STRATEGY · LAYER 3 · POLICY + KELLY + LIQUIDITY
Strategy selection
.
—
IST
LIVE
3
Current verdict · §6.2 + §6.4 internal gates
BLOCKED
Structure
—
Direction
—
Lots
0
Confidence
—
Strategy matrix · rules fallback
—
Pick
—
Confidence
—
Contextual bandit · LinUCB
Pick
—
UCB
—
Confidence
—
Mean reward
—
Kelly sizing · quarter-Kelly, 5× cap
f*
—
Fractional
—
Capital at risk
—
Lots
0
Liquidity caps · 5% ADV + half-spread
Requested
0
ADV cap
0
Slippage cap
0
Final
0
Policy health · diversity + degradation
ok
Live samples
0
Training samples
0
KS statistic
—
p-value
—