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momentum devandClaude Fable 5 485cec0372 feat: wide_stop_veto_v1 — skip entries with stops >12% below entry (shadow)
Year-replay stop-width buckets: <8% +0.072R, 8-12% +0.120R, 12-16%
-0.054R, >16% -0.092R — the wide cohort holds every recent dollar
disaster (BIYA 16.7%, FCUV day-2 17.5%), where the exit ladder's blind
spot (BE/trail only arm on the way up) rides the full catastrophe
distance. New stopwidth_gate intervention (fail-open without levels) +
registered spec, same forward bar as the pm-high gate; the two cohorts
overlap so the adjudicator attributes which does the work. In-sample
counts for nothing.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-03 21:06:37 -05:00
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