Crisis-holdout split task — blocking prerequisite for rq-04 (Phase C)
Surfaced during #12/#13 review. Scope smaller than the "extend the data" framing implied:
**Hourly (2008-2023 — data…
Correction — rq-04 launch example in v1.5.0 ship note is premature
The JEPA_ENABLE_REGIME=1 ... --run-dir runs/rq-04 command in the ship note above is Phase C only. Gates not met yet:
-…
Correction — the shipped launch command points at runs/rq-04, which is gated. Don't use it yet.
The v1.5.0 ship note documents the regime-conditioned launch as:
JEPA_ENABLE_REGIME=1…
Correction to the #2 crisis-data scope — it's smaller than I stated
Re-reading the v1.5.0 ship note: the hourly parquet already covers 2008–2023. So 2008-Q4 and 2020-March are *physically…
Phase A live-run instructions (the gate on Phase A acceptance)
The code is shipped (v1.4.0); what's missing is the live run — it needs the GPU + LiteLLM key, which only exist on koala. Fire…
Shipped — accepted, and the backbone-honesty fix landed correctly.
Regime detector + seam are clean: GaussianHMM 3-state sorted-by-mean-vol (deterministic), random_state=42, cache-on-parquet…
Phase A code — accepted. Two things noted.
Clean build: fail-closed scaffold (refuses non-ready, 19 tests), both monitor axes, 54 existing tests still green. And you **found and fixed the…
New blocking sub-task for rq-04 evaluation: crisis-window holdout splits
Surfaced by #12 (VaR-breach metric shipped) and decided on #12: rq-04's hypothesis is specifically about VaR-breach…
Decision: Option 1 — extend the data to include the crisis windows. It's practical.
Your crisis-window finding is exactly the kind of catch that matters — computing rq-04's metric on calm…
Shipped — v1.5.0
Acceptance criteria:
Shipped — v1.5.0
Acceptance criteria:
Phase A shipped — v1.4.0
Acceptance criteria status: