I Luk Kim
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16f49411cb
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Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra
Signal axes tested (V34-V44, all failed G2 ≥ 0.30R gate):
- V34 obv_slope_5 (5d): G2=0.083R (null)
- V35 obv_slope composite (5d+20d): regime artifact (200d +18pp, 400d -12pp)
- V36 RSI-14: G2=0.148R, G5a=0.742 (redundant with OBV)
- V37 BB %B / BB width: G2=0.186R
- V38 dollar_vol_trend / sleep_streak / prior_day / vol_trend: all fail G2
- V39 premarket acceleration + hold ratio: G2=0.013R (null)
- V40 prior-day market breadth: G2=0.008R (null)
- V41 min_obv_slope_20d=0.0 hard filter: -15pp (OBV as gate too aggressive)
- V42 52w-high proximity + range position: G2=0.200R (best near-miss, fails)
- V43 30-min ORB window: -14.79% (catastrophic)
- V44 trailing multiplier sweep 0.6-1.0: 0.80 confirmed global optimum
Infrastructure added (backward-compatible, V24 parity preserved):
- features.py: obv_slope_5 enrichment key
- domain.py: weight_obv_slope_5=0.0, min_obv_slope_20d=None
- orb_simulator.py: 5 wiring sites for obv_slope_5; min_obv_slope_20d gate
V24 remains live champion. 20 signal axes exhausted.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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4 months ago |