H8-06
ATR compression
Volatility contraction before resistance is a classic pre-breakout feature; V1 records it only as supporting evidence.
- Status
- ANALYZED · eligibility ELIGIBLE_IF_GATE_PASSES
- Exact measurement
- TRUE versus FALSE (UNKNOWN reported) and continuous ratio against close-above rate and MFE.
- Features / source versions
- atr_compression · V1_SUPPORT_STATE, V1_ATR_COMPRESSION_RATIO, M6_RESISTANCE_PATH, M5_SIGNAL_OUTCOME
- 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
- Compared groups
- TRUE vs FALSE
- Expected direction
- POSITIVE — TRUE has higher close-above rate and higher median MFE than FALSE; Spearman(ratio, close_above) negative.
- Falsification condition
- TRUE close-above rate <= FALSE, or TRUE median MFE <= FALSE, at H=10 or 20, or a sign reversal under any required diagnostic.
- Robustness requirements
- D-A, D-B, D-C, D-D, D-E
- Point in time
- EVALUABLE_AT_SIGNAL_CLOSE
- Promotion eligibility state
- ELIGIBLE_IF_GATE_PASSES
Possible V2 effects
- Hard condition
- Possible promotion from supporting to hard condition.
- Supporting evidence
- Retained as supporting evidence.
- WATCH behavior
- NONE
- BREAKOUT_CONFIRMATION
- NONE
Results
Primary population
N signals 1 · episodes 1 · symbols 1 · UNKNOWN 0
TRUE
N signals 1 · episodes 1 · symbols 1
- ever_closed_above (H10): 0/1 (0.0%)
| 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 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 3 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 5 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 10 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 20 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
FALSE
N signals 0 · episodes 0 · symbols 0
- ever_closed_above (H10): 0/0 (unavailable)
| 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 |
UNKNOWN
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 |
Correlations
| metric | x feature | y metric | n | status | sample status | pearson | spearman |
|---|---|---|---|---|---|---|---|
| atr_compression_ratio~close_above | atr_compression_ratio | close_above | 1 | UNAVAILABLE_INSUFFICIENT_SAMPLE | INSUFFICIENT_SAMPLE | Unavailable | Unavailable |
Promotion-gate eligibility
INELIGIBLE SAMPLE GATE
Mechanical eligibility only; never sets CANDIDATE_FOR_V2.
- insufficient_sample:TRUE
- insufficient_sample:FALSE
- insufficient_sample:TRUE
- insufficient_sample:FALSE
- insufficient_sample:TRUE
- insufficient_sample:FALSE
- insufficient_sample:TRUE
- insufficient_sample:FALSE
- insufficient_sample:TRUE
- insufficient_sample:FALSE
- insufficient_sample:TRUE
- insufficient_sample:FALSE
- insufficient_sample:TRUE
- insufficient_sample:FALSE
- insufficient_sample:TRUE
- insufficient_sample:FALSE
- insufficient_sample:atr_compression_ratio~close_above
Exact evidence / member IDs
{
"version": "M8_PROMOTION_GATE_V1",
"status": "INELIGIBLE_SAMPLE_GATE",
"reasons": [
"insufficient_sample:TRUE",
"insufficient_sample:FALSE",
"insufficient_sample:TRUE",
"insufficient_sample:FALSE",
"insufficient_sample:TRUE",
"insufficient_sample:FALSE",
"insufficient_sample:TRUE",
"insufficient_sample:FALSE",
"insufficient_sample:TRUE",
"insufficient_sample:FALSE",
"insufficient_sample:TRUE",
"insufficient_sample:FALSE",
"insufficient_sample:TRUE",
"insufficient_sample:FALSE",
"insufficient_sample:TRUE",
"insufficient_sample:FALSE",
"insufficient_sample:atr_compression_ratio~close_above"
],
"sample_gate_groups": [
[
"TRUE",
1,
1
],
[
"FALSE",
0,
0
],
[
"TRUE",
1,
1
],
[
"FALSE",
0,
0
],
[
"TRUE",
1,
