Research History

Research History

Every committed research program and every dated research event. This page enumerates the artifact tree rather than a curated list, so a campaign cannot become unreachable once attention moves on — and rejected work is as visible as surviving work, because the multiple-testing burden is counted per registered test.

DashboardStrategiesNew Additions (components, not events)

Programs indexed
26
Strategy Lab campaigns
6
Strategy Factory campaigns
0
Other output programs
17
Dated events
194
Newest event
2026-09-17 02:54Z
No Strategy Factory campaign artifacts in this checkout — the A6+ campaigns are produced by the multi-market research lane and will be indexed here automatically once their artifacts are present.

Strategy Lab campaigns

6 indexed
Strategy Lab campaign A5Submitted: 19Rejected: 19Holdout opened: 0Data: MNQ 2022-06-03..2026-09-152026-09-17 02:54Z

19 pre-registered strategies, 0 Phase B candidate(s). Campaign CLOSED.

research-output/strategy-lab/campaigns/a5/campaign_state.json

Strategy Lab campaign A3Submitted: 10Rejected: 9Holdout opened: 2Data: MNQ 2022-06-03..2026-09-152026-09-16 17:14Z

10 pre-registered strategies, 0 Phase B candidate(s). Campaign CLOSED.

research-output/strategy-lab/campaigns/a3/campaign_state.json · research-output/strategy-lab/campaigns/a3/A3_3_HOLDOUT_LEDGER.json · research-output/strategy-lab/campaigns/a3/A3_3_HOLDOUT_RESULT_REPORT.json · research-output/strategy-lab/campaigns/a3/A3_8_HOLDOUT_LEDGER.json · research-output/strategy-lab/campaigns/a3/A3_8_HOLDOUT_RESULT_REPORT.json

Strategy Lab campaign A4Submitted: 5Rejected: 5Holdout opened: 0Data: MNQ 2022-06-03..2026-09-152026-09-16 14:02Z

5 pre-registered strategies, 0 Phase B candidate(s). Campaign CLOSED.

research-output/strategy-lab/campaigns/a4/campaign_state.json

Strategy Lab campaign A2Submitted: 10Rejected: 9Holdout opened: 1Data: MNQ 2022-06-03..2026-09-152026-09-16 02:40Z

10 pre-registered strategies, 0 Phase B candidate(s). Campaign CLOSED.

research-output/strategy-lab/campaigns/a2/campaign_state.json · research-output/strategy-lab/campaigns/a2/A2_10_FROZEN_SPEC.md · research-output/strategy-lab/campaigns/a2/A2_10_HOLDOUT_LEDGER.json · research-output/strategy-lab/campaigns/a2/A2_10_HOLDOUT_RESULT_REPORT.json · research-output/strategy-lab/campaigns/a2/A2_10_SHADOW_VALIDATION_REPORT.json

Strategy Lab campaign A1Submitted: 10Rejected: 4Holdout opened: 1Data: MNQ 2022-06-03..2026-09-152026-09-15 23:57Z

10 pre-registered strategies, 0 Phase B candidate(s). Campaign CLOSED.

research-output/strategy-lab/campaigns/a1/campaign_state.json · research-output/strategy-lab/campaigns/a1/A12_HOLDOUT_LEDGER.json · research-output/strategy-lab/campaigns/a1/A12_HOLDOUT_RESULT_REPORT.json

Strategy Lab campaign A0Submitted: 5Rejected: 5Holdout opened: 0Data: MNQ 2022-06-03..2026-09-152026-09-15 17:55Z

5 pre-registered strategies, 0 Phase B candidate(s). Campaign CLOSED.

research-output/strategy-lab/campaigns/a0/campaign_state.json

Research output programs

17 indexed
validation-campaignDocuments: 12026-09-18 08:24Z

research-output/validation-campaign/session-manifest.json

phase2-mini-masterDocuments: 92026-09-18 08:24Z

research-output/phase2-mini-master/ARM_C_CLASSIFICATION.md · research-output/phase2-mini-master/F6_500_TRADE_GATE_AUDIT.md · research-output/phase2-mini-master/HOLDOUT_PREREGISTRATION_F6_TRAIL0P5R_VS_FIXED2R.md · research-output/phase2-mini-master/HOLDOUT_RESULTS_F6_TRAIL0P5R_VS_FIXED2R.md · research-output/phase2-mini-master/OVERNIGHT_RANGE_CLASSIFICATION.md · research-output/phase2-mini-master/PB_ELITE_CLASSIFICATION.md · research-output/phase2-mini-master/PHASE2_FINAL_REPORT.md · research-output/phase2-mini-master/PHASE2_STRATEGY_REGISTRY.json · research-output/phase2-mini-master/pbelite_validation_check_raw_output.txt

