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momentum-system/experiments
momentum devandClaude Fable 5 849bd476f9 adjudicator: random-gate null for keep-or-zero PASSes + register orderflow H6 (quote-size book imbalance)
Null (the H2 lesson): zeroing share f of a negative baseline mechanically
yields expR_delta = f*|mean baseline|; a PASS on expR_delta_min now also
requires expR_delta_vs_null >= the same margin whenever zeroed_share >= 5%.
Exposure-shrinking can no longer masquerade as selection; non-gate
experiments unaffected. Honest disclosure: regime_meta_v1's FIRE-weighted
pass would not clear this bar either — its standing rests on the session-
level walk-forward OOS evidence, which no random gate reproduces.

H6: CKS order-flow-imbalance from quote_snapshots bid/ask SIZES —
size-weighted book imbalance over the 10-min pre-trigger window, zero
ask-tilted books; skip-on-no-coverage; judged under the null from day one.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-17 19:50:05 -05:00
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