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iteration 01 ยท definitions

Three axes, grounded in Terry msg 428

The discipline is named after Terry msg id=428 (Topic-5, 2026-04-22). All three axes are properties of the feature column, established with evidence.

Three non-negotiable properties โ€” every feature column

1. Orthogonal โ€” captures a dimension no other feature captures โ€ฆ established empirically against real market data, not assumed from the estimator's paper.

2. Parameterless โ€” no magic numbers, no tuned constants, no if n >= 500 dispatch โ€ฆ a knob tuned once, never re-tuned, defended by inertia.

3. Agnostic โ€” algorithm-invariant. Two correct implementations of the same feature should converge to the same answer. A column that silently dispatches between ApEn and PE based on window size is two columns wearing one name.

โ€” Terry Li, msg id=428, verbatim (pulled live).

The cross-asset requirement is the ORTHOGONAL axis. msg id=429 step 3: "compute the candidate โ€ฆ across โ€ฆ BTC, ETH, EURUSD at minimum, three independent regimes per symbol โ€ฆ correlation matrix โ€ฆ stability across regimes." That is how orthogonality is measured โ€” not the definition of agnostic.