phase3-mini-masterDocuments: 52026-09-18 08:24Z

research-output/phase3-mini-master/PHASE3_ALLOCATOR_SPEC.md · research-output/phase3-mini-master/PHASE3_FINAL_REPORT.md · research-output/phase3-mini-master/PHASE3_PORTFOLIO_CONFIG.json · research-output/phase3-mini-master/PHASE3_PORTFOLIO_RESULTS.json · research-output/phase3-mini-master/PHASE3_RISK_RESEARCH.md

phase4-mini-masterDocuments: 82026-09-18 08:24Z

research-output/phase4-mini-master/PHASE4_CAUSAL_AUDIT.md · research-output/phase4-mini-master/PHASE4_FAILURE_INJECTION_RESULTS.json · research-output/phase4-mini-master/PHASE4_FINAL_REPORT.md · research-output/phase4-mini-master/PHASE4_FRESHNESS_SPEC.md · research-output/phase4-mini-master/PHASE4_PREREGISTRATION.md · research-output/phase4-mini-master/PHASE4_REMEDIATION_REPORT.md · research-output/phase4-mini-master/PHASE4_REPLAY_LEDGER.json · research-output/phase4-mini-master/PHASE4_STATE_MACHINE.md

phase5-live-shadowDocuments: 52026-09-18 08:24Z

research-output/phase5-live-shadow/PHASE5_CHECKPOINTS.md · research-output/phase5-live-shadow/PHASE5_EXECUTION_TRACKING.md · research-output/phase5-live-shadow/PHASE5_LIVE_SHADOW_LEDGER.md · research-output/phase5-live-shadow/PHASE5_OPERATIONAL_HEALTH.md · research-output/phase5-live-shadow/PHASE5_STATUS.md

next105-campaignDocuments: 12026-09-18 08:24Z

research-output/next105-campaign/session-manifest.json

oos21Documents: 12026-09-18 08:24Z

research-output/oos21/session-manifest.json

pb-comprehensive-campaignDocuments: 42026-09-18 08:24Z

research-output/pb-comprehensive-campaign/FINAL_REPORT.md · research-output/pb-comprehensive-campaign/phase11_results.txt · research-output/pb-comprehensive-campaign/phase1to4_results.txt · research-output/pb-comprehensive-campaign/phase5to9_results.txt

phase1-mini-masterDocuments: 62026-09-18 08:24Z

research-output/phase1-mini-master/MANIFEST_PHASE1_MINI_MASTER.md · research-output/phase1-mini-master/events_clock_a1_openclose.json · research-output/phase1-mini-master/events_clock_a2_rthmom.json · research-output/phase1-mini-master/events_clock_a3_bucket_n20.json · research-output/phase1-mini-master/events_clock_a3_bucket_n40.json · research-output/phase1-mini-master/events_clock_a3_bucket_n60.json

multi-family-campaignDocuments: 392026-09-18 08:24Z

research-output/multi-family-campaign/CAMPAIGN_MANIFEST.md · research-output/multi-family-campaign/FINAL_REPORT.md · research-output/multi-family-campaign/PHASE0_DATA_CAUSALITY_AUDIT.md · research-output/multi-family-campaign/events_f3.json · research-output/multi-family-campaign/events_f3_sens_lookbackLonger.json · research-output/multi-family-campaign/events_f3_sens_lookbackShorter.json · research-output/multi-family-campaign/events_f3_sens_triggerHigher.json · research-output/multi-family-campaign/events_f3_sens_triggerLower.json · research-output/multi-family-campaign/events_f3_validation.json · research-output/multi-family-campaign/events_f4_or15.json · research-output/multi-family-campaign/events_f4_or15_validation.json · research-output/multi-family-campaign/events_f4_or30.json · research-output/multi-family-campaign/events_f4_or30_validation.json · research-output/multi-family-campaign/events_f4_or5.json · research-output/multi-family-campaign/events_f4_or5_validation.json · research-output/multi-family-campaign/events_f5.json · research-output/multi-family-campaign/events_f5_validation.json · research-output/multi-family-campaign/events_f6.json · research-output/multi-family-campaign/events_f6_sens_lookbackLonger.json · research-output/multi-family-campaign/events_f6_sens_lookbackShorter.json · research-output/multi-family-campaign/events_f6_sens_thresholdHigher.json · research-output/multi-family-campaign/events_f6_sens_thresholdLower.json · research-output/multi-family-campaign/events_f6_validation.json · research-output/multi-family-campaign/events_f7.json · research-output/multi-family-campaign/events_f7_validation.json · research-output/multi-family-campaign/events_f9.json · research-output/multi-family-campaign/events_f9_validation.json · research-output/multi-family-campaign/family8_data_audit.txt · research-output/multi-family-campaign/phase1_funnel_summary.txt · research-output/multi-family-campaign/phase1_funnel_summary_validation.txt · research-output/multi-family-campaign/portfolio_overlap_f3_f6.txt · research-output/multi-family-campaign/sensitivity_results.txt · research-output/multi-family-campaign/stage1_results.txt · research-output/multi-family-campaign/stage1_results_validation.txt · research-output/multi-family-campaign/stage2_exits.txt · research-output/multi-family-campaign/stage2_mechanism_f3.txt · research-output/multi-family-campaign/stage2_mechanism_f6.txt · research-output/multi-family-campaign/stage2_robustness_f3.txt · research-output/multi-family-campaign/stage2_robustness_f6.txt