1
],
[
"FALSE",
0,
0
],
[
"TRUE",
0,
0
],
[
"FALSE",
0,
0
],
[
"TRUE",
1,
1
],
[
"FALSE",
0,
0
],
[
"TRUE",
0,
0
],
[
"FALSE",
0,
0
],
[
"TRUE",
0,
0
],
[
"FALSE",
0,
0
],
[
"TRUE",
0,
0
],
[
"FALSE",
0,
0
]
],
"correlations_checked": [
[
"atr_compression_ratio~close_above",
1,
"INSUFFICIENT_SAMPLE"
]
],
"diagnostics_present": [
"D-A",
"D-B",
"D-C",
"D-D",
"D-E"
],
"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
TRUE
N signals 1 · episodes 1 · symbols 1
- ever_closed_above (H10): 0/1 (0.0%)
| 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 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 3 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 5 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 10 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 20 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
FALSE
N signals 0 · episodes 0 · symbols 0
- ever_closed_above (H10): 0/0 (unavailable)
| 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 |
UNKNOWN
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 |
Correlations
| metric | x feature | y metric | n | status | sample status | pearson | spearman |
|---|---|---|---|---|---|---|---|
| atr_compression_ratio~close_above | atr_compression_ratio | close_above | 1 | UNAVAILABLE_INSUFFICIENT_SAMPLE | INSUFFICIENT_SAMPLE | Unavailable | Unavailable |
D-B — symbol halves (development robustness split, not a holdout) — HALF_A
N signals 1 · episodes 1 · symbols 1 · UNKNOWN 0
TRUE
N signals 1 · episodes 1 · symbols 1
- ever_closed_above (H10): 0/1 (0.0%)
| 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 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 3 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 5 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 10 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 20 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
FALSE
N signals 0 · episodes 0 · symbols 0
- ever_closed_above (H10): 0/0 (unavailable)
| 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 |
UNKNOWN
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 |
Correlations
| metric | x feature | y metric | n | status | sample status | pearson | spearman |
|---|---|---|---|---|---|---|---|
| atr_compression_ratio~close_above | atr_compression_ratio | close_above | 1 | UNAVAILABLE_INSUFFICIENT_SAMPLE | INSUFFICIENT_SAMPLE | Unavailable | Unavailable |
D-B — symbol halves (development robustness split, not a holdout) — HALF_B
N signals 0 · episodes 0 · symbols 0 · UNKNOWN 0
TRUE
N signals 0 · episodes 0 · symbols 0
- ever_closed_above (H10): 0/0 (unavailable)
| 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 |
FALSE
N signals 0 · episodes 0 · symbols 0
- ever_closed_above (H10): 0/0 (unavailable)
| 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 |
UNKNOWN
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 |
Correlations
| metric | x feature | y metric | n | status | sample status | pearson | spearman |
|---|---|---|---|---|---|---|---|
| atr_compression_ratio~close_above | atr_compression_ratio | close_above | 0 | UNAVAILABLE_INSUFFICIENT_SAMPLE | INSUFFICIENT_SAMPLE | Unavailable | Unavailable |
D-C — temporal halves — FIRST_HALF
N signals 1 · episodes 1 · symbols 1 · UNKNOWN 0
TRUE
N signals 1 · episodes 1 · symbols 1
- ever_closed_above (H10): 0/1 (0.0%)
| 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 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 3 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 5 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 10 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 20 | 1 | 1 | 0 | Exact evidence / member IDs[] | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
