Closes #014 - System-wide handbook sweep, English consolidation & Crypto state persistence

QUANT_ROADMAP.md

@@ -197,6 +197,29 @@ $$P_{\text{Posterior}} = \frac{\alpha_{\text{prior}} + (P_{\text{ML}} \times w)}
 
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+### VI. Sandbox Portfolio Cockpit & Kelly Sizing
+
+Integrates fractional betting algorithms and asset weight models inside the active Portfolio Sandbox environment.
+
+#### 1. Active Portfolio Weighting ($w_i$)
+Calculates the dynamic percentage value allocation of constituent assets:
+$$w_i = \frac{\text{Shares}_i \times P_{\text{current}, i}}{\sum_{j} \text{Shares}_j \times P_{\text{current}, j}}$$
+
+#### 2. Synthetic Portfolio Return ($R_{pt}$)
+Simulates active log returns of the combined holdings:
+$$R_{pt} = \sum_{i} w_i \times \ln\left(\frac{P_{t, i}}{P_{t-1, i}}\right)$$
+
+#### 3. Theoretical Kelly Sizing ($f^*$)
+Calculates the optimal size fraction to maximize the log growth of capital:
+$$f^* = \frac{p \cdot b - (1 - p)}{b}$$
+Where $p$ is the probability of success, and $b$ is the payout odds ratio (average win/average loss).
+
+#### 4. Half-Kelly Safety Buffer Sizing
+Applies a fractional buffer to lower estimation variance and protect against drawdowns:
+$$f_{\text{applied}} = \max\left(0, 0.5 \times f^*\right)$$
+
+---
+
 ## 5. Multi-Regime Transition Classifier
 
 The core cognitive brain of the sandbox dynamically adjusts allocation weights across our portfolio modules based on estimated macroeconomic and market states.