Brummel fceba077ab audit(0072): cycle close — mean-reversion candidate refuted; drop ephemera ...

The EWMA Bollinger-band mean-reversion fade is refuted: no cross-index
generalization (FRA40 leans positive, GER40 negative — two correlated indices
disagreeing in sign), no OOS-significant cell on either index, and its lone
IS-significant cell is consistent with multiple-testing noise (full verdict on
#137). The machinery (--strategy stage1-meanrev, the composed EWMA Bollinger
band, zero new nodes) is permanent and kept; only the per-cycle spec/plan are
dropped per the ephemeral-artifact lifecycle convention.

refs #137

2026-06-25 14:32:49 +02:00

crates

feat(0072): stage1 mean-reversion candidate — EWMA Bollinger fade (#137)

2026-06-25 14:27:30 +02:00

docs

audit(0072): cycle close — mean-reversion candidate refuted; drop ephemera

2026-06-25 14:32:49 +02:00

fieldtests

fieldtest: milestone runway — real-data seam, 4 examples, 6 findings (gate green)

2026-06-18 21:13:56 +02:00

.gitignore

chore: track docs/specs and docs/plans again — retire via git rm at cycle close

2026-06-18 11:59:53 +02:00

Cargo.lock

refactor(composites): extract Stage-1 composite-builders into their own crate

2026-06-24 13:44:44 +02:00

Cargo.toml

refactor(composites): extract Stage-1 composite-builders into their own crate

2026-06-24 13:44:44 +02:00

CLAUDE.md

design(c10): reframe to a bias stream + R-unit signal quality

2026-06-23 13:14:31 +02:00

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