research: 3-year stake-sizing campaign + violent-move studies (nothing changes signals)

Walk-forward "second opinion" stake multiplier (meta-labelling on 65 decision-time
features, 3yr Oanda books @ $0.65) FAILED the pre-registered rule on M5 (clean null)
and M15 (lift inside the label-shuffle null, explained by BUY-vs-SELL). Nothing that
changes numbers ships; the 12-month M5 book re-run is byte-identical to the pinned one.

Behaviour-neutral plumbing:
- position_sizing.build_features (65 features; multiplier path returns 1.0, no artifact)
- SignalReport.penalty_tags / penalty_total / momentum_fading (record-keeping)
- TradeSetup.stake_multiplier = None (reserved)
- gpu_backtest --export-features (default export stays the pinned 63 columns; extras
  forced to the tail even when the first trade lacks an indicator)

Research tools (backtest/research): book_report, burst_map, burst_precursors,
open_trade_bursts, calendar_impact, burst_indicator_map, sizing_model, watch_rule_eval.
Findings recorded in backtest/research/sizing_campaign_2026-09.md: M5 stretch measures
are positive in both halves; every open-trade protection against violent bars loses on
both TFs; high-impact USD releases cause 20-31% of violent bars but trades held through
them do better; violent bars come when price is already at an extreme, not from calm.

Module 29 tests (13). Suite: 435 passed.

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01RWV2yLt3YXHHGVYHSQU2EE

backtest/instructions_for_backtest.txt

@@ -57,3 +57,13 @@ Win rate over rolling 20-trade windows (check for edge decay)
 Critical extra
 "Do not trade" log: setups flagged but skipped, and what happened after
 
+
+--- 2026-09-06: decision-time feature export ---
+- `--export-features` appends stake_multiplier, r_sized and the 65 `f_*` decision-time
+  features (position_sizing.FEATURE_ORDER) AFTER the 63 pinned columns; default export is
+  byte-identical to the pinned books. Use backtest/research/book_report.py for weekday /
+  hour x weekday / session / streak / rolling-WR / feature-quintile (both halves) tables,
+  backtest/research/burst_map.py for the burst-by-hour map, and
+  backtest/research/sizing_model.py for the walk-forward + shuffle-control harness.
+- Any sizing report must show the FLAT book and the SIZED book side by side and the
+  label-shuffle null; the 2026-09-06 campaign verdict (nothing ships) is the reference.