has run, and execution waits for the command center's read.

  • R1 (offline). Builds the catalyst-v1 inspection registry. The frozen protocol requires this registry before any empirical read (catalyst-experiment/protocol.json chronology.inspection_registry), and contract.reserved_access refuses any case without one.
  • R2a. Replays E2 offline on NativeStack2604 in two pinned arms:
    • the exact revision 99dfec7c, expected to reproduce results.json and labels.json byte for byte;
    • the current revision, where any difference is reported as a code-revision effect.
    • Expected totals: 715 events, N2 594, and 507, 261 and 97 events at 1.5×, 2× and 3×.
  • R2b (after R1). A descriptive profile of the +200% events. Because the set is gainers only and was selected by outcome, every predictive claim is insufficient_evidence.
  • R3 (optional). A cross-family pre-outcome review of the mover-v3 core draft.

Out of scope: catalyst v1 on historical data, the simulation-research continuation and identity readiness. All three stay blocked. The three open data gates stay open. There is no acquisition, request or credential on NativeStack2604.

Lane

lane:trading. The only new paths are blueprints/us-equities/rnd-wave1-20261006/, and no shared hot file changes.

SOTA sources

  • The repository's frozen protocols and their own references:
    • blueprints/us-equities/catalyst-experiment/protocol.json (chronology and promotion rules) and contract.py:144-152;
    • the as-of plan, frozen by commit (mover-coverage-asof/plan.json, sha256 5a5937e1…);
    • the receipt summary-asof-20260929.json.
  • Preregistration and freeze practice as already used in this repository:
    • extreme-gainer-audit/plan.json with deviations.json, where the plan stays byte-identical and deviations are dated;
    • mover-coverage-asof/README.md:8-10, which freezes by commit.
  • skfolio WalkForward, which the protocol references for later segments: https://skfolio.org/generated/skfolio.model_selection.WalkForward.html
  • Form 8-K, Item 1.01, which the protocol cites for event semantics: https://www.sec.gov/files/form8-k.pdf

Checks

python3 scripts/validate.py passed (status passed; integrity and scope checks only). plan.json parses.

🤖 Generated with Claude Code

…eplay on NativeStack2604)

Freeze by commit, before any execution: R1 builds the catalyst-v1 inspection
registry the frozen protocol requires before any empirical read; R2a replays
E2 offline on NativeStack2604 in two pinned arms; R2b profiles the +200% events
descriptively after R1. Execution waits for the command center's read.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
@seathatflowsinourveins seathatflowsinourveins added the lane:trading Trading lane: sim, paper and live north star label Oct 6, 2026
Scout and others added 3 commits October 6, 2026 02:18
The frozen PREREGISTRATION.md and plan.json stay byte-identical (hashes
asserted). D1: every count- or gate-bearing registry scope field is derived
deterministically from the cited record; models suggest citations only;
unknown coverage is refused; narrowing, drift, unknown and missing-lookup
acceptance checks. D2: frozen per-wave prerequisites, statuses and integer
exits, with native exits kept (R2a judges reproduction by pinned hashes;
classify --verify shows repeatability only). D3: the retained-file set for
R2a. Nothing runs before a GPT micro-check and the CC's ACK.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Source-pinned extractor fixtures with exact A6 endpoints (2024-01-01..2026-08-14)
and a truncation rejection; R1 statuses for reproducibility, other acceptance and
fixture failures, R3 prerequisites, SKIPPED and the unresolved-findings
disposition; a named, pinned R2b validator (validate_r2b.py, self-test 6/6)
with its exit mapping. The frozen PREREGISTRATION.md, plan.json and
deviations.json stay byte-identical (asserted).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
PREREGISTRATION.md, plan.json, deviations.json, deviations-20261006-2.json and
validate_r2b.py, registered with scripts/host_receipts.register_file; the
generated reports were unchanged. scripts/validate.py passed.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
@seathatflowsinourveins
seathatflowsinourveins marked this pull request as ready for review October 6, 2026 11:15
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📝 Code Review ✅ Completed 2026-10-06T11:26:33.546347Z ee01dd1 Draft marked ready
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💡 Codex Review