FALSE
N signals 0 · episodes 0 · symbols 0
- ever_closed_above (H10): 0/0 (unavailable)
| 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 |
UNKNOWN
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 |
Correlations
| metric | x feature | y metric | n | status | sample status | pearson | spearman |
|---|---|---|---|---|---|---|---|
| atr_compression_ratio~close_above | atr_compression_ratio | close_above | 1 | UNAVAILABLE_INSUFFICIENT_SAMPLE | INSUFFICIENT_SAMPLE | Unavailable | Unavailable |
D-C — temporal halves — SECOND_HALF
N signals 0 · episodes 0 · symbols 0 · UNKNOWN 0
TRUE
N signals 0 · episodes 0 · symbols 0
- ever_closed_above (H10): 0/0 (unavailable)
| 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 |
FALSE
N signals 0 · episodes 0 · symbols 0
- ever_closed_above (H10): 0/0 (unavailable)
| 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 |
UNKNOWN
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 |
Correlations
| metric | x feature | y metric | n | status | sample status | pearson | spearman |
|---|---|---|---|---|---|---|---|
| atr_compression_ratio~close_above | atr_compression_ratio | close_above | 0 | UNAVAILABLE_INSUFFICIENT_SAMPLE | INSUFFICIENT_SAMPLE | Unavailable | Unavailable |
D-D — concentration exclusion — EXCLUDE_TOP5_SYMBOLS
N signals 0 · episodes 0 · symbols 0 · UNKNOWN 0
TRUE
N signals 0 · episodes 0 · symbols 0
- ever_closed_above (H10): 0/0 (unavailable)
| 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 |
FALSE
N signals 0 · episodes 0 · symbols 0
- ever_closed_above (H10): 0/0 (unavailable)
| 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 |
UNKNOWN
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 |
Correlations
| metric | x feature | y metric | n | status | sample status | pearson | spearman |
|---|---|---|---|---|---|---|---|
| atr_compression_ratio~close_above | atr_compression_ratio | close_above | 0 | UNAVAILABLE_INSUFFICIENT_SAMPLE | INSUFFICIENT_SAMPLE | Unavailable | Unavailable |
D-D — concentration exclusion — EXCLUDE_TOP3_MONTHS
N signals 0 · episodes 0 · symbols 0 · UNKNOWN 0
TRUE
N signals 0 · episodes 0 · symbols 0
- ever_closed_above (H10): 0/0 (unavailable)
| 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 |
FALSE
N signals 0 · episodes 0 · symbols 0
- ever_closed_above (H10): 0/0 (unavailable)
| 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 |
UNKNOWN
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 |
Correlations
| metric | x feature | y metric | n | status | sample status | pearson | spearman |
|---|---|---|---|---|---|---|---|
| atr_compression_ratio~close_above | atr_compression_ratio | close_above | 0 | UNAVAILABLE_INSUFFICIENT_SAMPLE | INSUFFICIENT_SAMPLE | Unavailable | Unavailable |
D-E — ORIGINAL_DEVELOPMENT alone — ORIGINAL_DEVELOPMENT
N signals 0 · episodes 0 · symbols 0 · UNKNOWN 0
TRUE
N signals 0 · episodes 0 · symbols 0
- ever_closed_above (H10): 0/0 (unavailable)
| 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 |
FALSE
N signals 0 · episodes 0 · symbols 0
- ever_closed_above (H10): 0/0 (unavailable)
| 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 |
UNKNOWN
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 |
Correlations
| metric | x feature | y metric | n | status | sample status | pearson | spearman |
|---|---|---|---|---|---|---|---|
