feat(schema): signals.schema.json market_regime to 3-class — Phase 1C#344
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Caution-regime retirement Phase 1C — data contract trim. Plan doc: alpha-engine-docs/private/caution-regime-retirement-260528.md. - market_regime enum: ["bull","neutral","caution","bear"] → ["bull","neutral","bear"] (3-class Ang-Bekaert taxonomy). - Schema description names the SOTA framing: stress signals (VIX, HY OAS, SPY 30d return) flow through the continuous regime_intensity_z META_FEATURE rather than discretizing into a 4th category, and portfolio-protective hysteresis is a separate axis on the predictor drawdown leg (risk_on/caution/risk_off). - Historical signals.json artifacts with 'caution' in market_regime are GRANDFATHERED — consumers tolerant of legacy enum on read (no migration of S3 objects). Tests: - test_market_regime_enum_is_3class: pins the 3-class enum literal - test_market_regime_caution_rejected: pins jsonschema rejection - test_each_3class_regime_accepted: pins forward-compat smoke Suite: 1675 → 1678 passing. Composes with: - alpha-engine-lib #86 (Phase 1A — RegimeLiteral chokepoint v0.42) - alpha-engine-research Phase 1B (macro_agent retirement) - alpha-engine-config Phase 1D (universe.yaml regime_guardrails caution thresholds removal + ROADMAP write-back) - Phase 2 type-system separation (drawdown_tier ≠ market_regime) Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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Summary
Caution-regime retirement Phase 1C — data contract trim. Plan doc:
alpha-engine-docs/private/caution-regime-retirement-260528.md.market_regimeenum:["bull","neutral","caution","bear"]→["bull","neutral","bear"](3-class Ang-Bekaert).Why
Stress signals (VIX, HY OAS, SPY 30d return) flow through the continuous
regime_intensity_zMETA_FEATURE (predictor L2 Ridge input) rather than discretizing into a 4th regime category. Portfolio-protective hysteresis is a separate axis on the predictor drawdown leg (risk_on/caution/risk_off); Phase 2 separates the type system so the leg's vocabulary stops aliasing into the macro regime vocabulary.Historical
signals.jsonartifacts in S3 withmarket_regime: "caution"are grandfathered — consumers tolerant of legacy enum on read, no S3 migration.Test plan
test_market_regime_enum_is_3class— pins the enum literaltest_market_regime_caution_rejected— pins jsonschema rejectiontest_each_3class_regime_accepted— forward-compat smokePhasing
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