"stack_eval3 stress"

• base OOS SR 1.47; RL OOS SR 1.68

#1. Cross-sectional IC (RL prob vs 21d demeaned fwd)

• mean rank IC +0.0498, t = +2.62, n = 126 rebalances

#2. Sub-period OOS Sharpe

#3. Cost stress: RL OOS SR net25 1.59

#4. Mean daily turnover: base 0.033, RL 0.031

#5. 1000-shuffle placebo: mean 1.42, p95 1.57, max 1.74, p(SR >= RL 1.68) = 0.004

#6. DSR(n_trials=6) nan, haircut SR 1.54, PSR 1.00

#7. corr(RL prob, residual-momentum score) = -0.367