Architecture Decision Record ยท for Terry to refine
The grounded matrices are the graders. This engine is the outcome: for each live market regime it runs those matrices over every shipped feature and declares each one BAN / WATCH / ORTHOGONAL โ published live, alerted on Telegram, with an append-only expiry trail.
2026-07-15 PROPOSED โ for Terry's steer โ implement Quality bar: 10/10, no defective version
This engine is the operational face of a multi-month research arc with one question: "a feature is orthogonal today โ will it still be orthogonal tomorrow, and how do we declare that?" The chain you're reviewing:
| Stage | What it established | Living page |
|---|---|---|
| Forward-predictiveness campaign 2026-05-26 | A feature orthogonal today stays orthogonal into the next regime 94โ95% of the time; which ones flip is rankable (AUC 0.88โ0.95); calibrated error bars (ACI) hold; a "stays-orthogonal" set is declarable at FDR โค 10%. ICP 0/92 โ every declaration is regime-scoped (~8/10 structural ceiling; unconditional invariance is provably impossible). | ๐ฎ Forward โ Orthogonal Tomorrow |
| Matrix-admission campaign 2026-07-02 โ 07-14 | Certified 23 measurement matrices (16 admits + 7 grounded) through a 6-gate attack ladder; 45 kills; discovered the two load-bearing laws โ dependence-aware nulls and anytime-validity. These matrices are the graders this engine runs. | Matrix Admission Paradox Loop |
| Tri-tier proposal 2026-07-11 | Collapsed the four feature statuses into BAN / WATCH / ORTHOGONAL, each grounded matrix mapped to the tier it informs โ the grammar this engine publishes. | Tri-Tier BAN / WATCH / ORTHOGONAL |
In one line: the forward campaign proved the declarations are predictive, the admission campaign built and proved the graders, and this ADR ships them live. The full trail is in the provenance appendix at the bottom.
| # | Decision | Choice |
|---|---|---|
| D1 | Refresh cadence | Regime-anchored + tiered โ work scales with regime changes, not the clock |
| D2 | Telegram | Regime change + tier flips โ mirrors ODB ops (notify/telegram.py, @obdpy_bot) |
| D3 | Universe | All shipped features ร live regime, per substrate โ 24 crypto / 140 forex |
| D4 | Process | ADR โ Terry โ implement โ no prod build first |
โ REGIME LAYER (the clock)
live_tail rolling window โ classify archetype (crash/bull/bear/range/parity/parabola) + session
cheap always-on regime-turn watcher โโ fires โโโบ full re-declaration
(B-05 detector, de-aligned + certificate-attacked; daily-floor fallback until B-05 unGATED)
โ
โผ
โก DECLARATION LAYER (cheapest-first, early-exit, per feature ร live regime)
BAN screen (cheap) โโบ WATCH check (medium) โโบ ORTHOGONAL check (heavy chain)
โโโ assign the HIGHEST tier the evidence earns; thresholds operator-calibrated
โ
โผ
โข VALIDITY SPINE (mandatory โ what makes it 10/10)
every live null is DEPENDENCE-AWARE (block/circular de-alignment OR the certified
SKIT betting e-process). No declaration publishes unless it passed the certificate attack.
โ
โโโโโโโโโโโโโโโโโโโโโโโดโโโโโโโโโโโโโโโโโโโโโโ
โผ โผ
โฃ PUBLISH โค NOTIFY (Telegram, @obdpy_bot)
living dashboard board + regime change โ board summary
append-only CH table tier flip โ ORTHOGONALโWATCH/BAN = EXPIRY
(expiry history queryable) (design only โ nothing sent without your go)
| Mechanism | How it saves |
|---|---|
| Tiered cadence | Cheap BAN screen hourly; heavy WATCH+ORTHOGONAL suite on regime-turn + daily floor โ not every 10 min recomputing identical results. |
| Event-driven | Heavy suite fires only when the regime-turn watcher trips โ work scales with changes, not time. |
| Incremental / cached | Re-run a (feature, regime) cell only when the slice changed; cache prior declarations; skip < 1000-bar cells. |
| Rust kernels | Kernel two-sample, ICP folds, block bootstrap in Rust; Python does I/O only. |
| Read-only + capped | ClickHouse --readonly=2; ~2c/2G always-on watcher; heavy suite spare-only + watchdog. |
| De-alignment reuse | Dependence-aware null computed once per slice, reused across features โ not once per feature. |
1 ยท Certificate attack (the IID law): every live matrix must hold โค 10% false-alarm on de-aligned true nulls, or it doesn't publish. This is the exact test that killed 8 instruments โ it's why the board won't cry wolf on autocorrelated data.
2 ยท E6 replay (positive + negative controls): a feature known to flip when a regime turns โ the board must flip it; a known-stable feature โ it must not. Wrapped in the leakage guard (T1โT4).
3 ยท Until both pass, the board ships as EVALUATING / shadow, not authoritative.
You've already set the direction โ these are the spots where your opinion and suggestions would sharpen it.
