claude
cdd4503164
Two std-vocabulary blueprints (bo_h1 donchian-style H1 breakout; bo_h1_trend adds a post-latch EMA 12/48 regime gate). First real use of the campaign path: process + campaign documents registered and run as executable intent (screen 490d14df.., curves da886931.. with persisted taps). Finding: the gate reshapes the R-distribution per instrument (GER40 flips sign, EURUSD deteriorates); no deployable edge (best P(E[R]<=0)=0.08, generalization floor negative, sign agreement 0/4, all gross of costs). site/: build.py bakes a fully static index.html from the runs/ registry (aura.css embedded verbatim, inline SVG, zero external requests); adversarially verified — all baked figures re-derived from the registry.
31 lines
1.2 KiB
JSON
31 lines
1.2 KiB
JSON
{
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"format_version": 1,
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"kind": "campaign",
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"name": "arc1-breakout-trend",
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"description": "Arc 1 experiment intent: does an EMA trend regime reshape the H1 breakout's R-distribution? Both variants run over the identical data/window/risk/seed matrix; the comparison is per-cell.",
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"seed": 0,
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"data": {
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"instruments": ["GER40", "US500", "EURUSD", "XAUUSD"],
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"windows": [ { "from_ms": 1514764800000, "to_ms": 1782863999999 } ]
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},
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"risk": [ { "vol": { "length": 3, "k": 2.0 } } ],
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"strategies": [
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{
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"ref": { "content_id": "82515a31bfe58ae087b4bd09eb4adb032cc2cabddd71a2761c543066bd237d3d" },
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"axes": {
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"channel_hi.length": { "kind": "I64", "values": [24, 48, 96] },
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"channel_lo.length": { "kind": "I64", "values": [24, 48, 96] }
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}
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},
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{
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"ref": { "content_id": "82d61d13bf21984068d6fd3ae9de9766fe99edb5163ea50ffb3485bfae9f56bc" },
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"axes": {
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"channel_hi.length": { "kind": "I64", "values": [24, 48, 96] },
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"channel_lo.length": { "kind": "I64", "values": [24, 48, 96] }
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}
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}
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],
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"process": { "ref": { "content_id": "41863fcae9300b334056c6f2a899e8c2672ecb29387d294e9a6e58f159ef51b4" } },
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"presentation": { "persist_taps": [], "emit": ["selection_report"] }
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}
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