| atr_compression_ratio~close_above | atr_compression_ratio | close_above | 0 | UNAVAILABLE_INSUFFICIENT_SAMPLE | INSUFFICIENT_SAMPLE | Unavailable | Unavailable |
Exact evidence / member IDs
{
"artifact_version": "M8_ARTIFACT_V1",
"hypothesis_id": "H8-06",
"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": "H8-06",
"view": "EXPANSION_RESEARCH",
"unit": "EPISODE_FIRST_SIGNAL",
"gate_role_eligible": true,
"primary": {
"n_signals": 1,
"n_episodes": 1,
"n_symbols": 1,
"unknown_n": 0,
"groups": [
{
"group": "TRUE",
"n_signals": 1,
"n_episodes": 1,
"n_symbols": 1,
"outcomes": [
{
"horizon": 1,
"total": 1,
"complete": 1,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 1,
"positive_rate": 0,
"mean_return": 0,
"q25_return": 0,
"median_return": 0,
"q75_return": 0,
"mean_mfe": 0,
"median_mfe": 0,
"mean_mae": 0,
"median_mae": 0,
"member_ids": [
"XYZA:2025-01-16:0"
]
},
{
"horizon": 3,
"total": 1,
"complete": 1,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 1,
"positive_rate": 0,
"mean_return": 0,
"q25_return": 0,
"median_return": 0,
"q75_return": 0,
"mean_mfe": 0,
"median_mfe": 0,
"mean_mae": 0,
"median_mae": 0,
"member_ids": [
"XYZA:2025-01-16:0"
]
},
{
"horizon": 5,
"total": 1,
"complete": 1,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 1,
"positive_rate": 0,
"mean_return": 0,
"q25_return": 0,
"median_return": 0,
"q75_return": 0,
"mean_mfe": 0,
"median_mfe": 0,
"mean_mae": 0,
"median_mae": 0,
"member_ids": [
"XYZA:2025-01-16:0"
]
},
{
"horizon": 10,
"total": 1,
"complete": 1,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 1,
"positive_rate": 0,
"mean_return": 0,
"q25_return": 0,
"median_return": 0,
"q75_return": 0,
"mean_mfe": 0,
"median_mfe": 0,
"mean_mae": 0,
"median_mae": 0,
"member_ids": [
"XYZA:2025-01-16:0"
]
},
{
"horizon": 20,
"total": 1,
"complete": 1,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 1,
"positive_rate": 0,
"mean_return": 0,
"q25_return": 0,
"median_return": 0,
"q75_return": 0,
"mean_mfe": 0,
"median_mfe": 0,
"mean_mae": 0,
"median_mae": 0,
"member_ids": [
"XYZA:2025-01-16:0"
]
}
],
"rates": [
{
"metric": "ever_closed_above",
"horizon": 10,
"numerator": 0,
"denominator": 1,
"rate": 0
}
]
},
{
"group": "FALSE",
"n_signals": 0,
"n_episodes": 0,
"n_symbols": 0,
"outcomes": [
{
"horizon": 1,
"total": 0,
"complete": 0,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 0,
"positive_rate": null,
"mean_return": null,
"q25_return": null,
"median_return": null,
"q75_return": null,
"mean_mfe": null,
"median_mfe": null,
"mean_mae": null,
"median_mae": null,
"member_ids": []
},
{
"horizon": 3,
"total": 0,
"complete": 0,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 0,
"positive_rate": null,
"mean_return": null,
"q25_return": null,
"median_return": null,
"q75_return": null,
"mean_mfe": null,
"median_mfe": null,
"mean_mae": null,
"median_mae": null,
"member_ids": []
},
{
"horizon": 5,
"total": 0,
"complete": 0,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 0,
"positive_rate": null,
"mean_return": null,
"q25_return": null,
"median_return": null,
"q75_return": null,
"mean_mfe": null,
"median_mfe": null,
"mean_mae": null,
"median_mae": null,
"member_ids": []
},
{
"horizon": 10,
"total": 0,
"complete": 0,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 0,
"positive_rate": null,
"mean_return": null,
"q25_return": null,
"median_return": null,
"q75_return": null,
"mean_mfe": null,
"median_mfe": null,
"mean_mae": null,
"median_mae": null,
"member_ids": []
},
{
"horizon": 20,
"total": 0,
"complete": 0,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 0,
