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.
84 lines
1.7 KiB
JSON
84 lines
1.7 KiB
JSON
{
|
|
"format_version": 1,
|
|
"kind": "campaign",
|
|
"name": "arc3-trend-h4-cross",
|
|
"description": "Arc 3 family trend-h4-cross: H4 trend slope expressed in realized-volatility units carries directional information: the sign and vol-normalized magnitude of EMA(fast)-EMA(slow) on H4 (240-min) bars predicts forward returns. The bias is bias = clamp( (ema_fast - ema_slow) / realized_vol / scale, -1, +1 ), a unit-free conviction score. CONFIRM if pooled walk-forward OOS expectancy_r is positive with low prob_le_zero, net-of-cos",
|
|
"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": "f5d723c4d7dbf5cb5e8e6d775ef69f8831cce1e7272dd5441e9d5d2b23f9af7a"
|
|
},
|
|
"axes": {
|
|
"ema_fast.length": {
|
|
"kind": "I64",
|
|
"values": [
|
|
6,
|
|
12,
|
|
24
|
|
]
|
|
},
|
|
"ema_slow.length": {
|
|
"kind": "I64",
|
|
"values": [
|
|
48,
|
|
96,
|
|
192
|
|
]
|
|
}
|
|
}
|
|
}
|
|
],
|
|
"process": {
|
|
"ref": {
|
|
"content_id": "41863fcae9300b334056c6f2a899e8c2672ecb29387d294e9a6e58f159ef51b4"
|
|
}
|
|
},
|
|
"presentation": {
|
|
"persist_taps": [],
|
|
"emit": [
|
|
"selection_report"
|
|
]
|
|
}
|
|
} |