plans(017): VERDICT — L2 depth is real but too weak; FAIL under real exit + random-gate null

Definitive test, n=2191 real deployed exit: ask-overhang separates +0.083R
(high -0.676 vs low -0.759, direction held sniff->scale = genuinely real) but
fails the random-gate null — it shrinks losses, never creates profit. Live
gap>=10% band n=13/74 = no signal. Same shape as regime gate on a negative-EV
base. 13 conversion levers + regime + depth tested, zero make it positive.
Real-money rec: NO. Depth edge argues for a broader-population redesign as
future research, not a live fix.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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momentum devandClaude Fable 5 committed 2026-07-18 18:00:07 -05:00
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{
"id": "depth_overhang_broad_v1",
"hypothesis": "Statistically-powered version of depth_overhang_v1 over the BROAD $2-20 v1 ORB population (drops the gap>=10% live-band filter to reach n). Same overhang gate (keep>=0.034) under the REAL deployed asymmetric exit. This is the powered number; depth_overhang_v1 (gap>=10%) is the smaller live-population directional check.",
"population": {"min_entry_gap_pct": 0.0, "min_day_volume": 0, "price_min": 2.0, "price_max": 20.0},
"intervention": {"kind": "depth_overhang_gate", "min_overhang": 0.034},
"bars": {"expR_delta_min": 0.05, "min_n": 300},
"fidelity": {"atr_frac": 0.25, "spread_mult": 3, "adverse_ticks": 1}
}