f6-exit-variant-studyDocuments: 82026-09-18 08:24Z

research-output/f6-exit-variant-study/MANIFEST.md · research-output/f6-exit-variant-study/MANIFEST_ROUND2.md · research-output/f6-exit-variant-study/RESULTS.md · research-output/f6-exit-variant-study/RESULTS_ROUND2.md · research-output/f6-exit-variant-study/f6_exit_variant_events.json · research-output/f6-exit-variant-study/f6_exit_variant_round2_events.json · research-output/f6-exit-variant-study/f6_trailing_stop_events.json · research-output/f6-exit-variant-study/variant_registry.json

family10-campaignDocuments: 62026-09-18 08:24Z

research-output/family10-campaign/CAMPAIGN_MANIFEST.md · research-output/family10-campaign/FINAL_REPORT.md · research-output/family10-campaign/events_f10.json · research-output/family10-campaign/failed_candidates_f10.json · research-output/family10-campaign/phase2_funnel_summary_f10.txt · research-output/family10-campaign/stage1_results.txt

forward-validation-campaignDocuments: 22026-09-18 08:24Z

research-output/forward-validation-campaign/MANIFEST.md · research-output/forward-validation-campaign/f6_forward_validation_report.txt

liquidity-sweep-reclaimDocuments: 122026-09-18 08:24Z

research-output/liquidity-sweep-reclaim/CAMPAIGN_MANIFEST.md · research-output/liquidity-sweep-reclaim/FINAL_REPORT.md · research-output/liquidity-sweep-reclaim/PHASE0_DATA_CAUSALITY_AUDIT.md · research-output/liquidity-sweep-reclaim/events.json · research-output/liquidity-sweep-reclaim/events_sens_accept15m.json · research-output/liquidity-sweep-reclaim/events_sens_horizon180.json · research-output/liquidity-sweep-reclaim/events_sens_horizon300.json · research-output/liquidity-sweep-reclaim/events_sens_lookback10.json · research-output/liquidity-sweep-reclaim/events_sens_lookback20.json · research-output/liquidity-sweep-reclaim/events_validation_chunk1.json · research-output/liquidity-sweep-reclaim/phase2_funnel_summary.txt · research-output/liquidity-sweep-reclaim/phase3to7_results.txt

