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S02 derivation 1 — STOP-and-ask record

Scope

Derivation chain: reference capacity → P90 cost and evidence tier (cadrage §2 → §3).

Boundary

S02 is analysis-only. No Airflow launcher, no training, no cluster job, no in-pod query, no new data pull, and no Phase-2 predictive run are authorized without operator approval.

Read-only local assessment

Local assessment found no usable local OHLCV cache for reference-capacity volume derivation and no local observed fill/cost logs for P90 cost derivation (disk cache path unset; 0 data parquet in the worktree).

The existing cost-sensitivity report provides only model-defined swept round-trip costs {30, 40, 50, 70} bps. These are not observed fills at comparable asset/venue/size/regime and do not establish a lockable P90 cost.

Evidence-tier decision

  • The cost-sensitivity report is not Tier A.
  • It is not Tier B — no observed fills and no pre-specified bounded liquidity-impact adjustment model are available.
  • It is, at best, a Tier-C-style non-lockable proxy for context, and cannot feed an S03 charter lock.
  • For lock purposes, no Tier A/B P90 cost evidence exists locally.

Current status

  • reference_capacity: blocked pending an authorized read-only OHLCV/liquidity source.
  • p90_cost: blocked pending authorized observed fill/cost logs. If no such logs exist → record INFEASIBLE-cost-data.

Not yet INFEASIBLE-capacity: a read-only OHLCV source may exist but is simply not mounted locally. It is declared BLOCKED — awaiting-data-access-decision first; escalate to INFEASIBLE-capacity only if the operator confirms no authorized read-only source will be provided.

Next authorized actions

Either:

  1. provide an explicit read-only data source for OHLCV/liquidity and observed fill/cost logs; or
  2. confirm no such source exists, and record typed INFEASIBLE-capacity / INFEASIBLE-cost-data.

No cluster/in-pod access is authorized by this record.

Operator decision 2026-06-19: Option 2 — record the typed STOP-and-ask blocked records; NO autonomous cluster/in-pod access. The protocol surfaced that the tradability chain has no lockable cost nor locally derivable capacity — a valid, useful S02 outcome, not a failure.