"positive_rate": null,
"mean_return": null,
"q25_return": null,
"median_return": null,
"q75_return": null,
"mean_mfe": null,
"median_mfe": null,
"mean_mae": null,
"median_mae": null,
"member_ids": []
}
],
"rates": [
{
"metric": "ever_closed_above",
"horizon": 10,
"numerator": 0,
"denominator": 0,
"rate": null
}
]
},
{
"group": "UNKNOWN",
"n_signals": 0,
"n_episodes": 0,
"n_symbols": 0,
"outcomes": [
{
"horizon": 1,
"total": 0,
"complete": 0,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 0,
"positive_rate": null,
"mean_return": null,
"q25_return": null,
"median_return": null,
"q75_return": null,
"mean_mfe": null,
"median_mfe": null,
"mean_mae": null,
"median_mae": null,
"member_ids": []
},
{
"horizon": 3,
"total": 0,
"complete": 0,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 0,
"positive_rate": null,
"mean_return": null,
"q25_return": null,
"median_return": null,
"q75_return": null,
"mean_mfe": null,
"median_mfe": null,
"mean_mae": null,
"median_mae": null,
"member_ids": []
},
{
"horizon": 5,
"total": 0,
"complete": 0,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 0,
"positive_rate": null,
"mean_return": null,
"q25_return": null,
"median_return": null,
"q75_return": null,
"mean_mfe": null,
"median_mfe": null,
"mean_mae": null,
"median_mae": null,
"member_ids": []
},
{
"horizon": 10,
"total": 0,
"complete": 0,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 0,
"positive_rate": null,
"mean_return": null,
"q25_return": null,
"median_return": null,
"q75_return": null,
"mean_mfe": null,
"median_mfe": null,
"mean_mae": null,
"median_mae": null,
"member_ids": []
},
{
"horizon": 20,
"total": 0,
"complete": 0,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 0,
"positive_rate": null,
"mean_return": null,
"q25_return": null,
"median_return": null,
"q75_return": null,
"mean_mfe": null,
"median_mfe": null,
"mean_mae": null,
"median_mae": null,
"member_ids": []
}
],
"rates": []
}
],
"correlations": [
{
"metric": "atr_compression_ratio~close_above",
"x_feature": "atr_compression_ratio",
"y_metric": "close_above",
"n": 1,
"status": "UNAVAILABLE_INSUFFICIENT_SAMPLE",
"sample_status": "INSUFFICIENT_SAMPLE",
"pearson": null,
"spearman": null
}
]
},
"diagnostics": [
{
"diagnostic_id": "D-A",
"label": "ALL_SIGNALS",
"result": {
"n_signals": 1,
"n_episodes": 1,
"n_symbols": 1,
"unknown_n": 0,
"groups": [
{
"group": "TRUE",
"n_signals": 1,
"n_episodes": 1,
"n_symbols": 1,
"outcomes": [
{
"horizon": 1,
"total": 1,
"complete": 1,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 1,
"positive_rate": 0,
"mean_return": 0,
"q25_return": 0,
"median_return": 0,
"q75_return": 0,
"mean_mfe": 0,
"median_mfe": 0,
"mean_mae": 0,
"median_mae": 0,
"member_ids": [
"XYZA:2025-01-16:0"
]
},
{
"horizon": 3,
"total": 1,
"complete": 1,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 1,
"positive_rate": 0,
"mean_return": 0,
"q25_return": 0,
"median_return": 0,
"q75_return": 0,
"mean_mfe": 0,
"median_mfe": 0,
"mean_mae": 0,
"median_mae": 0,
"member_ids": [
"XYZA:2025-01-16:0"
]
},
{
"horizon": 5,
"total": 1,
"complete": 1,
"incomplete": 0,
"exclusions": [],
"positive": 0,
"positive_denominator": 1,
"positive_rate": 0,
"mean_return": 0,
"q25_return": 0,
"median_return": 0,
"q75_return": 0,
"mean_mfe": 0,
"median_mfe": 0,
"mean_mae": 0,
"median_mae": 0,
"member_ids": [
"XYZA:2025-01-16:0"
]
},
{
"horizon": 10,
"total": 1,
"complete": 1,
"incomplete": 0,
"exclusions": [],
"positive": 0,
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