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fix(soxl): include cash turnover and count real return intervals - #487

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codex/soxl-replay-metrics-20260909
Sep 9, 2026
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fix(soxl): include cash turnover and count real return intervals#487
Pigbibi merged 1 commit into
mainfrom
codex/soxl-replay-metrics-20260909

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@Pigbibi Pigbibi commented Sep 9, 2026

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The SOXL stateful replay recorded real USD cash but omitted that cash leg from half-L1 turnover, understating costs when entering or changing a cash reserve. Include cash in the existing 5/10/15-bps cost calculation. The evidence summary also appended an already-recorded terminal NAV, creating a fictitious zero-return interval; calculate statistics from the actual sessions and reject inconsistent initial/terminal NAV or execution counts.

Keep the frozen candidate configuration, UES/QPK source bindings, and next-session execution timing. Existing V3/V7 consumers share these corrected formulas, but this change does not rerun or overwrite historical evidence or authorize new promotion or trading. Prior performance comparisons require an explicitly scoped recomputation before reuse.

Validation: the original code failed 14 of 15 targeted cases (the all-flat control passed). All 46 related replay, summary, V3/V7, forward-confirmation and long-horizon observation tests pass, including actual replay-to-summary integration with synthetic strategy decisions; Ruff 0.15.9 on the four changed files and git diff --check pass. One bounded independent review found no specific P1/P2 issue. No real inputs, providers, model calls, workflow dispatches, or account actions were used for this patch.

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Pigbibi merged commit 6ced4b8 into main Sep 9, 2026
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Pigbibi deleted the codex/soxl-replay-metrics-20260909 branch September 9, 2026 14:22
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