Archived version · 2026-05-11
Phase 21 H19 FAIL + the Topology Deployment Stack assembled: a per-strategy topological-drift score does not fire before the classic drawdown trigger (median lead 0 windows, 68 % false-positive rate against a 30 % bar), so there is no per-strategy drift trigger in the Stack; the actionable monitor is the cohort-level aggregation-trust check (H17 PASS), and the per-strategy drift profile ships as a visualization aid only. With H18 and H19 both closed, the Deployment Stack, the trader-facing pipeline map → select → diversify → monitor → pause/refit, is now assembled as a ten-command CLI with the FAIL-derived caveats baked in, a worked end-to-end example, a live adapter into an existing walk-forward pipeline, and the runbook / live-deployment / case-study chapters drafted. The prediction-vs-decision partition gains a fourth refinement (an added degree of freedom is necessary but not sufficient, it has to be predictive of the outcome), and two new figures land: the four-layer partition map (the program's centerpiece, on the central finding) and the Deployment Stack decision-flow diagram (on the H19 / Stack finding).
This is a summary of what the topology-roadmap page was at this version, not a full visual snapshot. The live page has since moved on; the changelog index lists every version, and the live page is always the current state.
What this version was
- Phase 21 H19 (live-drift monitoring), FAIL on both arms. A per-strategy topological-drift score (neighbour-churn + density-collapse + position-drift + cohort-trust-decay), CV-calibrated and treated as an early-warning alarm, fires at the classic max-drawdown breach (median lead 0 windows) and lags the trailing-Sharpe<0 trigger by 1 window, with a 68 % false-positive rate against a 30 % bar (0 of 26 cohorts under it). The reason is structural: a strategy that draws down changes its realised return distribution by virtue of having drawn down, so the geometry lights up after the fact. So there is no per-strategy drift trigger in the Deployment Stack, the actionable monitor stays the cohort-level aggregation-trust check (H17 PASS), and the per-strategy drift profile ships as a visualization aid only (alongside the per-strategy geometry-signature audit aid).
- The Topology Deployment Stack assembled, the trader-facing pipeline map → select → diversify → monitor → pause/refit is now a ten-command CLI (map, select, portfolio, audit, monitor, refit, aggregation-check, plateau-audit, universality-check, live-adapter), built entirely from the robust geometric-outlier primitives, with the FAIL-derived caveats baked into every relevant command's help text (six of the ten carry one, the honest negatives are part of the deliverable), a worked end-to-end example on a fresh cohort, a thin live adapter that consumes an existing walk-forward pipeline's output with no changes to that pipeline, the runbook / live-deployment / case-study monograph chapters drafted, and the external user-test package ready to dispatch.
- The prediction-vs-decision partition gains a fourth refinement (the H19 finding): an added degree of freedom is necessary but not sufficient, it has to be predictive of the outcome, and a 'drift' signal carries no information about future drawdown; layers 1 and 4 are the same fact from two directions, forecasting future performance is out of reach, however you package the forecaster. The partition is now a four-layer structure: forecasting topology fails or shrinks → covariate-level grain → adds-a-degree-of-freedom necessity → predictive-degree-of-freedom necessity, with the survivors (the Mapper-cluster portfolio, the cohort-aggregation diagnostic, the regime-rotation policy) in the sweet spot. Stated in the dek, the central-claim text, and the central finding.
- Two new figures embedded: the four-layer prediction-vs-decision partition map (the program's centerpiece, on the central finding entry; supersedes the two-class contamination-fix shift chart as the partition's headline figure, though that shift chart stays as the empirical-evidence figure for the contamination-fix layer), and the Topology Deployment Stack decision-flow diagram (the five-box spine; the candidate-pool prune drawn absorbed into select; the per-strategy drift profile struck; the per-strategy audit aid alongside, on the H19 / Deployment-Stack finding).
- Findings section gains one new entry (the H19 verdict + the Deployment-Stack-assembled milestone, with the decision-flow figure); the central-finding entry rewritten to the four-layer structure and given the partition figure; the deployment-phase roadmap node (Phase 17) and the central-claim block updated from 'planned / open hypothesis' to 'assembled'.
- Roadmap statuses updated, H19 (node 16) and the Topology Deployment Stack (node 17) marked done; H5 cross-asset universality (node 15) marked in-progress.

