queue: pre-registered experiment backlog to prove better-trading-performance hypotheses

Mined from book/ on the 'book' branch (HEAD 436692a). 11 queued runs,
each = hypothesis + one-variable change vs the exp-26 reference + acceptance
metric, per the ch.02 isolation/falsification discipline.

- workflows/: 5 runnable config-only YAMLs (Q01 M2 repro, Q02 seed10, Q03 topk20,
  Q04 label10d, Q05 label22d) byte-derived from the exp-26 reference
- designs/: 6 design docs needing custom strategy modules or tool-only A/B
  (Q06 Kelly, Q07 weekly rebalance, Q08 risk-limit A/B, Q09 long-short,
   Q10 HMM overlay, Q11 standalone reversal)

queue/designs/q07_weekly_rebalance.md

@@ -0,0 +1,37 @@
+# QUEUE-07 — Turnover relief: weekly rebalance vs daily (next cost lever after n_drop 1)
+
+**Status:** QUEUED · **Priority:** P1 · **Effort:** custom strategy module + run
+
+## Hypothesis (prove)
+n_drop 2→1 proved the cost/turnover frontier is the binding constraint
+(EVIDENCE#015, ch.03/ch.09: identical IC/RankIC, net flips −3.21% → +2.13%).
+The next lever in the same direction: rebalance the TopkDropout book only
+**weekly** (e.g. on Mondays) instead of daily — cutting forced churn further
+should lift net performance at the same signal quality.
+
+Source: `book/references/chat-ideas.md` ("weekly rebalance" among the turnover
+reduction ideas), ch.09 claim inventory.
+
+## Change vs exp-26 reference (ONE variable)
+- **Strategy**: daily TopkDropout (topk 10, n_drop 1) → custom
+  `WeeklyRebalanceDropoutStrategy` that recomputes the target book once per
+  week and otherwise holds (no-trade buffer band for small deltas).
+- All signal/config unchanged.
+
+## Acceptance
+- `total_cost`/turnover strictly below the reference AND `net_IR > 0.21` AND
+  `net_ann_return > +2.13%`.
+- Reference numbers to beat: turnover ~0.74 (round-3 live), est. ~20% daily
+  book turnover at topk10/n_drop2 (pre-clean-lake estimate).
+
+## Execution prerequisites
+1. New contrib module `tac_qlib/contrib/strategy/weekly_rebalance.py`
+   (`WeeklyRebalanceDropoutStrategy` subclassing `TopkDropoutStrategy`, trade
+   only when the trade calendar day is the week's first trading day), copy to
+   the venv site-packages copy.
+2. Workflow YAML wiring the strategy.
+3. Trace + run + snapshot.
+
+## Sibling (deferred)
+No-trade buffer band and notional-vs-qty order sizing are variants of the same
+cost lever; queue them only if Q07 reproduces positively.