From docs/research/orderflow_notes.md — the order-flow shelf distillation.
H1 (5-book convergence): exit on first post-fill 1-min close back below the
trigger within 5 bars — the transitory-impact/recross signature — else the
standing exit stack. H2 (4-book): keep-or-zero on pre-trigger volume-weighted
bar-sign persistence (<0.30 over 15 bars = choppy one-shot burst, zeroed);
strictly-before-entry window, fail-open on thin history. Both pre-registered
at the house bar (+0.05R, n>=300, standard fidelity); nightly adjudication
decides. 7 tests.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
