Module X — Stress Laboratory, Gate A and Mock-to-Real

Status: outline. Lecture body not authored. Phases: 9 STRESS · 10 REAL

Prove the system behaves correctly before asking whether it is profitable.

Unique process — Mock-to-Real gates

Gate A demonstrates that the engine works (mathematical and operational consistency on mock). Gate B determines whether the strategy exists (contractual, economic, and operational viability with live brokers).

Do not confuse a correct simulator with a profitable strategy.

Stress lab shocks (curriculum): spread widening; unilateral loss; order reject; outage; leverage cut; swap change; basis break; correlation break; flash crash; recovery; partial liquidation; multiple UNKNOWN orders.

Gate A validates: accounting; neutrality; reproducibility; survival; reconciliation; execution states; bands; sizing; scenarios.

Gate B0 — Contractual Eligibility (before looking at return): access; jurisdiction; eligibility; arbitrage/hedging clauses; swap-free restrictions; revocation rights; withdrawal; profit voiding.

B1–B5: NetAPR live; persistence vs BED; edge degradation; quoted vs credited swap; capacity at target size.