iteration 8 · 2026-06-03

Iteration 8

Angles

Raw candidates

Accepted

0 / 2

consec-dry

New families (2): 🌓 Intrabar occupation-time & arcsine-law (parameter-free) · 🔤 Combinatorics-on-words symbolic richness (parameter-free)

REBOUND off iter-7 dry: 3 never-swept clusters yielded 7 survivors + 2 new families (Levy arcsine occupation-time/time-of-extremum [4], combinatorics-on-words critical-exponent+palindromic-defect [2], Pietra-Hoover L1 duration inequality [1]). 13 dropped: arcsine intra-iter identities, length-indexed word-complexity knobs p(n)/abelian/recurrence, Greenwood=CV2, Pielou=Shannon, 2nd-diff-sign=turning-points, Kendall-CvM dup-risk vs copula battery, Ripley-K radius knob. consecutive_dry RESET to 0.

Accepted this iteration (7)

#	Candidate	FOSS implementation @ license	Paper · provenance	Coverage
#114	`intrabar_positive_occupation_fraction_above_open_us_weighted` Microsecond-weighted fraction of intra-bar time the mid (or bid/ask) path spends STRICTLY ABOVE the bar's opening mid. This is Lévy's first arcsine la ⚠ ‘above open’ is a fixed structural reference (parameterless-by-convention), not a tuned level.	scipy/scipy (scipy.stats.arcsine for the null CDF; numpy for BSD-3-Clause	arXiv:1706.01675 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#115	`intrabar_time_weighted_occupation_above_twap` Fraction of the bar's wall-clock duration that the mid-price spends strictly above the bar's own time-weighted average price (TWAP), computed by integ ⚠ Centered (above own TWAP) companion to the above-open occupation; check mutual Spearman vs above-open tomorrow.	scipy/scipy BSD-3-Clause	arXiv:1712.00795 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#116	`intrabar_normalized_time_of_maximum` Normalized timestamp of the intra-bar HIGH: (t_argmax(high) - t_start)/duration, in [0,1]. Lévy's third arcsine law functional. Encodes WHEN the extre	numpy/numpy (argmax + normalization) BSD-3-Clause	arXiv:1706.01675 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#117	`intrabar_signed_normalized_time_lead_of_high_over_low` Signed temporal lead of the extremes: (t_argmax(high) - t_argmin(low))/duration, in [-1,1]. Positive => the high occurred AFTER the low (down-then-up ⚠ Its SIGN duplicates intrabar_extreme_order_sign; only the \|ΔT\| MAGNITUDE (temporal separation of the extremes) is the no	numpy/numpy BSD-3-Clause	arXiv:1706.01675 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#118	`critical_exponent_sign_word` The critical exponent of the per-bar sign(Δmid) word over the 200-bar window: the supremum, taken over ALL factors of the word, of (factor length / it ⚠ lag-1 sign word (199 symbols) is the structural-minimum substrate.	sagemath/sage GPL-3.0-or-later	arXiv:1406.0263 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#119	`palindromic_defect_sign_word` The palindromic defect of the sign(Δmid) word: D(w) = (\|w\| + 1) − (number of DISTINCT palindromic factors of w, including the empty word). By the Drou ⚠ lag-1 sign word; DJP empty-word+singletons counted by fixed convention, not a knob.	sagemath/sage GPL-3.0-or-later	DOI:10.1142/S012905410400242X git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#120	`pietra_hoover_index_interquote_durations` The Pietra index (a.k.a. Hoover / Schutz / Robin-Hood index) of the intra-bar inter-quote interval durations: the maximum vertical gap between the Lor ⚠ L1 max-Lorenz-gap (=½ relative MAD); distinct interior ranking from the Gini/Theil duration items — confirm orthogonalit	numpy/numpy BSD-3-Clause	DOI:10.1016/j.csda.2020.106974 git-anchor: absent @c803ef96e + @2d308f1c	not-covered

Dropped this iteration (13)

Candidate	Drop reason
`intrabar_time_to_running_max_fraction`	intra-iteration IDENTITY with intrabar_normalized_time_of_maximum (same Lévy time-of-max statistic) — kept the cleaner-named one.
`intrabar_normalized_time_of_minimum`	near-dup: a linear combination of the two accepted arcsine features (T_max − ΔT); no independent information (agent self-flagged not-PASS).
`intrabar_last_zero_time_of_demeaned_path`	mathematical-identity dup of the demeaned-path crossing structure; agent flagged FAIL.
`intrabar_occupation_above_own_median_minus_above_open`	FAIL — degenerate/identity vs the two occupation features; agent flagged FAIL.
`palindromic_lacuna_count_sign_word`	IDENTITY with palindromic_defect (lacuna count = defect D(w) under the identity involution).
`max_factor_complexity_sign_word`	FAIL parameterless — factor complexity p(n) is a function of window length n (knob); knob-free max-reading is a redundant LZ proxy.
`abelian_complexity_sign_word`	FAIL parameterless — abelian complexity ρ^ab(n) is explicitly indexed by factor length n (knob).
`recurrence_and_appearance_function_sign_word`	FAIL parameterless + NOT computable — R(n)/A(n) need n and are ill-posed on a finite 199-symbol word.
`empirical_kendall_distribution_cvm_distance_bidpath_askpath`	DROP — dup-risk: too tightly aligned with the existing bid/ask rank-dependence battery (tau, Schweizer–Wolff, Bergsma–Dassios); agent recommended FAIL-as-dup.
`greenwood_statistic_interquote_spacings`	FAIL identity — Greenwood = (1/n)(1+CV²), an exact function of duration CV² already covered by cv2_consecutive_intervals / interquote_count_fano_factor.
`pielou_heip_evenness_tickrule_directions`	FAIL identity — Pielou J' = H'/log(S), a monotone transform of Shannon entropy (shannon-of-signs is forex-prior; sign_two_state_entropy_rate covered).
`ripley_k_or_L_function_quote_times`	FAIL parameterless + NOT computable — Ripley K/L are explicit functions of radius r (scale knob).
`second_difference_sign_change_count_midpath`	FAIL identity — sign changes of the 2nd difference = turning points of the increment series (turning_point_rate_z machinery one order up).