discovery-gauntlet-v2Documents: 552026-09-18 08:24Z

research-output/discovery-gauntlet-v2/CAMPAIGN_MANIFEST.md · research-output/discovery-gauntlet-v2/events_extvsopen_3x.json · research-output/discovery-gauntlet-v2/events_extvsopen_4x.json · research-output/discovery-gauntlet-v2/events_extvsopen_5x.json · research-output/discovery-gauntlet-v2/events_finalhourrev_0_85thresh.json · research-output/discovery-gauntlet-v2/events_finalhourrev_0_8thresh.json · research-output/discovery-gauntlet-v2/events_finalhourrev_0_9thresh.json · research-output/discovery-gauntlet-v2/events_impulseexh_3bar.json · research-output/discovery-gauntlet-v2/events_impulseexh_4bar.json · research-output/discovery-gauntlet-v2/events_impulseexh_5bar.json · research-output/discovery-gauntlet-v2/events_lunchrangebrk.json · research-output/discovery-gauntlet-v2/events_momentum_1_5x.json · research-output/discovery-gauntlet-v2/events_momentum_2_5x.json · research-output/discovery-gauntlet-v2/events_momentum_2x.json · research-output/discovery-gauntlet-v2/events_openingdrive_2x.json · research-output/discovery-gauntlet-v2/events_openingdrive_3x.json · research-output/discovery-gauntlet-v2/events_openingdrive_4x.json · research-output/discovery-gauntlet-v2/events_overnightrange.json · research-output/discovery-gauntlet-v2/events_priordaylevels.json · research-output/discovery-gauntlet-v2/events_rangerotation_20bar.json · research-output/discovery-gauntlet-v2/events_rangerotation_30bar.json · research-output/discovery-gauntlet-v2/events_rangerotation_45bar.json · research-output/discovery-gauntlet-v2/events_rejectionbar_1_5atr.json · research-output/discovery-gauntlet-v2/events_rejectionbar_1atr.json · research-output/discovery-gauntlet-v2/events_rejectionbar_2atr.json · research-output/discovery-gauntlet-v2/events_volcompr_0_5ratio.json · research-output/discovery-gauntlet-v2/events_volcompr_0_6ratio.json · research-output/discovery-gauntlet-v2/events_volcompr_0_7ratio.json · research-output/discovery-gauntlet-v2/events_vwapdev_1_5sd.json · research-output/discovery-gauntlet-v2/events_vwapdev_2_5sd.json · research-output/discovery-gauntlet-v2/events_vwapdev_2sd.json · research-output/discovery-gauntlet-v2/events_vwapreclaim_1bar.json · research-output/discovery-gauntlet-v2/events_vwapreclaim_3bar.json · research-output/discovery-gauntlet-v2/events_vwapreclaim_5bar.json · research-output/discovery-gauntlet-v2/events_zscorerev_2_5z.json · research-output/discovery-gauntlet-v2/events_zscorerev_2z.json · research-output/discovery-gauntlet-v2/events_zscorerev_3z.json · research-output/discovery-gauntlet-v2/extvsopen_stage1_funnel_summary.txt · research-output/discovery-gauntlet-v2/family10_vwapdev_STAGE1_RESULTS.md · research-output/discovery-gauntlet-v2/family10_vwapdev_stage1_funnel_summary.txt · research-output/discovery-gauntlet-v2/finalhourrev_stage1_funnel_summary.txt · research-output/discovery-gauntlet-v2/impulseexh_stage1_funnel_summary.txt · research-output/discovery-gauntlet-v2/lunchrangebrk_stage1_funnel_summary.txt · research-output/discovery-gauntlet-v2/momentum_stage1_funnel_summary.txt · research-output/discovery-gauntlet-v2/openingdrive_stage1_funnel_summary.txt · research-output/discovery-gauntlet-v2/overnightrange_stage1_funnel_summary.txt · research-output/discovery-gauntlet-v2/priordaylevels_stage1_funnel_summary.txt · research-output/discovery-gauntlet-v2/rangerotation_stage1_funnel_summary.txt · research-output/discovery-gauntlet-v2/rejectionbar_stage1_funnel_summary.txt · research-output/discovery-gauntlet-v2/research_split_manifest.json · research-output/discovery-gauntlet-v2/strategy_registry.json · research-output/discovery-gauntlet-v2/variant_registry.json · research-output/discovery-gauntlet-v2/volcompression_stage1_funnel_summary.txt · research-output/discovery-gauntlet-v2/vwapreclaim_stage1_funnel_summary.txt · research-output/discovery-gauntlet-v2/zscorerev_stage1_funnel_summary.txt

av2-planningDocuments: 22026-09-18 08:24Z

research-output/av2-planning/AV2_1_PREREGISTRATION.md · research-output/av2-planning/AV2_RESEARCH_BACKLOG.md

breakout-acceptance-continuationDocuments: 212026-09-18 08:24Z

research-output/breakout-acceptance-continuation/CAMPAIGN_MANIFEST.md · research-output/breakout-acceptance-continuation/FINAL_REPORT.md · research-output/breakout-acceptance-continuation/PHASE0_DATA_CAUSALITY_AUDIT.md · research-output/breakout-acceptance-continuation/events_a0.json · research-output/breakout-acceptance-continuation/events_a0_sens_bhorizon180.json · research-output/breakout-acceptance-continuation/events_a0_sens_rhorizon300.json · research-output/breakout-acceptance-continuation/events_a0_validation.json · research-output/breakout-acceptance-continuation/events_a1.json · research-output/breakout-acceptance-continuation/events_a1_validation.json · research-output/breakout-acceptance-continuation/events_a2.json · research-output/breakout-acceptance-continuation/events_a2_validation.json · research-output/breakout-acceptance-continuation/phase10to12_armA_fixed2r.txt · research-output/breakout-acceptance-continuation/phase10to12_armC_fixed3r.txt · research-output/breakout-acceptance-continuation/phase2_funnel_summary.txt · research-output/breakout-acceptance-continuation/phase2_funnel_summary_sens_bhorizon180.txt · research-output/breakout-acceptance-continuation/phase2_funnel_summary_sens_rhorizon300.txt · research-output/breakout-acceptance-continuation/phase2_funnel_summary_validation.txt · research-output/breakout-acceptance-continuation/phase5to9_results_a0.txt · research-output/breakout-acceptance-continuation/phase5to9_results_a0_sens_bhorizon180.txt · research-output/breakout-acceptance-continuation/phase5to9_results_a0_sens_rhorizon300.txt · research-output/breakout-acceptance-continuation/phase5to9_results_a0_validation.txt

