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book: evidence boundary (clean-lake watermark) + ch02 cost reality + ch05 clean-lake reset — exp 21-31, chat mining

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TradeAC Book Agent
2026-08-18 22:45:11 +00:00
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@@ -9,13 +9,15 @@ A book that a quant-desk reader can act on: signal generation → strategy → s
## Truth rules (non-negotiable)
1. **Never fabricate.** No invented backtests, metrics, fill prices, papers, or quotes. If we did not run it or cannot cite it, we do not state it.
2. **Classify every quantitative claim** with an inline evidence tag:
- `PROVEN` — reproduced from a recorded experiment run or a reconciled live round. Cite `experiment_id`/`run_id`/branch or `round_id`.
- `HYPOTHESIS` — plausible but untested (or tested once, un-reproduced). Always labeled as such; never stated as fact.
2. **The clean-lake boundary (2026-08-18, exp 21) is the evidence watermark.** `PROVEN` status is reserved for experiments and live rounds **after** the lake rebuild (exp 21 onward) and post-reset live rounds. Anything before it (exp 8–18 and their backtests, the pre-reset live rounds) is **historical context and idea material only** — it was demonstrably inflated by lake data-quality problems (`EVIDENCE#010 → exp 21`) and may never be cited as fact. Ideas from pre-reset experiments and from all opencode chat transcripts (see `book/data/chat_mining/`) are welcome as hypotheses, labeled as such.
3. **Classify every quantitative claim** with an inline evidence tag:
- `PROVEN` — reproduced from a recorded experiment run **on the clean lake** or a reconciled post-reset live round. Cite `experiment_id`/`run_id`/branch or `round_id`.
- `HYPOTHESIS` — plausible but untested (or tested once, un-reproduced), or a pre-reset/chat-derived idea. Always labeled as such; never stated as fact.
- `REFERENCED` — industry/academic practice. Cite the external source (websearch/HITL), never from memory.
3. **Backtests are historical, not promises.** Anywhere a backtest metric is quoted, say so and note the universe + date window + whether the hypothesis was pre-registered before the run (TradeAC has 31+ experiments — be explicit about post-hoc cherry-picking risk).
4. **Live beats backtest.** A claim about trading performance must trace to the tac-rd-book execution trail (round_id, decisions, fills, reconcile: slippage bps, cost), not just to a backtest.
5. **Every quoted number lands in the evidence ledger** (`book/EVIDENCE.md`) with a link to where it was produced.
6. **The book is a living document.** Sections are updated as new experimental results land; a chapter marked `done` is done for its window, not forever.
## Evidence sources (use in this order of trust)