H8-04
Failed breakout after confirmation (explanatory)
A close back below R after confirmation may mark failed breakouts that a future invalidation or retest rule must handle.
- Status
- ANALYZED · eligibility INELIGIBLE_LOOKAHEAD
- Exact measurement
- Among CONFIRMED units (W=10), CONFIRMATION_ANCHOR gross return and MAE by CA_LEVEL_HELD TRUE versus FALSE over the same H; M6 crossed_then_closed_back_below reported alongside.
- Features / source versions
- ca_level_held · CA_CONFIRMATION_EVENT, CA_LEVEL_HELD, CA_OUTCOME, M6_RESISTANCE_PATH
- Population
- ORIGINAL_DEVELOPMENT, EXPANSION_RESEARCH, COMBINED_NON_SEALED · unit EPISODE_FIRST_SIGNAL
- Exclusions
- SEALED_VALIDATION symbols are never read (fail closed).
- SPY/QQQ benchmarks are inputs, never candidates.
- NO_SETUP and INSUFFICIENT_DATA evaluations have no outcomes.
- Non-COMPLETE outcomes/paths supply no values but stay in denominators with reasons.
- UNKNOWN supporting states are excluded from known-only comparisons and reported.
- Horizons
- 5, 10, 20, 1, 3 · WATCH windows 10, 5, 20
- Compared groups
- CA_LEVEL_HELD_TRUE vs CA_LEVEL_HELD_FALSE
- Expected direction
- POSITIVE — Held units have higher median gross return and less negative MAE.
- Falsification condition
- Held median gross return <= failed median gross return at H=10 or 20.
- Robustness requirements
- D-A, D-B, D-C, D-D, D-E
- Point in time
- LOOKAHEAD_CONDITIONED_EXPLANATORY_ONLY
- Promotion eligibility state
- INELIGIBLE_LOOKAHEAD
Possible V2 effects
- Hard condition
- NONE
- Supporting evidence
- NONE
- WATCH behavior
- Informs a possible WATCH/confirmation invalidation state.
- BREAKOUT_CONFIRMATION
- Informs RETEST/CONTINUATION research in M9.
Results
Primary population
N signals 1 · episodes 1 · symbols 1 · UNKNOWN 0
CA_LEVEL_HELD_TRUE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
CA_LEVEL_HELD_FALSE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
Promotion-gate eligibility
INELIGIBLE LOOKAHEAD
Mechanical eligibility only; never sets CANDIDATE_FOR_V2.
- point_in_time_evaluable_required
Exact evidence / member IDs
{
"version": "M8_PROMOTION_GATE_V1",
"status": "INELIGIBLE_LOOKAHEAD",
"reasons": [
"point_in_time_evaluable_required"
],
"sample_gate_groups": [],
"correlations_checked": [],
"diagnostics_present": [],
"note": "Mechanical eligibility only; never sets CANDIDATE_FOR_V2."
}Robustness diagnostics
D-A — unit of analysis (all signals) — ALL_SIGNALS
N signals 1 · episodes 1 · symbols 1 · UNKNOWN 0
CA_LEVEL_HELD_TRUE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
CA_LEVEL_HELD_FALSE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
D-B — symbol halves (development robustness split, not a holdout) — HALF_A
N signals 1 · episodes 1 · symbols 1 · UNKNOWN 0
CA_LEVEL_HELD_TRUE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
CA_LEVEL_HELD_FALSE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
D-B — symbol halves (development robustness split, not a holdout) — HALF_B
N signals 0 · episodes 0 · symbols 0 · UNKNOWN 0
CA_LEVEL_HELD_TRUE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
CA_LEVEL_HELD_FALSE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
D-C — temporal halves — FIRST_HALF
N signals 1 · episodes 1 · symbols 1 · UNKNOWN 0
CA_LEVEL_HELD_TRUE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
CA_LEVEL_HELD_FALSE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
D-C — temporal halves — SECOND_HALF
N signals 0 · episodes 0 · symbols 0 · UNKNOWN 0
CA_LEVEL_HELD_TRUE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
