claude
de92b4283d
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.
2 lines
1.6 KiB
JSON
2 lines
1.6 KiB
JSON
{"format_version":1,"blueprint":{"name":"meanrev_z_h1","nodes":[{"primitive":{"type":"Resample","name":"h1","bound":[{"pos":0,"name":"period_minutes","kind":"I64","value":{"I64":60}}]}},{"primitive":{"type":"SMA","name":"mean"}},{"primitive":{"type":"Mul","name":"sq"}},{"primitive":{"type":"SMA","name":"mean_sq"}},{"primitive":{"type":"Mul","name":"mean_sq2"}},{"primitive":{"type":"Sub","name":"var"}},{"primitive":{"type":"Sqrt","name":"std"}},{"primitive":{"type":"Sub","name":"dev_fade"}},{"primitive":{"type":"Div","name":"zfade"}},{"primitive":{"type":"Bias","name":"fade","bound":[{"pos":0,"name":"scale","kind":"F64","value":{"F64":1.0}}]}}],"edges":[{"from":0,"to":1,"slot":0,"from_field":3},{"from":0,"to":2,"slot":0,"from_field":3},{"from":0,"to":2,"slot":1,"from_field":3},{"from":2,"to":3,"slot":0,"from_field":0},{"from":1,"to":4,"slot":0,"from_field":0},{"from":1,"to":4,"slot":1,"from_field":0},{"from":3,"to":5,"slot":0,"from_field":0},{"from":4,"to":5,"slot":1,"from_field":0},{"from":5,"to":6,"slot":0,"from_field":0},{"from":1,"to":7,"slot":0,"from_field":0},{"from":0,"to":7,"slot":1,"from_field":3},{"from":7,"to":8,"slot":0,"from_field":0},{"from":6,"to":8,"slot":1,"from_field":0},{"from":8,"to":9,"slot":0,"from_field":0}],"input_roles":[{"name":"open","targets":[{"node":0,"slot":0}],"source":"F64"},{"name":"high","targets":[{"node":0,"slot":1}],"source":"F64"},{"name":"low","targets":[{"node":0,"slot":2}],"source":"F64"},{"name":"close","targets":[{"node":0,"slot":3}],"source":"F64"}],"output":[{"node":9,"field":0,"name":"bias"}],"gangs":[{"name":"window","kind":"I64","members":[{"node":1,"pos":0,"name":"length"},{"node":3,"pos":0,"name":"length"}]}]}}
|