momentum devandClaude Fable 5
bdeb2ec4b4
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>
9 lines
676 B
JSON
9 lines
676 B
JSON
{
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"id": "depth_overhang_broad_v1",
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"hypothesis": "Statistically-powered version of depth_overhang_v1 over the BROAD $2-20 v1 ORB population (drops the gap>=10% live-band filter to reach n). Same overhang gate (keep>=0.034) under the REAL deployed asymmetric exit. This is the powered number; depth_overhang_v1 (gap>=10%) is the smaller live-population directional check.",
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"population": {"min_entry_gap_pct": 0.0, "min_day_volume": 0, "price_min": 2.0, "price_max": 20.0},
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"intervention": {"kind": "depth_overhang_gate", "min_overhang": 0.034},
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"bars": {"expR_delta_min": 0.05, "min_n": 300},
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"fidelity": {"atr_frac": 0.25, "spread_mult": 3, "adverse_ticks": 1}
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}
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