| Test | Result |
|---|---|
| T1 window disjointness/chronology (sessions excluded) | PASS |
| T2 future-perturbation invariance | PASS — gates(t) bit-identical under t+1 mutation |
| T3 shuffled-pairing null (blocking) | PASS — null AUC CI crypto [0.472,0.522], forex [0.491,0.509] |
| T4 per-cell independence | PASS |
| Crypto (2,992 trans) | Forex (16,204 trans) | |
|---|---|---|
| Persistence among orthogonal-at-t | 95.1% | 93.6% |
| redundancy-margin AUC (conditional: who stays) | 0.945 (overall 0.997 [0.996,0.998]) | 0.880 (overall 0.983 [0.982,0.985]) |
| wold_R / adv_auc / granger (conditional) | 0.278(inv) / 0.526 / 0.452 | 0.623 / 0.585 / — |
| Substrate | 80% nominal | 90% nominal | Verdict |
|---|---|---|---|
| Crypto | 80.9% | 88.4% (width ±0.090) | well-calibrated |
| Forex | 70.4% | 83.4% | under-covers → needs ACI |
| Crypto | Forex | |
|---|---|---|
| Declared stays-orthogonal (BH=BY, q=0.10) | 4 / 16: aggression_ratio, bar_dispersion_entropy, bar_katz_fd, bar_petrosian_fd | 72 / 141 |
| PBO (CSCV) | 0.00 | 0.00 |
| Deflated max-z vs null-expected-max | 22.15 vs 1.53 | 12.49 vs 2.45 |
Forex anchor set (empirically most-central): duration_us, intra_duration_us, max_gap_duration_us, intra_intensity_qps, intra_burstiness