design: gate stateful SOXL risk controls behind a durable strategy-state contract

[Pigbibi]

Why this is separate from execution commands\n\nSOXL research indicates that a two-day re-entry cooldown after volatility deleveraging is a stateful rule. QPK #342's immutable execution commands solve next-session routing, claim, and broker reconciliation; they must not be repurposed as strategy-risk state.\n\nThe current SOXL candidate that used this research rule is not promotion-eligible: it failed the fixed-spec annual stability diagnostic. This issue creates no strategy change or live authority.\n\n## Required boundary\n\n- Strategy layer owns the pure transition: prior risk state + signed/frozen market inputs -> next risk state + diagnostics.\n- A platform may supply and durably persist the state record, but must not decide the cooldown rule.\n- Identity must bind strategy profile, account scope, immutable candidate/config digest, signal/effective date, and input digest.\n- Persist append-only transition evidence; crash, duplicate delivery, missing state, or divergent input must fail closed and emit an operator-visible alert.\n- The execution-command queue remains only for execution timing/reconciliation.\n\n## Staged rollout\n\n1. Define the versioned state/transition contract and deterministic replay tests in strategy/QPK layers.\n2. Add one paper-only Longbridge adapter with an explicit durable store and audit records. No live adapter.\n3. Run immutable forward OOS observations using licensed inputs; compare against the unchanged current SOXL policy.\n4. Reconsider a candidate only after pre-registered risk objectives and independent evidence.\n\n## Guardrails and verification\n\n- No change to current SOXL config, Longbridge live service, allocation, or broker order path.\n- Do not infer a state transition from an execution report or a restarted container.\n- Test duplicate delivery, concurrent writers, crash after read/before write, source revision mismatch, and replay determinism.\n- A paper preview is not broker fill evidence and must never transition a live command to filled.\n

[Pigbibi]

Live SG paper-forward evidence (2026-08-24): strategy signal retained its current risk-on intent of 70% SOXL plus 20% SOXX (with the balance in BOXX). The market-regime plugin was enabled but its signal was not found, so it did not change allocation. No real order occurred: Longbridge is paper-only and runtime-disabled. This reinforces that the remaining SOXL work is a strategy-risk/state-contract design problem, not a broker timing fix; the earlier 60/55 cooldown candidate remains ineligible because it failed stability validation.