Phase findings

1 indexed
Phase findings and campaign status documentsDocuments: 62026-09-18 08:24Z

Per-phase findings from the Regime-Robustness campaign and the status documents that record each lane's position.

docs/CAMPAIGN_STATUS.md · docs/PHASE_D_FINDINGS.md · docs/PHASE_F_FINDINGS.md · docs/PHASE_G_FINDINGS.md · docs/PHASE_H_FINDINGS.md · docs/PHASE_J_FINDINGS.md

Governance & canonical plans

2 indexed
Governance and canonical plansDocuments: 62026-09-18 08:24Z

The documents every gate, phase and compartment on this site is read from.

docs/TRADE_RESEARCH_ROADMAP.md · docs/TRADE_REP_MASTER_PLAN_REBOOT.md · docs/status/TRADE_REP_MASTER_TRACKER.json · research-output/av2-planning/AV2_RESEARCH_BACKLOG.md · research-output/av2-planning/AV2_1_PREREGISTRATION.md · research-output/registry/README.md

Machine-readable campaign status filesFiles: 12026-09-18 08:24Z

Controller state per campaign lane. A controller state is a declared position, never a running process — see the Monitor.

docs/status/TRADE_REP_MASTER_TRACKER.json

Dated research events

60 of 194 shown, newest first
Campaign closedCampaign A5 closed: 0 Phase B candidates from 19 submittedCLOSED2026-09-17 02:54Z

Rejected 19 · reserve/research-version-required 0 · not testable with available data 0.

research-output/strategy-lab/campaigns/a5/campaign_state.json

Experiment registereda5-19-inter-extreme-spacing@a5-v1 registeredREJECTED · VALIDATIONrecord →2026-09-17 02:54Z

[a5] Validation Gate: Discovery expectancy 0.1243R flips sign to -0.0225R on the untouched Validation split.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-18-level-revisit-count@a5-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-17 02:52Z

[a5] Lightning Screen: Aggregate expectancy -0.0356R over 24941 resolved trades is negative/flat (PF=0.947), with 4/4 qualifying years (n>=15) agree with the aggregate sign.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-17-run-length-vs-expectation@a5-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-17 02:52Z

[a5] Lightning Screen: Aggregate expectancy -0.0533R over 6946 resolved trades is negative/flat (PF=0.922), with 4/4 qualifying years (n>=15) agree with the aggregate sign.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-16-round-number-magnetism@a5-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-17 02:52Z

[a5] Lightning Screen: Aggregate expectancy is positive (0.2203R) but the top 10 winning trades alone account for 153.8% of total R -- the apparent edge is fragile.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-15-trend-embedded-compression@a5-v1 registeredREJECTED · EXECUTION_STATrecord →2026-09-17 02:51Z

[a5] Execution+Statistical Gate: Bootstrap 95% CI [-0.0353, 0.1113]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-14-impulse-pullback-velocity-asymmetry@a5-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-17 02:48Z

[a5] Lightning Screen: Aggregate expectancy is positive (0.0050R) but the top 10 winning trades alone account for 127.7% of total R -- the apparent edge is fragile.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-13-prior-day-extreme-failed-acceptance@a5-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-17 02:48Z

[a5] Lightning Screen: Aggregate expectancy is positive (0.1854R) but the top 10 winning trades alone account for 121.4% of total R -- the apparent edge is fragile.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-12-prior-day-extreme-acceptance@a5-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-17 02:47Z

[a5] Lightning Screen: Aggregate expectancy is positive (0.0160R) but the top 10 winning trades alone account for 156.7% of total R -- the apparent edge is fragile.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-11-failed-mean-reversion-continuation@a5-v1 registeredREJECTED · VALIDATIONrecord →2026-09-17 02:46Z

