Why we moved
Two signals graduated from the staging environment after a six-month observation window. Both showed orthogonal behaviour to the existing book under stress, which is the bar we use before live capital is committed.
What changed
Roughly nineteen percent of risk budget rotated out of the two oldest momentum families and into the new pair. Notional remained inside the band agreed at the August review.
Note on capacity
The newer signals carry tighter capacity than the families they replaced. We expect the rotation to cap our usable scale at the existing level for at least two more quarters.