STRATEGY · LAYER 3 · POLICY + KELLY + LIQUIDITY

Strategy selection.

LIVE
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