{ "id": "depth_overhang_v1", "hypothesis": "L2 order-book overhang (plan 017): resting ask size within 1% ABOVE the ORB break, normalized to bid depth, from Databento depth. Sniff+reweighted analysis (n=602, 21 sessions) cleared the bar AND the random-gate null: keep fires with overhang>=0.034, zero the rest, lifts win rate 23%->28%. Counter-intuitive direction (more overhang above = MORE likely to win = absorption/fuel). This runs it under the REAL deployed asymmetric exit (simulate_exit, winners trail to +3R) which should exceed the conservative +1/-1 estimate. Coverage: only the 602 depth-backfilled fires have data; the rest SKIP (variant None, excluded from n). Random-gate null applies.", "population": {"min_entry_gap_pct": 0.10, "min_day_volume": 300000, "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} }