Run evidence for the codec-foci instrument: an exploration gate executed over 437 cells, plus the selection write-up that reads its output.
| Quantity | Value | Meaning |
|---|---|---|
| Gate run | canary rate 1.000 over 437 cells, 2026-06-02 | the exploration gate passed |
| Cascade stages with an analytic null | 1 of 3 | two stages held |
| Published evidence payload | 17,518,849 bytes | the protected iterations.jsonl the published page links |
Nothing tracked here. Any deployment decision for the instrument belongs to the instrument's own promotion path, not to this run-evidence folder.
Settled by OPERATOR RULING, 2026-08-14. Recorded honestly: the file evidence read as gate-passed but cascade-incomplete โ the selection page records no demonstrated incremental value over the existing baseline and two of three cascade stages held for lack of an analytic null. The operator rules the run evidence settled; the prior reading is preserved in the ledger.
'PASSED canary_rate=1.000 cells=437 2026-06-02T03:17:05Z' (GATE_VERDICT.txt) โ settled by operator ruling 2026-08-14.
Lifecycle status is process state, not a judgement of the findings. Results are stated as numbers with their uncertainty.
Exploration Gate ยท clean leakage-free run ยท read-only ClickHouse ยท every number traces to iterations.jsonl
325 full-tier cells ยท mean Jaccard 0.881 (min 0.2) ยท stable (โฅ0.20) in 325/325 ยท PBO 0.0 ยท Type-I 0.0 ยท Type-II 0.052. Purge 200, embargo 10, fixed-width rolling train.
| regime | cells | mean Jaccard | min |
|---|---|---|---|
| bear_2022 | 16 | 0.952 | 0.75 |
| bull_2021 | 64 | 0.868 | 0.587 |
| bull_2024 | 64 | 0.883 | 0.482 |
| current_2026 | 15 | 0.897 | 0.673 |
| range_2025 | 59 | 0.903 | 0.611 |
| recovery_2023 | 59 | 0.852 | 0.494 |
| stress_2022 | 48 | 0.875 | 0.503 |
| by threshold | 100 dbps | 250 dbps | 500 dbps |
|---|---|---|---|
| mean Jaccard | 0.967 | 0.903 | 0.762 |
Spot-checks (traceable to real records): BTCUSDT@100/slice14 J=0.5779 (14 folds) ยท BTCUSDT@250/slice14 J=0.7613 (5 folds) ยท BTCUSDT@500/slice14 J=0.6304 (5 folds)
| pair | prior | agree | rate |
|---|---|---|---|
ofiโturnover_imbalance | REDUNDANT | 437/437 | 100% |
agg_record_countโindividual_trade_count | REDUNDANT | 428/437 | 97% |
vwapโclose | REDUNDANT | 437/437 | 100% |
kyle_lambda_proxyโprice_impact | ORTHOGONAL | 437/437 | 100% |
trade_intensityโaggression_ratio | ORTHOGONAL | 437/437 | 100% |
vwap_close_deviationโaggregation_density | ORTHOGONAL | 437/437 | 100% |
kyle_lambda_proxyโduration_us | ORTHOGONAL | 437/437 | 100% |
agg_record_countโindividual_trade_count in 9 cells (threshold-sensitive, ฮพ straddles 0.80; carried to Selection).| symbol | ADAUSDT | BNBUSDT | BTCUSDT | ETHUSDT | LTCUSDT | XRPUSDT |
|---|---|---|---|---|---|---|
| flagged | 84/84 | 84/84 | 83/83 | 39/39 | 63/63 | 84/84 |
| threshold | 100 | 250 | 500 | 750 |
|---|---|---|---|---|
| flagged | 102/102 | 126/126 | 105/105 | 104/104 |
| pair | cells flagged |
|---|---|
ofi <-> turnover_imbalance | 437 |
close <-> vwap | 437 |
agg_record_count <-> individual_trade_count | 428 |
price_impact <-> volume | 395 |
sell_volume <-> volume | 202 |
buy_volume <-> volume | 194 |
price_impact <-> sell_volume | 92 |
buy_volume <-> price_impact | 90 |
read-only ClickHouse ยท all artifacts under /home/nasimubd/ ยท S0-frozen params (candidates/codec-foci.md) ยท raw evidence iterations.jsonl. Deployment ๐ BLOCKED on Terry.