CA_LEVEL_HELD_FALSE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
D-D — concentration exclusion — EXCLUDE_TOP5_SYMBOLS
N signals 0 · episodes 0 · symbols 0 · UNKNOWN 0
CA_LEVEL_HELD_TRUE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
CA_LEVEL_HELD_FALSE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
D-D — concentration exclusion — EXCLUDE_TOP3_MONTHS
N signals 0 · episodes 0 · symbols 0 · UNKNOWN 0
CA_LEVEL_HELD_TRUE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
CA_LEVEL_HELD_FALSE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
D-E — ORIGINAL_DEVELOPMENT alone — ORIGINAL_DEVELOPMENT
N signals 0 · episodes 0 · symbols 0 · UNKNOWN 0
CA_LEVEL_HELD_TRUE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
CA_LEVEL_HELD_FALSE
N signals 0 · episodes 0 · symbols 0
| horizon | total | complete | incomplete | exclusions | positive | positive denominator | positive rate | mean return | q25 return | median return | q75 return | mean mfe | median mfe | mean mae | median mae |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 3 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 5 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 10 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
| 20 | 0 | 0 | 0 | Exact evidence / member IDs[] | 0 | 0 | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable | Unavailable |
Exact evidence / member IDs
{
"artifact_version": "M8_ARTIFACT_V1",
"hypothesis_id": "H8-04",
"registry_version": "M8_HYPOTHESIS_REGISTRY_V1",
"registry_sha256": "1ec4184d35936d6b761bc08b5efe541bf802266c941c4a88d5c081c40fd8bfd6",
"calculation_versions": {
"registry_version": "M8_HYPOTHESIS_REGISTRY_V1",
"registry_sha256": "1ec4184d35936d6b761bc08b5efe541bf802266c941c4a88d5c081c40fd8bfd6",
"watch_path_version": "WATCH_PATH_V1",
"confirmation_anchor_version": "CONFIRMATION_ANCHOR_V1",
"symbol_half_version": "M8_SYMBOL_HALF_V1",
"temporal_half_version": "M8_TEMPORAL_HALF_V1",
"bins_version": "M8_BINS_V1",
"diagnostics_version": "M8_DIAGNOSTICS_V1",
"promotion_gate_version": "M8_PROMOTION_GATE_V1",
"m6_engine_version": "M6_RESEARCH_V1",
"m6_path_version": "FROZEN_RESISTANCE_PATH_V1",
"episode_version": "CONSECUTIVE_EXCHANGE_SESSIONS_V1",
"statistics_version": "LINEAR_N_MINUS_ONE_QUANTILES_V1",
"correlation_version": "PEARSON_AVERAGE_RANK_SPEARMAN_N5_LOW10_V1",
"rule_version": "PRE_BREAKOUT_V1"
},
"source": {
"replay_run_id": "FIXTURE_RUN",
"view": "EXPANSION_RESEARCH",
"partitions_included": [
"EXPANSION_RESEARCH"
],
"signal_count": 1,
"episode_count": 1,
"symbol_count": 1
},
"data_origin": "FIXTURE_SYNTHETIC",
"sealed_symbols_read": 0,
"provenance": [
"fixture_symbol:XYZA",
"cli:generate-fixture-artifacts"
],
"limitation": "Descriptive research on previously exposed RECONSTRUCTED development data; STATIC_SNAPSHOT survivorship/selection bias; Massive provider daily aggregate OHLC, NOT regular-session-only execution prices; dependent observations; holdout cutoff UNSET; no significance claims.",
"limitation_labels": [
"STATIC_SNAPSHOT_SURVIVORSHIP_SELECTION_BIAS",
"RECONSTRUCTED_NOT_AS_TRADED",
"MASSIVE_PROVIDER_DAILY_AGGREGATE_NOT_REGULAR_SESSION_ONLY_EXECUTION_PRICES",
"PREVIOUSLY_EXPOSED_DATA_NO_TEMPORAL_HOLDOUT_CLAIM",
"HOLDOUT_CUTOFF_UNSET",
"DEPENDENT_OBSERVATIONS_NO_SIGNIFICANCE_CLAIMS"
],
"analysis": {
"hypothesis_id": "H8-04",
"view": "EXPANSION_RESEARCH",
"unit": "EPISODE_FIRST_SIGNAL",
"gate_role_eligible": false,
"primary": {
"n_signals": 1,
"n_episodes": 1,
"n_symbols": 1,
"unknown_n": 0,
"groups": [
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