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Reviewed commit: ee01dd1274

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Comment thread blueprints/us-equities/rnd-wave1-20261006/deviations.json
Comment thread blueprints/us-equities/rnd-wave1-20261006/validate_r2b.py Outdated
Comment thread blueprints/us-equities/rnd-wave1-20261006/validate_r2b.py
Comment thread blueprints/us-equities/rnd-wave1-20261006/plan.json
Scout and others added 4 commits October 6, 2026 07:31
Arm A's fetch path and blob check; R2b's input set; R1 may read the two
retained event-scope records by their pins; R2b's counts from a pinned
deterministic builder before R2b starts; validate_r2b.py r2 rejects
non-integer counts (self-test 8/8). Earlier files stay byte-identical.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
The cross-family D5 check at 0fa685b (P2) and the R1 lane asked for an exact
R1 input boundary. D5.3 now lists the package zip (RUN-relative locator, member
and Date column only) and the repository E2 summary, each with its sha256, and
refuses every other retained or private file. Only D5.3 changes.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
@seathatflowsinourveins

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Claude session native-agent-stack-5f: landing at head 18f404c0e26b2e3fac36ca93ffb79d35b3555b28. The command center (wsl-architecture-design) gave its ACK at this exact head; under the user's 2026-10-04 decision it owns merges that touch the hot registry. The read-only cross-family review (GPT-6.1 Sol max, the packaged Codex SDK worker) returned ACCEPT at this exact head, with no P1 item.

Observed main 9f3af37dd4659d8686c454d8ac727a3de73452a4. coordination/merge_tree_landing_check.py (sha256 a11649fcf2e5844c…) exit 0:

main 9f3af37dd4659d8686c454d8ac727a3de73452a4 head 18f404c0e26b2e3fac36ca93ffb79d35b3555b28 base ecfa112764c664d35377dd66b8cfcb67e5a94d60 merged-tree c9b0593fccfa1cfe25c13f05bcdeb78a283b1442 merge-tree-exit 0
ok   1: clean three-way merge
ok   2: merged-vs-main paths 7, outside PR-owned 0 []
ok   3: main drift 77 paths, overlap with PR-owned inputs (registry excluded) []
ok   4: registry foreign rows equal True, order preserved True, PR-owned rows 6, unowned top-level keys differing []
ok   5: merged files[] sorted by path with no duplicates: True (10324 rows)
LANDABLE
condition 5: merged files[] sorted and unique (tree c9b0593fccfa1cfe25c13f05bcdeb78a283b1442)

Required checks at this head: 7 pass . Unresolved review threads: 0.

@seathatflowsinourveins
seathatflowsinourveins merged commit b0df1fb into main Oct 6, 2026
25 checks passed
@seathatflowsinourveins
seathatflowsinourveins deleted the claude/rnd-wave1-prereg-20261006 branch October 6, 2026 12:23
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Claude session native-agent-stack-5f: post-merge observation. Landed as b0df1fb0440698b0f210cb6becdcb24c685e232b (parent 9f3af37dd4659d8686c454d8ac727a3de73452a4), tree c9b0593fccfa1cfe25c13f05bcdeb78a283b1442. The landed tree equals the checked merged tree and the parent is the observed main.

seathatflowsinourveins added a commit that referenced this pull request Oct 6, 2026
… its reviewed class (#796)

### Scope

- **What this PR changes.** It adds R1 deviation D6 (`deviations-20261006-4.json`) and its class-review receipt. D6 binds the completeness critic's missed read: the 2026-09-28/29 overnight-volume watch. It also binds the reviewed class of in-window observation receipts.
- **Base commit:** `0d5e65064`. The bound records are read at R1's base commit `ecfa11276`.
- **Lane:** `lane:trading`.
- **Owned paths touched:**
  - `blueprints/us-equities/rnd-wave1-20261006/deviations-20261006-4.json` (new);
  - `blueprints/us-equities/rnd-wave1-20261006/d6-class-review-20261006.json` (new);
  - `manifests/evidence.json` (two rows, in the last commit).

**What D6 binds:**
- 100 records reviewed at the base commit: 48 COUNT and 52 OUT by market-data verdict, each with its reason.
- 57 entries in total (49 out_items; 3 OUT-verdict reads bound anyway, D6.3):
  - the critic's read (D6.1);
  - 53 further entries (D6.2). Records with disjoint recorded windows give one entry per window;
  - three in-window reads of non-market data, bound under PREREGISTRATION.md:40-42 and H1.1 (:57-58), which allow no fixture exception (D6.3): SEC filing metadata; issuer and exchange documents; one real 8-K filing kept as a test fixture.

**What D6 does not do:**
- It declares no eligibility (D6.6). R1's own attempt 1 already reported zero eligible sessions in every v1 segment from the known reads alone, and D1's prospective-holdout clause governs what follows.
- It changes nothing frozen. `PREREGISTRATION.md`, `plan.json` and the three earlier deviation files stay byte-identical, with their sha256 in `kept_sha256`.