[a5] Validation Gate: Validation expectancy 0.0074R is less than 30% of Discovery's 0.0715R -- severe degradation.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-10-expansion-staircase@a5-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-17 02:46Z

[a5] Lightning Screen: Aggregate expectancy -0.2000R over 45 resolved trades is negative/flat (PF=0.727), with no individual year reached the minimum sample to assess consistency.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-09-premarket-or-confluence-break@a5-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-17 02:45Z

[a5] Lightning Screen: Aggregate expectancy is positive (0.0800R) but the top 10 winning trades alone account for 333.3% of total R -- the apparent edge is fragile.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-08-session-handoff-continuation@a5-v1 registeredREJECTED · ROBUSTNESSrecord →2026-09-17 02:44Z

[a5] Robustness Gauntlet: Removing the top 20 winning trades collapses expectancy from 0.2393R to 0.0029R (>70% reduction) -- the edge depends on a small number of outsized winners.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-07-compression-break-false-failure@a5-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-17 02:43Z

[a5] Lightning Screen: Aggregate expectancy -0.0210R over 2004 resolved trades is negative/flat (PF=0.969), with 3/4 qualifying years (n>=15) agree with the aggregate sign.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-06-vwap-displacement-regime-switch@a5-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-17 02:42Z

[a5] Lightning Screen: Aggregate expectancy -0.0959R over 458 resolved trades is negative/flat (PF=0.874), with 3/4 qualifying years (n>=15) agree with the aggregate sign.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-05-overnight-reversion-failure@a5-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-17 02:42Z

[a5] Lightning Screen: Aggregate expectancy is positive (0.0843R) but the top 10 winning trades alone account for 1100.9% of total R -- the apparent edge is fragile.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-04-opening-inventory-rejection@a5-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-17 02:41Z

[a5] Lightning Screen: Aggregate expectancy -0.1845R over 58 resolved trades is negative/flat (PF=0.742), with 2/3 qualifying years (n>=15) agree with the aggregate sign.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-03-price-per-volume-vacuum-reversal@a5-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-17 02:41Z

[a5] Lightning Screen: Aggregate expectancy -0.1739R over 138 resolved trades is negative/flat (PF=0.760), with 4/4 qualifying years (n>=15) agree with the aggregate sign.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-02-price-per-volume-vacuum-continuation@a5-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-17 02:38Z

[a5] Lightning Screen: Aggregate expectancy -0.0057R over 5259 resolved trades is negative/flat (PF=0.991), with 2/4 qualifying years (n>=15) agree with the aggregate sign.

research-output/strategy-lab/experiment_registry.json

Experiment registereda5-01-volatility-acceleration-continuation@a5-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-17 02:36Z

[a5] Lightning Screen: Aggregate expectancy is positive (0.1176R) but the top 10 winning trades alone account for 166.7% of total R -- the apparent edge is fragile.

research-output/strategy-lab/experiment_registry.json

Campaign openedCampaign A5 opened with 19 pre-registered strategies2026-09-17 02:36Z

Data snapshot MNQ 2022-06-03..2026-09-15, Holdout partitioned at 2025-12-31 (249,375 bars withheld from every pre-Holdout gate). Code version 67d8d64.

research-output/strategy-lab/campaigns/a5/campaign_state.json

Holdout resultHoldout result recorded for A3.8REJECTEDrecord →2026-09-16 17:14Z

100 trades consumed · stop reason FORMAL_TARGET_100 · 682,907 sealed bars preserved unused · Holdout: n=100, expectancy=-0.2200R -- did not confirm the prior evidence.

research-output/strategy-lab/campaigns/a3/A3_8_HOLDOUT_RESULT_REPORT.json

Campaign closedCampaign A3 closed: 0 Phase B candidates from 10 submittedCLOSED2026-09-16 17:14Z

Rejected 9 · reserve/research-version-required 1 · not testable with available data 0.

research-output/strategy-lab/campaigns/a3/campaign_state.json

Holdout authorisedOne-shot sealed Holdout authorised for a3-failed-expansion-continuationrecord →2026-09-16 17:14Z

AJ <meatham07@gmail.com> -- explicit chat authorization ('AJ explicitly authorizes a one-shot sealed Holdout for A3.8 using the next deterministic untouched chronological Holdout slice after all previously consumed Holdout data, with no block shopping, no retry, no tuning, no rule changes'), trade-count-based deterministic Holdout consumption policy, 2026-09-16

research-output/strategy-lab/campaigns/a3/campaign_state.json

Holdout slice assignedSealed Holdout slice assigned to A3.8record →2026-09-16 17:14Z

