Files
aura-quadriga/blueprints/trend-h4-cross.json
T
claude de92b4283d 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

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1.7 KiB
JSON

{"format_version":1,"blueprint":{"name":"trend_h4_cross","nodes":[{"primitive":{"type":"Resample","name":"h4","bound":[{"pos":0,"name":"period_minutes","kind":"I64","value":{"I64":240}}]}},{"primitive":{"type":"EMA","name":"ema_fast"}},{"primitive":{"type":"EMA","name":"ema_slow"}},{"primitive":{"type":"Sub","name":"trend"}},{"primitive":{"type":"Delay","name":"prev_close","bound":[{"pos":0,"name":"lag","kind":"I64","value":{"I64":1}}]}},{"primitive":{"type":"Sub","name":"ret"}},{"primitive":{"type":"Mul","name":"ret_sq"}},{"primitive":{"type":"SMA","name":"ret_var","bound":[{"pos":0,"name":"length","kind":"I64","value":{"I64":24}}]}},{"primitive":{"type":"Sqrt","name":"vol"}},{"primitive":{"type":"Div","name":"trend_norm"}},{"primitive":{"type":"Bias","name":"bias","bound":[{"pos":0,"name":"scale","kind":"F64","value":{"F64":2.0}}]}}],"edges":[{"from":0,"to":1,"slot":0,"from_field":3},{"from":0,"to":2,"slot":0,"from_field":3},{"from":1,"to":3,"slot":0,"from_field":0},{"from":2,"to":3,"slot":1,"from_field":0},{"from":0,"to":4,"slot":0,"from_field":3},{"from":0,"to":5,"slot":0,"from_field":3},{"from":4,"to":5,"slot":1,"from_field":0},{"from":5,"to":6,"slot":0,"from_field":0},{"from":5,"to":6,"slot":1,"from_field":0},{"from":6,"to":7,"slot":0,"from_field":0},{"from":7,"to":8,"slot":0,"from_field":0},{"from":3,"to":9,"slot":0,"from_field":0},{"from":8,"to":9,"slot":1,"from_field":0},{"from":9,"to":10,"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":10,"field":0,"name":"bias"}]}}