Phase 10 Session 1 — regime-aware aggregator infrastructure (gate rollback documented)

[shiviancodes]

Summary

• Added regime-aware aggregator infrastructure: _apply_regime_gate helper, fsi_value kwarg on load_factor_records, FSI wiring in paper trader, 5 new unit tests (155
  pass).
• Tested non_calm_action: 'zero' on fundamental_margin_compression — hypothesis refuted: CAGR +8.72% → +7.68%, Sharpe 0.488 → 0.450, Max DD −32.68% → −35.39%. Registry
  flag rolled back; infrastructure retained as opt-in capability.
• Root cause: the 126d NON-CALM IC (t=−2.31, N=8) is a horizon artifact — at the trader's monthly rebalance horizon, the factor made money in 4 of 6 NON-CALM forward
  months.