momentum devandClaude Fable 5
70c9e3715b
Plan 006 step 4. experiments/*.json for time_stop_10m_v1, probe_add_v1,
asym_exit_v1, rank_one_bullet_v1, pm1_v1 — bars verbatim from the plan table,
production population, fidelity floors {0.25, 3, 1} from the research doc. Also
hardened evaluate(): n==0 and any uncomputable bar metric -> INCONCLUSIVE (not a
false FAIL). Cohort registers + survives run->adjudicate end-to-end. 25 tests green.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
10 lines
571 B
JSON
10 lines
571 B
JSON
{
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"id": "time_stop_10m_v1",
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"hypothesis": "A 10-minute time-stop that scratches unconfirmed entries (no new post-entry high and < +0.5R) beats letting them run to the full opening-range stop.",
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"population": {"min_entry_gap_pct": 0.10, "min_day_volume": 300000, "price_min": 2.0, "price_max": 20.0},
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"intervention": {"kind": "time_stop", "minutes": 10, "confirm": "new_high_or_0.5R"},
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"bars": {"expR_delta_min": 0.05, "min_n": 300},
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"futility": {"min_n": 500, "expR_delta_max": -0.02},
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"fidelity": {"atr_frac": 0.25, "spread_mult": 3, "adverse_ticks": 1}
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}
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