Equity smoothness
filtered admission · selection entries 27 Sep–3 Oct 2026 UTC · source cutoff 4 Oct 06:00 UTC
Research onlyThe filtered arm requires a historical v1 h60 CLEAN score available at entry and vetoes causal BUNDLED scores. Raw means no additional 335 gate; the frozen RH universe already had safety gates. The pre-window is held out from this re-selection but overlaps earlier model development. The post-window has at most one complete entry hour and is underpowered. Scorer coverage is in the report.
Frozen comparison
| Admission / portfolio | Period | PnL | Max DD | Positive days | Entries |
|---|---|---|---|---|---|
| incumbent_core_v2 | pre | +20,230 | -4,974 | 89% | 4155 |
| incumbent_core_v2 | selection | +3,189 | -5,416 | 71% | 2216 |
| incumbent_core_v2 | post | +0 | 0 | 0% | 0 |
| A5_smoothness | pre | +11,301 | -4,918 | 78% | 2224 |
| A5_smoothness | selection | +6,131 | -2,527 | 71% | 1355 |
| A5_smoothness | post | +0 | 0 | 0% | 0 |
| raw / separately selected A5_smoothness | pre | +38,411 | -8,628 | 89% | 3454 |
| raw / separately selected A5_smoothness | selection | +13,792 | -6,794 | 86% | 1650 |
| raw / separately selected A5_smoothness | post | -31 | -99 | 0% | 3 |
| raw / same frozen roster | pre | +37,257 | -9,238 | 78% | 8203 |
| raw / same frozen roster | selection | +11,989 | -9,732 | 71% | 4088 |
| raw / same frozen roster | post | +0 | 0 | 0% | 0 |
Composer controls
Fee 0 as in the frozen RH composer; impact, participation, token caps and joint settlement use its published engine. Changing controls is exploratory and does not change the frozen tables.
Exit-time equity
Member scales
Edit a scale, or switch presets to restore its frozen value.
| Frozen book | Scale |
|---|
Daily PnL
| UTC day | Period | Net USD |
|---|---|---|
| 2026-09-18 | pre | +4,743 |
| 2026-09-19 | pre | -648 |
| 2026-09-20 | pre | +1,394 |
| 2026-09-21 | pre | +3,240 |
| 2026-09-22 | pre | +2,336 |
| 2026-09-23 | pre | +379 |
| 2026-09-24 | pre | +722 |
| 2026-09-25 | pre | -2,867 |
| 2026-09-26 | pre | +2,002 |
| 2026-09-27 | selection | -998 |
| 2026-09-28 | selection | +802 |
| 2026-09-29 | selection | -1,623 |
| 2026-09-30 | selection | +1,737 |
| 2026-10-01 | selection | +1,430 |
| 2026-10-02 | selection | +3,029 |
| 2026-10-03 | selection | +1,755 |
| 2026-10-04 | post | +0 |
Selection member correlation
Solo member daily net PnL over seven UTC days. Correlations from so few days are uncertain.
| Member | a01 | z12 |
|---|---|---|
| a01 | 1.00 | 0.63 |
| z12 | 0.63 | 1.00 |
Source: sealed 56-chain 330u composer lineage; score snapshot SHA 439ce57443a068fb…; selection freeze 253cf21f719bea6e…; Python/JS parity 120 scenarios, worst $0.0000. Complete cohort attribution by entry; equity ordered by exit.