feat(research): archive CVD absorption SCREEN_FAIL

[Trujillofa]

Archive only — SCREEN_FAIL, not a promotion

This PR archives the CVD absorption v1 develop screen as a closed negative result. It does not authorize promotion, paper trading, live trading, or deployment.

• base (origin/main): 430eabfc7ecaa9a19c7f508de23f30ae53feb07d
• head (research/cvd-absorption-screen-fail-pr): 5287ce6d908fa752d31791b057fa14ec3272bfdd

Immutable hypothesis

Closed 1m bar price/CVD N-bar divergence, fade-or-follow at the next open, after 10 bps/side + tape half-spread; BTCUSDT; not an OFI z-score recycle.

Windows

• Develop: 2026-06-09 → 2026-07-15 (end exclusive 2026-07-16)
• Holdout: 2026-07-16 → 2026-08-18 remained sealed; not downloaded or scored

Disposition (unchanged)

• 0/16 soft-pass
• no winner (winner_id=null)
• disposition=SCREEN_FAIL
• promote=false
• live_go=false
• eligible_ids=[]
• soft_pass_ids=[]
• holdout_sealed=true

No promotion, paper, live, or deployment authorization.

Portable-path correction

Serialized cache_path is now repo-relative:

data/microstructure/cvd_absorption_v1/BTCUSDT/aggtrades_20260609_20260715.jsonl

Runtime I/O may still resolve an absolute cache dir; artifacts never serialize it.

Validation (local verifier)

uv run pytest tests/test_cvd_absorption_v1.py -v
uv run ruff check .
uv run ruff format --check .
git diff --check origin/main...HEAD
uv run pytest -v

Verifier summary:

Worktree research/cvd-absorption-screen-fail-pr at 5287ce6d908fa752d31791b057fa14ec3272bfdd is a clean 4-commit SCREEN_FAIL branch off origin/main 430eabfc7ecaa9a19c7f508de23f30ae53feb07d. Diff is the original 7 CVD files only. develop_rank.json keeps SCREEN_FAIL/promote=false/live_go=false/winner_id=null/eligible_ids=[]/soft_pass_ids=[]/holdout_sealed=true with 16 rows and a repo-relative cache_path (no /home/). CVD tests 20/20, full suite 1368 passed, ruff check/format and git diff --check clean.