**Judgment calls** (D6.4) are resolved conservatively and proposed for the command center's confirmation at its ACK. Binding more can only mark more cases inspected.

**Rework after the command center's adjudication (both P1s upheld; head 773c342):**
- P1-1: D6-O-N03 is bound (event, data_read, 2021-03-29).
- P1-2: an endpoint the record does not determine stays `unknown` (frozen D1, deviations.json rule.unknown); D6-C02 keeps `["unknown", "2026-09-29"]`, and D6.4 no longer substitutes the window endpoint.
- P2: the class review records the exact-equality comparison with the critic's proposal (path, file sha256, three span line ranges and hashes: all equal).

**Round 3 (head b253161; the command center upheld the co-op delta read's P1 and both P2s, and corrected its own earlier narrowing option):**
- P1: D6-C10 is an ADDITIONAL binding over 2021-01-04..2026-09-25 with the stronger access kind outcome_selected. It overlaps known_reads[1]'s unchanged D4.1 fixture (2021-01-04..2025-12-31, result_inspected); the overlap is stated in C10, in D6.4 and in the receipt's double-count explanation.
- P2: the old critic limitation stays only as an explicitly dated snapshot, superseded by the closing comparison. C02's discretionary narrowing sentence is gone from both records. The market-data OUT classification is separated from the required inspection bindings, and the fixture exclusion covers synthetic content only.
- Kept: C02's unknown start and all three D6.3 entries. Still 57 entries and 49 out_items; the zero eligible-session totals are unchanged.
- P3: the OUT lists are separated below.

### OUT items, by reason

**Covered by a known read (R1.known_reads, D4.1 fixtures)** (15):
- D6-O-K01: `blueprints/us-equities/broad-universe/README.md`. Covered by known_reads[0] (broad-universe reserved segment evaluation) and its D4.1 fixtures; residuals are D6-C05, D6-C06 and D6-C07.
- D6-O-K02: `blueprints/us-equities/mover-early-entry/README.md`. Covered by known_reads[1] (mover-early-entry validation read) and its D4.1 fixture 2021-01-04..2025-12-31; the holdout-window collection is D6-C10.
- D6-O-K03: `blueprints/us-equities/extreme-gainer-audit/README.md`. Covered by known_reads[2] (extreme-gainer price audit, 957 events; D4.1 event fixture 2021-01-06..2026-09-22).
- D6-O-K04: `blueprints/us-equities/mover-coverage-asof/evidence/summary-asof-20260929.json`. Covered by known_reads[3] (E2, 715 events 2021-01-04..2025-12-31). E2 also read 979 lookback rows before 2021-01-04 (outside the window). The positive
- D6-O-K05: `blueprints/us-equities/research-evaluation/README.md`. Covered by known_reads[4]: the inspected 2021Q1 ETF control (D4.1 fixture 2021-01-01..2021-03-31). Earlier data (2014-2020) is outside the window.
- D6-O-K06: `blueprints/us-equities/simulation-research/README.md`. Same 2021Q1 ETF control as D6-O-K05; covered by known_reads[4].
- D6-O-K07: `blueprints/us-equities/overfitting-controls/README.md`. Reads the research-evaluation ledger: development data before 2021 is outside the window and the reserved 2021Q1 segment is excluded; nothing is left 
- D6-O-K08: `evidence/artifacts/gap-wave2-20260923/us-equities__portfolio-risk/README.md`. Re-runs of the 2021Q1 ETF control episodes (dates 2021-01-04..2021-03-31 in raw/11 fills); covered by known_reads[4].
- D6-O-K09: `evidence/artifacts/gap-wave2-20260923/us-equities__research-factors-ml/README.md`. Frozen LEAN ETF inputs 2014-01-02..2021-03-31 (raw/r4/r4__frozen_ohlcv.json); the in-window part is the 2021Q1 ETF control, covered by known_reads[4].
- D6-O-K10: `evidence/artifacts/gap-wave2-20260923/us-equities__evaluation-experiments/README.md`. LEAN ETF data with in-window dates 2021-01-04..2021-03-31 only; covered by known_reads[4].
- D6-O-K11: `blueprints/us-equities/identity-readiness/README.md`. The 2022 identity sample named in known_reads[4]; covered by name.
- D6-O-K12: `blueprints/us-equities/security-identity/README.md`. Same 2022 identity sample as D6-O-K11; covered by known_reads[4].
- D6-O-K13: `evidence/artifacts/gap-wave2-20260923/us-equities__identity-provenance/README.md`. Re-run of the same 2022 identity sample (raw/dvc ledgers, 2022-06-08..2022-06-10); covered by known_reads[4].
- D6-O-K14: `blueprints/us-equities/research-efficiency/README.md`. Model tasks over existing records of the 2022 identity sample; no new data read.
- D6-O-K15: `blueprints/us-equities/catalyst-experiment/protocol.json`. Source of known_reads[4]; the blueprint's own receipt is a synthetic contract exercise (catalyst-experiment/receipt.json).

