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
581 B
JSON
10 lines
581 B
JSON
{
|
|
"id": "probe_add_v1",
|
|
"hypothesis": "Entering half-size at the fill and adding the other half only on a confirmed new high above the trigger bar (within 10 min) improves blended R over full-size-at-fill.",
|
|
"population": {"min_entry_gap_pct": 0.10, "min_day_volume": 300000, "price_min": 2.0, "price_max": 20.0},
|
|
"intervention": {"kind": "probe_add", "probe_frac": 0.5, "confirm_minutes": 10},
|
|
"bars": {"expR_delta_min": 0.05, "min_n": 300},
|
|
"futility": {"min_n": 500, "expR_delta_max": -0.02},
|
|
"fidelity": {"atr_frac": 0.25, "spread_mult": 3, "adverse_ticks": 1}
|
|
}
|