Two new results added to the findings list. H20, the portfolio-coverage-health early-warning: FAIL, the coverage-health alarm fires at the drawdown, not before it, so it ships as a descriptive diagnostic only; it is the third topology-derived “something is drifting” signal that co-occurs with the loss but doesn't lead it (alongside the per-strategy drift monitor and the per-window aggregation-risk score). The failure-mode-diversity portfolio constraint: FAIL, clustering strategies into six failure modes and forcing the builder to span them costs more reliability than it buys (the worst-decile drawdown deepens ~5 % and risk-adjusted return drops ~0.17 Sortino); the failure-mode clustering is useful as a descriptive portfolio audit, not as a hard construction constraint, the fourth “another coverage axis doesn't pay for itself” result. Both reinforce the central finding (topology is for structure and decisions, not forecasting), a clause each in the four-layer-partition copy. No figure changes, the text mentions cover it.

What this version was

• ▪H20, portfolio-coverage-health early-warning: FAIL. Does the portfolio's own coverage of behavior-space drift (coverage entropy collapsing, the picks crowding into a narrow region, the manifold concentrating) far enough ahead of a drawdown to act on it? No, the alarm fires at the same time as, or slightly after, the drawdown, not before. Ships as a descriptive coverage diagnostic only, not an early-warning trigger. It is the third time the same pattern shows up, a topology-derived “something is drifting” signal that co-occurs with the loss but doesn't lead it: the per-strategy behavior drift (H19), the per-window aggregation-risk score, and now the portfolio-coverage drift. Added as its own findings card (sibling to the H19 card) and a clause in the layer-1 / layer-4 partition copy.
• ▪Failure-mode-diversity portfolio constraint: FAIL. Strategies were clustered into six failure modes (slow-bleed, sudden-crash, fee-sensitive, regime-flip, thin-trade artifact, tail-exposed) and the builder was told to pick a set that spans those modes rather than always taking the most-reliable strategy in each region. Result: the worst-decile drawdown deepens ~5 % and risk-adjusted return drops ~0.17 Sortino, forcing failure-mode balance means picking a less-reliable (less out-of-sample-robust) strategy, which costs more than the diversity buys. The failure-mode clustering itself is real and useful as a descriptive portfolio audit (“which failure modes do my picks span; is any one over-represented?”), but not as a hard portfolio-construction constraint, the topology-aware builder's most-reliable-per-region pick is already near the efficient point. It is the fourth “another coverage axis doesn't pay for itself” result (a competing geometric-coverage portfolio, pre-pruning to a coverage-aware shortlist, the portfolio-coverage-health monitor, and now failure-mode coverage). Added as its own findings card near the candidate-pool-pruning card.
• ▪The prior live entry, the 2026-05-12 H4 full-corpus re-scope + the real-analysis figures, is archived as v7-2026-05-12-h4-rescope (resolved by the dynamic archive route).