**Outside the window, synthetic, not run, or a local re-read inside a bound item** (21):
- D6-O-W01: `blueprints/us-equities/authenticated-data/README.md`. Dated outside the window (2020).
- D6-O-W02: `blueprints/us-equities/engine-nautilus/equity-replay/README.md`. Replays the 2020 bars of D6-O-W01: outside the window.
- D6-O-W03: `blueprints/us-equities/corporate-action-readiness/README.md`. LEAN bundled data dated 2020: outside the window.
- D6-O-W04: `blueprints/us-equities/engine/README.md`. LEAN bundled 2013 sample data: outside the window.
- D6-O-W05: `blueprints/us-equities/historical-simulation/README.md`. LEAN bundled 2019-2020 data: outside the window.
- D6-O-W06: `blueprints/us-equities/engine-trials/spy-one-zero-20260926/lumibot/probes/hook_probe.py`. Synthetic only: the 2021 dates in the probes are made up.
- D6-O-W07: `blueprints/us-equities/alpaca-history-fixture/README.md`. Not run: no observation.
- D6-O-W08: `blueprints/us-equities/data-lake/README.md`. Not run: no observation.
- D6-O-W09: `blueprints/us-equities/data-lake/README.md`. Local re-read of the broad-universe daily dataset: same scope as D6-C05, adds no case.
- D6-O-W10: `blueprints/us-equities/sim-engine-crosscheck/README.md`. Local re-read of D6-S01's retained cache with a narrower scope; adds no case.
- D6-O-W11: `blueprints/us-equities/sim-crosscheck-hftbacktest/README.md`. Synthetic only.
- D6-O-W12: `blueprints/us-equities/nanosecond-replay/README.md`. Synthetic only.
- D6-O-W13: `blueprints/us-equities/mover-v3/README.md`. Plan and protocol only; data/ holds calendars and fee schedules, not observations.
- D6-O-W14: `blueprints/us-equities/adaptive-paper/evidence/alpaca-account-schema-20260923.json`. No market data observed: account field names only.
- D6-O-W15: `blueprints/us-equities/broad-universe/README.md`. No market data observed: account state read only.
- D6-O-W16: `blueprints/us-equities/adaptive-paper/native-faults/README.md`. Quote and broker cases dated 2026-10-01: outside the window.
- D6-O-W17: `blueprints/us-equities/adaptive-paper/receipts/xnys-primary-20261005/qualification.json`. Offline fixture qualification dated 2026-10-05; no market data.
- D6-O-W18: `blueprints/us-equities/engine-nautilus/ibkr-acceptance/evidence/ibapi-readonly-20261005.json`. Bars dated 2026-10-02..05: outside the window.
- D6-O-W19: `blueprints/us-equities/engine-nautilus/ibkr-paper-orders/evidence/receipt-20261005-passed.json`. Quotes and orders dated 2026-10-05: outside the window.
- D6-O-W20: `catalogs/us-equities/research-20260928-movers.md`. Research synthesis of documents; its one stated observed move (line 105) is the positive-control selection bound in D6-C09 and lies inside D6-T15's sc
- D6-O-W21: `evidence/artifacts/gap-wave2-20260923/us-equities__market-data-reference/5-parameterized-comparator.json`. Local comparison of two retained datasets: the vendor daily parquet of D6-C05 and the LEAN bundled bars of D6-G02. Its securities and dates lie inside

**No market data and not bound (dated outside the window, or no payload)** (4):
- D6-O-N04: `blueprints/us-equities/financial-data/README.md`. No data observed: HTTP 403, no payload.
- D6-O-N05: `blueprints/us-equities/catalyst-dataset/README.md`. Dated outside the window (2020) and no market data.
- D6-O-N06: `blueprints/us-equities/catalyst-provenance/README.md`. SEC index acquisitions (2026-09-24 new host, 2026-10-04 pin move) fetch the 2020-03-02 daily index: dated outside the window, no market data.
- D6-O-N07: `blueprints/us-equities/delisting-coverage/README.md`. Dated outside the window: Form 25 filings 2016-2019 and bar checks ending by about February 2020; current ticker mappings are not market data.