Evaluated chronologically forward from 2020-05-21T07:01:00.000Z, frozen before evaluation.

research-output/strategy-lab/campaigns/a3/A3_8_HOLDOUT_LEDGER.json

Holdout resultHoldout result recorded for A3.3REJECTEDrecord →2026-09-16 15:33Z

100 trades consumed · stop reason FORMAL_TARGET_100 · 718,563 sealed bars preserved unused · Holdout: n=100, expectancy=-0.1100R -- did not confirm the prior evidence.

research-output/strategy-lab/campaigns/a3/A3_3_HOLDOUT_RESULT_REPORT.json

Holdout authorisedOne-shot sealed Holdout authorised for a3-volume-acceleration-momentumrecord →2026-09-16 15:33Z

AJ <meatham07@gmail.com> -- explicit chat authorization ('AJ explicitly authorizes the one-shot sealed Holdout for A3.3 Volume Acceleration Momentum / a3-v1 now'), trade-count-based deterministic Holdout consumption policy, 2026-09-16

research-output/strategy-lab/campaigns/a3/campaign_state.json

Holdout slice assignedSealed Holdout slice assigned to A3.3record →2026-09-16 15:33Z

Evaluated chronologically forward from 2020-04-20T19:06:00.000Z, frozen before evaluation.

research-output/strategy-lab/campaigns/a3/A3_3_HOLDOUT_LEDGER.json

Campaign closedCampaign A4 closed: 0 Phase B candidates from 5 submittedCLOSED2026-09-16 14:02Z

Rejected 5 · reserve/research-version-required 0 · not testable with available data 0.

research-output/strategy-lab/campaigns/a4/campaign_state.json

Experiment registereda4-volatility-clustering-persistence@a4-v1 registeredREJECTED · EXECUTION_STATrecord →2026-09-16 14:02Z

[a4] Execution+Statistical Gate: Bootstrap 95% CI [-0.0116, 0.0491]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

research-output/strategy-lab/experiment_registry.json

Experiment registereda4-overnight-inventory-reversal@a4-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-16 14:01Z

[a4] Lightning Screen: Aggregate expectancy -0.0528R over 35 resolved trades is negative/flat (PF=0.918), with no individual year reached the minimum sample to assess consistency.

research-output/strategy-lab/experiment_registry.json

Experiment registereda4-close-location-pressure-persistence@a4-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-16 14:00Z

[a4] Lightning Screen: Only 22 resolved trades (< 30) -- expectancy/PF/drawdown figures are real but not statistically interpretable at this sample size.

research-output/strategy-lab/experiment_registry.json

Experiment registereda4-signed-volume-persistence@a4-v1 registeredREJECTED · EXECUTION_STATrecord →2026-09-16 14:00Z

[a4] Execution+Statistical Gate: Bootstrap 95% CI [-0.0021, 0.0374]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

research-output/strategy-lab/experiment_registry.json

Experiment registereda4-volume-dry-up-expansion@a4-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-16 13:58Z

[a4] Lightning Screen: Aggregate expectancy -0.2527R over 91 resolved trades is negative/flat (PF=0.662), with 4/4 qualifying years (n>=15) agree with the aggregate sign.

research-output/strategy-lab/experiment_registry.json

Campaign openedCampaign A4 opened with 5 pre-registered strategies2026-09-16 13:58Z

Data snapshot MNQ 2022-06-03..2026-09-15, Holdout partitioned at 2025-12-31 (249,375 bars withheld from every pre-Holdout gate). Code version 3f6e122.

research-output/strategy-lab/campaigns/a4/campaign_state.json

Experiment registereda3-pb-elite-volume-confirmed-displacement@a3-v1 registeredREJECTED · EXECUTION_STATrecord →2026-09-16 04:43Z

[a3] Execution+Statistical Gate: Bootstrap 95% CI [-0.0012, 0.1970]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

research-output/strategy-lab/experiment_registry.json

Experiment registereda3-arm-c-volume-confirmed-continuation@a3-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-16 04:41Z

[a3] Lightning Screen: Aggregate expectancy is positive (0.1081R) but 2/4 qualifying years (n>=15) agree with the aggregate sign, below the 60% bar for a reasonably consistent result.

research-output/strategy-lab/experiment_registry.json

Experiment registereda3-failed-expansion-continuation@a3-v1 registeredACTIVE_RESEARCH · HOLDOUTrecord →2026-09-16 04:41Z

[a3] Holdout-eligible but awaiting explicit human authorization -- automatic routing stops here per spec Sec. A#.6, never opens Holdout on its own.

