Combined Signal — Investments

2,619

N combined

N formal

2,520

N shadow

-14.3pp

vs Ctrl

Totals (all gates fused)

Win rate combined

50.3%

Avg return combined

+10.11%

Control win rate

68.0%

Control avg return

+24.43%

Welch p-value

0.006

Per-Gate Breakdown

v5_pretrack RETIRED

-16.9pp

N: 8 (8 formal + 0 shadow) · win 75.0% · avg +7.51%

v4_pretrack RETIRED

-21.5pp

N: 12 (12 formal + 0 shadow) · win 41.7% · avg +2.96%

v3_pretrack RETIRED

-22.4pp

N: 15 (15 formal + 0 shadow) · win 57.1% · avg +2.07%

v12 ACTIVE

-15.9pp

N: 275 (48 formal + 227 shadow) · win 51.3% · avg +8.48%

v10 RETIRED

-17.1pp

N: 488 (6 formal + 482 shadow) · win 56.0% · avg +7.32%

v9 RETIRED

-13.2pp

N: 1,811 (0 formal + 1,811 shadow) · win 48.5% · avg +11.23%

v8 RETIRED

-28.4pp

N: 4 (4 formal + 0 shadow) · win 0.0% · avg -3.99%

v7 RETIRED

-17.9pp

N: 6 (6 formal + 0 shadow) · win 100.0% · avg +6.50%

v6 RETIRED

—

N: 0 (0 formal + 0 shadow) · win — · avg —

What This Is

Combined Signal Layer (CSL) v1 fuses FORMAL + SHADOW recommendation events into one canonical signal source per gate version. Fusion: equal-weight additive (n_combined = n_formal + n_shadow). All sources stay untouched — this is a read-only aggregation.

Phase A (today): advisory only. No consumer flips its primary signal source yet. Phase B = dual reporting in SCI + SIL refactor. Phase C = constitutional update (GOALS.md N≥150 reads combined) — gated behind explicit user approval.

Design: references/COMBINED_SIGNAL_LAYER_DESIGN.md