Compound Gate Over Single Metric

compound-gate-over-single-metric

✅ PROMOTED: RED subagent recognized the sample-size problem and missing metrics independently — good baseline. GREEN subagent explicitly applied all 3 compound dimensions, identified missing AvgPnL/Throughput as auto-NO-GO due to incomplete data basis, and gave attribution "why NO-GO" instead of just "NO-GO".

What this skill does

When designing or evaluating a binary acceptance-gate, force at least 2 dimensions of evaluation with AND-conjunction. Single-metric gates have a structural failure mode: false-positive accept on hidden-regression in unsampled dimensions.

Incomplete Data → Auto-NO-GO

When a required dimension is missing (no AvgPnL given, no throughput baseline):

→ NO-GO due to incomplete data basis. Not "Conditional-Go" — the gate cannot be cleared with unknown dimensions.

Reason: AND-conjunction means PASS AND PASS AND PASS. An UNKNOWN is not PASS. The missing dimensions must be collected first before the gate can be evaluated.

The 3 failure modes of single-metric gates

1. Hidden-dimension regression

Example: Trading-Strategy-Backtest with Gate = WR ≥ 55%.

• Strategy A: WR 56%, AvgPnL +0.5%, Throughput 30% → PASS gate, but realized P&L marginal
• Strategy B: WR 50%, AvgPnL +3.0%, Throughput 50% → FAIL gate despite better economic substance

2. Sample-size-confounding

Example: ML-Model-Promotion-Gate = Accuracy ≥ 0.65.

• Model X: 65.2% accuracy on n=15 → PASS gate, but ±12pp confidence-interval
• Model Y: 62.0% accuracy on n=85 → FAIL gate, but ±5pp CI

Compound (Accuracy ≥ 0.62 AND n_eval_samples ≥ 50) prevents cherry-picking on small samples.

3. Cost-of-false-positive ignored

Example: A/B-Test-Gate = CTR_B > CTR_A.

• Variant B: CTR +0.3pp, but checkout-completion -5%
• A/B-Gate measures only CTR → ships B → revenue drops

When single-metric IS sufficient

• Latency-SLO: p99 ≤ X ms — the single metric IS the user-visible-concern
• Medical screening: sensitivity ≥ X% — false-negative-cost is the only cost in this stage
• Binary safety: zero-violations — single binary metric is the whole semantic

The compound-skill applies when the single-metric is a PROXY for an unstated joint-criterion.

Pattern: 3-Dimensional Compound-Gate

For any Trading-Backtest or ML-Strategy-Eval that produces a kept-trades subset:

Compound: Effectiveness ≥ X AND Economic ≥ Y AND Frequency ≥ Z.

Verdict-Format:

• All 3 PASS → GO-candidate
• All 3 FAIL → NO-GO
• Exactly 2 PASS → "Refine — failed because dimension X = value vs threshold Y"

Always emit per-dimension attribution, not just GO/NO-GO.

The Genesis-Case

Setup: your-app Phase Z.1, Spec-Q4-Gate = WR ≥ 55%.

Result: WR-Median 39.98% (FAIL), Throughput 29.70% (PASS), AvgPnL −4.99%.

Single-Metric verdict (WR-only): NO-GO. Reason: "WR too low." Implication: "Tune filters to push WR higher."

Compound-Gate verdict: NO-GO. Reason: "AvgPnL is negative — the filter DESTROYS winners. Pushing WR higher would worsen economic outcome further." Implication: "Stop iterating on thresholds; investigate WHY filters drop winners."

Two verdicts agree on REJECT but disagree on WHY. The attribution drives the right next-step.

Anti-patterns

• ❌ Adding 5+ dimensions — gates with many AND-conditions become impossible to clear. Max 3–4.
• ❌ Weighting dimensions (0.6×WR + 0.3×AvgPnL) — weighted-sum re-introduces hidden-regression. AND-conjunction is the discipline.
• ❌ No per-dimension attribution — "FAIL" without "because X = value vs threshold Y" loses diagnostic value.
• ❌ Cargo-culting genesis-case-thresholds (40/2/30) — those are empirically tied to trading-KO-strategies. Re-derive for your domain.

Background: TDD log (Bulletproofing log)

Cycle 1 (PASS)

• RED subagent (without skill): Recognized the sample-size problem at n=89 independently. Requested profit-factor, drawdown, slippage. Verdict: NO-GO. Reasoning correct, but structurally incomplete (no formal 3-class dimension, no AND-conjunction requirement).
• GREEN subagent (with skill): Explicitly applied all 3 compound dimensions. AvgPnL and Throughput missing → auto-NO-GO (DATA MISSING = not PASS). Emitted attribution with PASS/FAIL/DATA-MISSING per dimension. Recognized genesis-case analogy and wrote anti-pattern warning.
• Refactor: "Incomplete Data → Auto-NO-GO" section inserted as first block. Was missing in original.

Cycle-2 backlog (non-blocking)

1. Callable evaluation helper: evaluate_compound_gate(metric_dict, gates_dict) -> CompoundVerdict with per-dimension attribution
2. Threshold-derivation methodology for 3 domains (trading, ML promotion, A/B test)
3. 2-of-3-PASS pressure test (refine case — most interesting calibration boundary)