Phase I closure: H4 lands as a corpus-scale PASS at +0.61 ΔSortino over Hierarchical Risk Parity (95% CI [+0.39, +0.82], Holm-significant), concentrated on the L1-majors cohort and the volatility-and-oscillator indicator families, and statistically indistinguishable on Sortino from a simple top-k-by-reliability equal-weight baseline (so the topology contribution is coverage and audit-traceability, not raw return). H5 cross-asset universality FAIL, behaviour-space topology does not pool across structurally-similar crypto cohorts. H20 portfolio-coverage-health alarm FAIL (lags the classic drawdown trigger). Failure-mode-diversity portfolio constraint FAIL, but smaller in magnitude than the first measurement indicated. Mark-2's sheaf-Laplacian aggregation has cleared its first pre-registered headline bar, the first deployable-portfolio Holm-rejected win against a naive in-sample-Sharpe-ranked baseline the program has produced, with the largest margins on the moving-average indicator families. Master methodology finding across the audit chain: strict-causality is a deflator of leak-amplified side-features, not a destroyer of substantive findings, every qualitative claim survived; every quantitative anchor needed restating.

What this version was

• ▪H4 deployment-scale verdict PASS at corpus scale: ΔSortino vs Hierarchical Risk Parity = +0.61 (95% CI [+0.39, +0.82], Holm-significant). The edge is heterogeneous: L1-majors carries the corpus number (+1.20 vs HRP, Holm-rejected); outside L1-majors no §5 cohort produces a Holm-significant edge. By indicator family, ATR / MACD / Stochastic %K each Holm-rejected positive (+1.3 to +2.1 over HRP); EMA is Holm-rejected negative (−0.6); RSI / SMA / PPO are flat. Against a simple top-k-by-reliability equal-weight baseline the Mapper-cluster step is statistically indistinguishable on Sortino (paired Δ = −0.06, Holm-p = 0.37), so the topology contribution is coverage and audit-traceability, not raw return. Against the naive in-sample-Sharpe-ranked top-k baseline the topology Stack still loses on Sortino. The earlier +0.96 figure (reported on 2026-05-12 from the full-corpus re-scope, walked back on 2026-05-13 pending a stricter window-causal cluster-nerve audit) sat in the gap between this final number and the pre-audit measurement, the audit confirmed the direction of the headline and restated the magnitude. The bake-off bar chart is re-rendered with the corpus-scale numbers; the dek, scorecard, Phase-06 detail, and findings card all read the same headline.
• ▪H5 cross-asset universality verdict FAIL: bottleneck within-cohort / cross-cohort ratio = 1.018 (p = 0.59); Gromov–Wasserstein = 0.96 (p = 0.24). Both well above the α = 0.01 falsification rule. Behaviour-space topology does not pool across structurally-similar crypto cohorts, each asset needs its own selector. Paper D rescopes to no-universality. Phase I is now closed; every pre-registered hypothesis has landed a verdict.
• ▪H20 portfolio-coverage-health early-warning FAIL: median lead of the alarm against the classic drawdown trigger is −1.0 windows across 70 co-firing units (the alarm lags rather than leads); 0 of 89 cohorts produce a Holm-significant positive-lead binomial. Ships as a descriptive coverage diagnostic only, there is no actionable early-warning signal here. Third coincident-to-lagging "something is drifting" topology signal the pilot has tested (alongside H19 and the per-window aggregation-risk score), reinforcing the central methodology finding.
• ▪Failure-mode-diversity portfolio constraint FAIL, smaller magnitude than the first measurement indicated. The Sortino cost is real (ΔSortino = −0.09 corpus-wide, 95% CI [−0.16, −0.02], Holm-rejected, driven by the moving-average-family cohorts) but the originally-reported ~5% worst-decile drawdown deepening does not hold under careful measurement (the strict effect is −2.9% with the 95% CI spanning zero). The failure-mode labels themselves remain useful as a descriptive portfolio audit; the hard-constraint version stays off by default.
• ▪Mark-2 sheaf-Laplacian aggregation, first headline bar cleared. The partition-based portfolio (interpolating between rank-by-reliability and the cluster-aware diversifier) beats a naive in-sample-Sharpe-ranked top-20 baseline by +0.72 ΔSortino on the corpus (Holm-rejected), with the largest margins on the moving-average indicator families, Holm-rejected on both EMA (+0.59) and SMA (+1.15); 6 of 7 families are individually significant. This is the first deployable-portfolio Holm-rejected win against that naive baseline the program has produced. Described in the article "The partition does the work".
• ▪Methodology audit closure: the chain of audits applied to the cluster-nerve construction has finished. Every qualitative mark-1 claim survived the stricter window-causal discipline on its load-bearing axis; every quantitative anchor that depended on the earlier substrate needed restating on a leak-amplified side-feature (H4 magnitude moved 0.96 → 0.61, ~37% reduction; the failure-mode-diversity drawdown-deepening half halved and lost significance; H20's high-FPR side collapsed). The deflator-not-destroyer pattern is the canonical methodology lesson of the audit chain, and the strict-causal cluster-nerve construction is now the load-bearing substrate for the Mark-2 sheaf-Laplacian work and everything downstream.
• ▪EN + pt-BR. Dek, roadmap caption, scorecard, Phase-06 detail, findings cards (H4, H20, failure-mode-diversity, the central partition), the bake-off-bars figure caption, the deployment-stack decision-flow figure, the H4 equity curves caption, the Mark-2 section, and the in-page "what changed in this update" all updated to the 2026-05-14 closure state. The methodology audit scorecard section is removed from the live page; its historical record lives here in the changelog.
• ▪Last-updated label bumped to 2026-05-14. The prior live entry, the 2026-05-13 H4 walk-back pending the cluster-nerve audit, is archived as v11-2026-05-13-h4-walkback (resolved by the dynamic archive route).