research: Arc 3 — six data-only signal families, designed engine-blind

Six confirm/refute families (vol-normalized momentum, mean-reversion z-fade, vol-regime-gated breakout, H4 EMA trend, H4 breakout port, channel-position fade) authored by engine-blind agents from a distilled reference card plus the CLI validation loop, adversarially design-reviewed, then run over 4 instruments x 3 stop regimes. Five honest nulls; one candidate (vol-normalized momentum on US500, WF-OOS P<=0.05 in all three regimes) forwarded to the Arc 4 breadth test.
2026-07-13 18:07:26 +02:00
parent 36bbe76114
commit de92b4283d
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+{
+  "format_version": 1,
+  "kind": "campaign",
+  "name": "arc3-bo-h4-trend",
+  "description": "Arc 3 family bo-h4-trend: Porting the Arc-1 donchian-breakout + EMA(12)/EMA(48) trend-gate pair verbatim from H1 (Resample 60) to H4 (Resample 240) will stabilize the instrument-dependent R-distribution reshaping observed in Arc 1: on coarser 4-hour bars the same channel-breakout-with-trend-confirmation signal should produce a more consistent bias sign and a more uniform per-instrument expectancy across GER40/US500/EURUSD/",
+  "seed": 0,
+  "data": {
+    "instruments": [
+      "GER40",
+      "US500",
+      "EURUSD",
+      "XAUUSD"
+    ],
+    "windows": [
+      {
+        "from_ms": 1514764800000,
+        "to_ms": 1782863999999
+      }
+    ]
+  },
+  "risk": [
+    {
+      "vol": {
+        "length": 3,
+        "k": 2.0
+      }
+    },
+    {
+      "vol": {
+        "length": 60,
+        "k": 6.0
+      }
+    },
+    {
+      "vol": {
+        "length": 60,
+        "k": 12.0
+      }
+    }
+  ],
+  "cost": [
+    {
+      "vol_slippage": {
+        "slip_vol_mult": 0.1
+      }
+    }
+  ],
+  "strategies": [
+    {
+      "ref": {
+        "content_id": "52da5de2d914061bf90a5e3f21caedbe85a4fb84e8056a4e61b535ed7ceb78c3"
+      },
+      "axes": {
+        "channel_hi.length": {
+          "kind": "I64",
+          "values": [
+            12,
+            24,
+            48
+          ]
+        },
+        "channel_lo.length": {
+          "kind": "I64",
+          "values": [
+            12,
+            24,
+            48
+          ]
+        }
+      }
+    }
+  ],
+  "process": {
+    "ref": {
+      "content_id": "41863fcae9300b334056c6f2a899e8c2672ecb29387d294e9a6e58f159ef51b4"
+    }
+  },
+  "presentation": {
+    "persist_taps": [],
+    "emit": [
+      "selection_report"
+    ]
+  }
+}