So you review with the exact view. Dashboard = living pages, deployed at odb.epatner.com (clickable). Audit / telemetry = the append-only forensic record + code + raw JSON on GitHub main (terrylica/opendeviationbar-py).
| Page | What it is |
|---|---|
| Matrix Admission Paradox Loop | The campaign hub โ 103 iterations, 23 certified matrices, 45 kills, the two laws. |
| Tri-Tier BAN / WATCH / ORTHOGONAL proposal | Your operator-requested tier mapping โ the grammar this engine publishes. |
| Iteration 103 โ handover | Every metric in plain words + the matrix-side live-expiry ADR + flowchart. |
| Matrix Evaluation for Orthogonality | The Q1โQ6 evaluation loop โ incl. the original live-expiry monitor spec (Q4). |
| Forward-Orthogonality Matrix-Scale Evaluation | The 384-cell leakage-gated walk-forward behind the Forward probe. |
| Page | What it is |
|---|---|
| Matrix Harvest & Status-Grounding Loop | The candidate-sourcing campaign โ 300โ400 matrices harvested, provenance-verified, M0/M1-screened, fed to the admission loop as batches B-01โฆB-06. |
| Page | What it is |
|---|---|
| ๐ฎ Forward โ Orthogonal Tomorrow | The forward-predictiveness probe (persistence 94โ95%, flip-AUC, FDR sets, ICP 0/92). |
| Probes hub ยท The Gate ยท Orthogonal ยท Parameterless ยท Agnostic | The three-axis probe family + the promotion gate. |
| Three-Axis Formalization ยท Registry Robustness SOTA ยท Parameterless Discovery 100 ยท Rotation Operational Campaign | Supporting probes: axis formalization, registry robustness, parameterless discovery, rotation operationalization. |
| This packet (pending deploy): Declaration-Engine ADR (this page) ยท Feature-Expiry Robustness Assessment | The two new pages under review โ sibling links resolve once deployed alongside the others. |
main)| Folder | What it holds |
|---|---|
| 2026-05-08 ยท orthogonal-features-btcusd | 64 candidate orthogonal features for BTCUSD, two-sided provenance. |
| 2026-05-16 ยท orthogonality-measurement-instruments | ~95 SOTA measurement instruments across 3 tiers ร 8 categories (FOSS status per metric). |
| 2026-05-26 ยท forward-orthogonality-prediction this ADR lives here | The forward-predictiveness methodology + grounded campaign + the G12 live monitor. This ADR + the robustness assessment are in this folder. |
| 2026-06-09 ยท three-axis-probe-formalization | The orthogonal / parameterless / agnostic discipline turned into runnable probes + a promotion gate. |
| 2026-06-17 ยท crypto-forex-parameterless-discovery | Parameterless orthogonal candidate discovery, crypto + forex. |
| 2026-06-26 ยท rotation-probe-meta-evaluation-audit | Meta-evaluation of the rotation probe. |
| 2026-06-30 ยท chatterjee-xi-threshold-calibration | The Chatterjee-ฮพ threshold calibration โ the banlist method the tri-tier scheme inherits. |
| 2026-07-02 ยท batch6-chatterjee-xi-filter | Batch-6 ฮพ filter (4 PASS ยท 4 WATCH ยท 0 BAN); the corrected worst-cell recipe. |
| 2026-07-02 ยท matrix-admission-paradox-loop the campaign | 23 certified matrices ยท 45 kills ยท the two laws ยท the ADRs ยท LEDGER/BONEYARD/FRONTIER + 45 exam scripts & result JSONs. |
| 2026-07-04 ยท matrix-harvest-status-grounding-loop | Candidate harvesting โ the FRONTIER-FEED B-01โฆB-06 batches; the 300+ CANDIDATE-CATALOG. |
| 2026-07-07 ยท feature-realness-usefulness | Feature realness/usefulness census (the REAL ร DENSE axis, orthogonal to the statuses). |
| 2026-07-08 ยท crypto-cost-realism-labels | Crypto cost-realism labels ADR (your 2026-07-07 handoff). |
| Artifact | What it is |
|---|---|
| LEDGER.md | 117 append-only iteration verdicts โ every ADMIT / EXCLUDE with its evidence. |
| BONEYARD.md | 60 do-not-re-propose rows โ every kill + its re-entry clause. |
| FRONTIER.md | Batch closure map B-01โฆB-06 (the graders' provenance). |
| M0 pre-registration ยท GATE-LADDER-M0-M5 | The frozen rulebook (hash f9594240) + the 6-gate spec that certified the matrices. |
| Matrix-expiry ADR | The separate matrix-certificate expiry line โ context, distinct from this feature-declaration ADR. |
| CANDIDATE-CATALOG.md ยท FRONTIER-FEED.md | The harvest telemetry: 300+ catalogued candidates + the B-01โฆB-06 handoff batches. |
| PHASE-3-PROBE-DESIGN ยท STATUS-GROUNDING ยท GROUNDED-SUMMARY | The forward-side design: the G0โG12 gate ladder, every threshold's trust basis, the "orthogonal tomorrow" answer. |
| Feature-Expiry Robustness Assessment ยท this ADR page | This packet's two pages (the ADR you're reading + the robustness assessment). The markdown SSoT for both ships in the PR. |
| manifest.json | Per-iteration structured telemetry (layman summary + verdict per iteration) behind the campaign dashboard. |
PROPOSED ยท nothing ratified, nothing deployed, no Telegram sent ยท append-only.
SSoT: findings/evolution/audits/2026-05-26-forward-orthogonality-prediction/ADR-2026-07-15-LIVE-ORTHOGONALITY-DECLARATION-ENGINE.md.
Sources: tri-tier proposal (LEDGER row 105) ยท the 23 grounded matrices ยท the two laws (rows 99โ117) ยท COMBINED-REGIME-SLICING.md ยท notify/telegram.py ยท robustness assessment 2026-07-15.