cockpit / matrix / cockpit-pyramid-lean

Cockpit Pyramid LEAN+

Phase-2 operational cockpit: adaptive position-sizing scalars, LCG state machine, DCC-GARCH coupled-regime detection, and stress scenario survivability. All signals derive from the LEAN+ engine stack; panels show "calibrating" when an upstream module is unavailable.

Panel 1 — Adaptive kₒₕ Trace & Sub-score Decomposition

calibrating

—

kₒₕ effective

Equity floor: 0.45 | ceiling: 0.80
Crypto floor: 0.20 | ceiling: 0.55

ESS

—

Brier

—

OOS

—

Calibrating — engine/sizing/k-op-adaptive.js not yet loaded.

Displays when Wave 1 Agent A engine output is available.

Panel 2 — LCG State + 4-Surface Multipliers

calibrating

—

composite L

<0.30 ● 0.30–0.85 ● ≥0.85

Hysteresis FSM state

—

States: LowVol · NormalVol · HighVol · Crisis

since: —

Surface	Raw mult	Capped mult	Gate
Calibrating — `engine/lcg-broadcaster.js` not yet loaded. Displays when Wave 1 Agent C engine output is available.

Panel 3 — Adaptive vs Static kₒₕ Comparison

calibrating

Adaptive kₒₕ (current)

—

engine-derived

Static kₒₕ (baseline)

0.65

fixed reference

Direction & magnitude of adaptive divergence from static

diff: —

30-day cumulative divergence (adaptive − static)

Panel 4 — DCC-GARCH Coupled-Regime Indicator

calibrating

ρ Correlation matrix — 3 sleeves

	Equity	Credit	Crypto
Equity	—	—	—
Credit	—	—	—
Crypto	—	—	—

Coupled if max(|ρ|) > 0.60 for any cross-sleeve pair

Coupled-regime status

CALIBRATING

Threshold: max(|ρ|) > 0.60 across any sleeve pair

Max |ρ|: —

Dominant pair: —

Last warning: —

engine/lcg-dcc-garch.js not yet loaded. Displays when Wave 3 Agent J output is available.

Panel 5 — Stress Scenario Survivability

calibrating

Scenario	Max DD	Sharpe during	Survivability	Recovery (mo)
Calibrating — `engine/backtest/stress-scenarios-lean.js` not yet loaded. Displays when Wave 3 Agent J output is available.

Color coding: ● PASS = strategy survives scenario within drawdown tolerance ● FAIL = exceeds risk budget.