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book: ch12 synthesis scoreboard; align README risk/construction claims to clean-lake boundary

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TradeAC Book Agent
2026-08-18 23:21:21 +00:00
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@@ -105,8 +105,9 @@ Each chapter opens with its claims. The inventory below is the working contract:
### 08 — Portfolio construction
| Claim | Expected status |
|-------|-----------------|
| TopkDropout beats stochastic-control OptimalStopControl on the ensemble signal | `PROVEN` — exp 13, 14 |
| Stop-control constructions churn and bleed costs (cost drag ≈ −11.3pp) | `PROVEN` — exp 13 |
| TopkDropout beats stochastic-control OptimalStopControl on the ensemble signal | `HYPOTHESIS` (idea: pre-clean-lake exp 13/14, not re-tested post-reset) |
| Stop-control constructions churn and bleed costs (cost drag ≈ −11.3pp) | `HYPOTHESIS` (idea: pre-clean-lake exp 13; mechanism consistent with clean exp 26) |
| The reference and live book are TopkDropout n_drop=1, equal weight × risk_degree | `PROVEN` — exp 26, round 3 |
| Fractional-Kelly sizing (exp 15) is unverified | `HYPOTHESIS` — run never finished |
### 09 — Cost/turnover frontier
@@ -118,9 +119,10 @@ Each chapter opens with its claims. The inventory below is the working contract:
### 10 — Risk limits
| Claim | Expected status |
|-------|-----------------|
| $5M liquidity floor improves net IR 0.81→0.98 and cuts drawdown 7.9%→5.4% | `PROVEN` — exp 18 (pre-clean-lake; see note in chapter) |
| Size/concentration caps hurt by cutting deployed capital | `PROVEN` — exp 18 |
| Entry/risk gates are no-ops when the signal is the bottleneck | `PROVEN` — exp 20 (R2/R3 byte-identical) |
| $5M liquidity floor improves net IR 0.81→0.98 and cuts drawdown 7.9%→5.4% | `HYPOTHESIS` (idea: pre-clean-lake exp 18, not comparable post-reset) |
| Size/concentration caps hurt by cutting deployed capital | `HYPOTHESIS` (idea: pre-clean-lake exp 18) |
| Entry/risk gates are no-ops when the signal is the bottleneck | `HYPOTHESIS` (idea: pre-clean-lake exp 20) |
| The risk-limit spec executes and does not break the funnel (liq floor dropped 8, 10→10→10→9) | `PROVEN` — round 3 |
| Exp-18 numbers are not comparable to post-reset runs due to env non-determinism | `PROVEN` — exp 20 R0 note |
### 11 — Live execution and reconciliation