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.

Verdict — 2026-06-22 (operator Option 2)

• INFEASIBLE-cost-data recorded (INFEASIBLE-cost-data.yaml) — no Tier A/B P90 cost evidence; only a model-defined swept proxy (Tier-C at best, non-lockable). Cadrage §1: the cost/capacity chain is the first blocker → the chain halts here (mapping/power/null do not run, as they need E_pred_min which needs cost). S03 charter lock blocked on cost. Remediation = instrument observed fills (separate work, not S02).
• reference_capacity kept BLOCKED (last short window for an authorized read-only OHLCV/liquidity source).
• No port-forward / in-pod / cluster access authorized to bypass the blockage.

Terminal verdict — 2026-06-23 (operator Option 2)

No authorized read-only OHLCV/liquidity source was provided for S02 after STOP-and-ask; therefore reference_capacity cannot be defensibly derived under the ratified pre-registration → INFEASIBLE-capacity recorded (INFEASIBLE-capacity.yaml).

S02 terminal verdict = typed INFEASIBLE (cost-data + capacity).

p90_cost	INFEASIBLE-cost-data
reference_capacity	INFEASIBLE-capacity
downstream (mapping · power · null · budgets)	not derived — chain halted at the first blocker (cadrage §1)
S03 charter lock	blocked
Remediation (future, not S02)	instrument/produce read-only liquidity + observed cost/fill evidence before any charter lock

This is a valid, successful S02 outcome: the protocol prevented a false tradability lock. S02 did not derive E_econ_min / E_pred_min / MDE / null-gate / budgets, and does not claim to have.

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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.