CP3 — Layer 05 · Allocation Quality
How MARS uses this
MARS is a closed loop, not a pipeline. Trades produce evidence, evidence produces weekly grades, grades move gate state, gate state feeds the throttle, and the throttle governs what the next execution is allowed to be. No stage is optional and no stage runs on memory or mood - each one reads the outputs of the stage before it.
How it benefits you
Discipline stops depending on willpower. Because every decision point consumes the previous stage's output, skipping a step becomes visible instead of invisible - and the system keeps improving itself, since every completed loop leaves the evidence base one cycle richer than it found it.
The MARS operating loop: execute, capture, score, gate, throttle, deploy - every cycle feeding evidence into the next.
The key idea
What it scores
Blended P&L camouflages weak branches. This engine strips the camouflage by scoring what each branch takes against what it gives back.
Why it matters
02Without attribution, traders keep feeding risk to the branch they like trading rather than the branch that pays. When EV looks positive but capital is falling, the manual routes the investigation here — alongside Capital_Dynamics and Gate_Brake_State — because poor risk efficiency can overpower expectancy.
Position in CP3
Branch Risk Engine outputs feed the Risk Deployment Quality Score diagnostics and give the Variant Attribution Module its risk-side context. It is the layer that keeps 'diversified across branches' from quietly meaning 'subsidizing the weakest one'.
Budget migration
The Branch Risk Engine reallocates on review cadence with deliberate inertia: a branch must sustain its case across multiple windows before its share moves materially. The lag filters out hot streaks masquerading as improvement — budget earned in one loud month is exactly the budget most likely to be handed back.
Worked example
The Weekly Scorecard converts branch hit probabilities into EV and tags each week by threshold. The rolling line is what MARS actually trusts: single-week readings are treated as noise until the rolling window confirms direction. RED weeks trigger doctrine - reduced aggression and review - rather than negotiation.
Weekly EV tagged GREEN / YELLOW / RED against expectancy thresholds, with the rolling-EV line separating persistent edge from one lucky week.
Before you go deeper
Connected inside MARS
Go deeper
Deep dive — 01
Positive now and weak across the windows is a different claim from positive throughout.
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Deep dive — 02
High volatility reduces confidence in a branch even when its expectancy reads positive.
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Deep dive — 03
The same branch, the same score, two different verdicts. The difference is the gate, and the gate wins.
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