**Wrapper records of another record** (9):
- D6-O-X01: `evidence/receipts/broad-universe-research-20260921.json`. Same observation as D6-C05, D6-C06 and known_reads[0]: a wrapper or summary record, not a separate read.
- D6-O-X02: `evidence/receipts/alpaca-paper-e2e-20260921.json`. Same observation as D6-P02: a wrapper or summary record, not a separate read.
- D6-O-X03: `evidence/receipts/adaptive-paper-practice-20260921.json`. Same observation as D6-C14: a wrapper or summary record, not a separate read.
- D6-O-X04: `evidence/receipts/ibkr-readonly-acceptance-20260923.json`. Same observation as D6-I01 and D6-I02: a wrapper or summary record, not a separate read.
- D6-O-X05: `evidence/receipts/ibkr-readonly-acceptance-20261005.json`. Same observation as D6-I03 and D6-O-W18: a wrapper or summary record, not a separate read.
- D6-O-X06: `evidence/receipts/pit-availability.json`. Same observation as D6-C11, D6-C12 and D6-O-N01: a wrapper or summary record, not a separate read.
- D6-O-X07: `evidence/hosts/macos-m5pro-20260924/macos-m5pro-20260924--alpaca-py--use--20260924.json`. Same observation as D6-T10 and D6-T11: a wrapper or summary record, not a separate read.
- D6-O-X08: `evidence/hosts/macos-m5pro-20260924/macos-m5pro-20260924--nautilus-trader--use--20260924.json`. Same observation as D6-T10 and D6-T11: a wrapper or summary record, not a separate read.
- D6-O-X09: `catalogs/us-equities/paper-practice-20260921.md`. Same observation as D6-P02 (readiness read): a wrapper or summary record, not a separate read.

**Bound in D6.3 although their market-data verdict is OUT** (3): D6-O-N01, D6-O-N02, D6-O-N03


### SOTA sources

- **The frozen protocol this deviation follows:** `blueprints/us-equities/rnd-wave1-20261006/PREREGISTRATION.md` at frozen commit `d4601bfcb`:
  - R1 Method steps 1-3 (:40-52), including the conservative rule;
  - H1.1 (:57-58): a miss found after the freeze is added as a dated deviation, never silently;
  - D1 (:63-66).
- **R1's entry fields** come from `plan.json` (`R1.entry_fields`, `R1.conservative_rule`). The scope-kind spellings come from D4.1 in `deviations-20261006-2.json`.
- **Deviation practice already used in this repository:**
  - `deviations.json`, `-2` and `-3` (landed in `b0df1fb04`, #778): dated files beside byte-identical frozen files, each with `kept_sha256`;
  - `extreme-gainer-audit/plan.json` with its `deviations.json`.
- **Hash verification** uses git's own object store: `git show ecfa112:<path>` for every bound file and line span. The span convention is lines joined with `\n` plus a trailing `\n`, the same bytes as `sed -n 'a,bp'`.

### Evidence-class table

| Claim | Evidence class | Command / receipt |
| --- | --- | --- |
| Every bound file and span hash equals the record at the base commit (47 files, 142 spans) | local_integration | the deterministic builder asserts each one via `git show ecfa112:<path>` before writing |
| The critic's record matches exactly (path, file f10be4a5…, spans 1-5, 70-74, 97-110 with their hashes) | local_integration | exact equality of 7 fields against the critic's proposal (sha256 7e7bd262…), recorded in the class-review receipt |
| The earlier files are unchanged | local_integration | `kept_sha256` equals the registry rows on main |
| R1 attempt 1 reports 0 eligible sessions per segment | source_review | the R1 lane's attempt-1 registry and receipt (private research state) |

### Local commands run

```
$ python3 scripts/validate.py
{"components": 69, "hashed_files": 10338, "profiles": 4, "receipts": 214, "status": "passed"}  (exit 0)
$ python3 scripts/evidence_manifest.py --check
{"files": 10338, "status": "passed"}
```

### Decision record

D6 itself is the dated record (`recorded_at_utc` inside). The gate is the command center's item `task-native-agent-stack-5f-20261006T143150Z`: a GPT micro-check, then the command center's ACK, then R1's rerun loads this file.

🤖 Generated with [Claude Code](https://claude.com/claude-code)
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