momentum devandClaude Fable 5 bdeb2ec4b4 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>

2026-07-18 18:00:07 -05:00

..

asym_exit_v1.json

experiment-os: first-cohort registrations (5 experiments) (+test)

2026-07-13 23:48:58 -04:00

depth_overhang_broad_v1.json

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

2026-07-18 18:00:07 -05:00

depth_overhang_v1.json

experiments: depth_overhang_v1 — L2 order-book overhang gate (first signal to clear the bar+null)

2026-07-18 11:32:06 -05:00

dilution_veto_v1.json

dilution(016): unbreak nightly EDGAR refresh + pre-register filing-veto experiment

2026-07-17 09:54:49 -05:00

exit_pm1_fattail.json

experiment-os: generic exit-config intervention + v1/pm1 exit experiments

2026-07-14 22:24:18 -04:00

exit_prior_low_v1.json

experiment-os: generic exit-config intervention + v1/pm1 exit experiments

2026-07-14 22:24:18 -04:00

orderflow_h1_erasure_v1.json

experiments: register orderflow H1 (trigger-erasure exit) + H2 (flow-persistence gate)

2026-07-17 18:24:22 -05:00

orderflow_h2_persistence_v1.json

experiments: register orderflow H1 (trigger-erasure exit) + H2 (flow-persistence gate)

2026-07-17 18:24:22 -05:00

orderflow_h3_spread_v1.json

experiments: register orderflow H3 (spread-expansion gate) + H4 (volume-spike gate)

2026-07-17 18:32:10 -05:00

orderflow_h4_spike_v1.json

experiments: register orderflow H3 (spread-expansion gate) + H4 (volume-spike gate)

2026-07-17 18:32:10 -05:00

orderflow_h6_ofi_v1.json

adjudicator: random-gate null for keep-or-zero PASSes + register orderflow H6 (quote-size book imbalance)

2026-07-17 19:50:05 -05:00

pm1_v1.json

experiment-os: first-cohort registrations (5 experiments) (+test)

2026-07-13 23:48:58 -04:00

probe_add_v1.json

experiment-os: first-cohort registrations (5 experiments) (+test)

2026-07-13 23:48:58 -04:00

rank_one_bullet_v1.json

experiment-os: first-cohort registrations (5 experiments) (+test)

2026-07-13 23:48:58 -04:00

regime_meta_v1.json

Plan 011 (build+test only): regime gate — session-level ORB metalabel

2026-07-15 13:47:53 -04:00

regime_threshold_v1.json

Plan 011 (build+test only): regime gate — session-level ORB metalabel

2026-07-15 13:47:53 -04:00

time_stop_10m_v1.json

experiment-os: first-cohort registrations (5 experiments) (+test)

2026-07-13 23:48:58 -04:00

volume_fade_exit_v1.json

experiment-os: volume-fade exit experiment + fix fire reconstruction (0-fires bug)

2026-07-14 14:36:16 -04:00