claude ee1c15885b research: Arc 4 — breadth and beta controls; momentum candidate on FRA40
Runs the two surviving threads (H1 breakout, vol-normalized H1 momentum)
across the 21-instrument gapless universe under the wide-stop regimes,
beside an always-long beta control on the same matrix. The breakout dies
everywhere (beta on trending assets, significantly negative on FX);
momentum shows a one-sided positive cross-sectional tail with five
double-regime flags, of which FRA40 (both regimes) and NatGas (k6) beat
the no-signal baseline outright — the only control-beating cells of the
whole program. Includes the engine performance envelope (single run 2.97 s
vs Arc-0 ~3 s; 11-13 s/cell; executor fan-out findings refs
Brummel/Aura#268, data-gap abort refs Brummel/Aura#264).
2026-07-13 18:36:57 +02:00
2026-07-13 15:07:12 +02:00
2026-07-13 15:07:12 +02:00
2026-07-13 15:07:12 +02:00
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