research-output/strategy-lab/experiment_registry.json

Experiment registereda3-range-location-volume-interaction@a3-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-16 04:39Z

[a3] Lightning Screen: Aggregate expectancy -0.0052R over 24675 resolved trades is negative/flat (PF=0.992), with 3/4 qualifying years (n>=15) agree with the aggregate sign.

research-output/strategy-lab/experiment_registry.json

Experiment registereda3-path-disorder-regime-shift@a3-v1 registeredREJECTED · EXECUTION_STATrecord →2026-09-16 04:38Z

[a3] Execution+Statistical Gate: Bootstrap 95% CI [-0.0130, 0.1685]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

research-output/strategy-lab/experiment_registry.json

Experiment registereda3-multi-session-trend-persistence@a3-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-16 04:37Z

[a3] Lightning Screen: Aggregate expectancy -0.0600R is negative/flat, and the sign is inconsistent across years (0/1 qualifying years (n>=15) agree with the aggregate sign).

research-output/strategy-lab/experiment_registry.json

Experiment registereda3-semivariance-imbalance@a3-v1 registeredACTIVE_RESEARCH · EXECUTION_STATrecord →2026-09-16 04:37Z

[a3] Execution+Statistical Gate: Survives the bootstrap CI and 0.25pt slippage but turns negative at 0.5pt (a realistic execution cost for this instrument) -- not a clean pass.

research-output/strategy-lab/experiment_registry.json

Experiment registereda3-volume-acceleration-momentum@a3-v1 registeredACTIVE_RESEARCH · HOLDOUTrecord →2026-09-16 04:36Z

[a3] Holdout-eligible but awaiting explicit human authorization -- automatic routing stops here per spec Sec. A#.6, never opens Holdout on its own.

research-output/strategy-lab/experiment_registry.json

Experiment registereda3-vol-of-vol-transition@a3-v1 registeredREJECTED · EXECUTION_STATrecord →2026-09-16 04:34Z

[a3] Execution+Statistical Gate: Bootstrap 95% CI [-0.0072, 0.0433]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

research-output/strategy-lab/experiment_registry.json

Experiment registereda3-gap-acceptance-rejection@a3-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-16 04:33Z

[a3] Lightning Screen: Aggregate expectancy is positive (0.0924R) but 2/4 qualifying years (n>=15) agree with the aggregate sign, below the 60% bar for a reasonably consistent result.

research-output/strategy-lab/experiment_registry.json

Campaign openedCampaign A3 opened with 10 pre-registered strategies2026-09-16 04:32Z

Data snapshot MNQ 2022-06-03..2026-09-15, Holdout partitioned at 2025-12-31 (249,375 bars withheld from every pre-Holdout gate). Code version 128d930.

research-output/strategy-lab/campaigns/a3/campaign_state.json

Campaign closedCampaign A2 closed: 0 Phase B candidates from 10 submittedCLOSED2026-09-16 02:40Z

Rejected 9 · reserve/research-version-required 1 · not testable with available data 0.

research-output/strategy-lab/campaigns/a2/campaign_state.json

Holdout resultHoldout result recorded for A2.10RESERVE_RESEARCH_VERSION_REQUIREDrecord →2026-09-16 02:40Z

100 trades consumed · stop reason FORMAL_TARGET_100 · 749,233 sealed bars preserved unused · Survived Holdout but the Final Research Audit flagged unresolved risk(s): Holdout expectancy diverges materially from Validation's own -- treat as a fresh, not fully explained, open question..

research-output/strategy-lab/campaigns/a2/A2_10_HOLDOUT_RESULT_REPORT.json

Holdout authorisedOne-shot sealed Holdout authorised for a2-final-hour-reversion-v2record →2026-09-16 02:39Z

AJ <meatham07@gmail.com> -- explicit chat authorization ('AJ APPROVAL -- A2.10 UNTOUCHED HOLDOUT'), trade-count-based deterministic Holdout consumption policy, 2026-09-16

research-output/strategy-lab/campaigns/a2/campaign_state.json

Holdout slice assignedSealed Holdout slice assigned to A2.10record →2026-09-16 02:39Z

Evaluated chronologically forward from 2019-05-21T11:26:00.000Z, frozen before evaluation.

research-output/strategy-lab/campaigns/a2/A2_10_HOLDOUT_LEDGER.json

Experiment registereda2-final-hour-reversion-v2@a2-v1 registeredACTIVE_RESEARCH · HOLDOUTrecord →2026-09-16 01:57Z

[a2] Holdout-eligible but awaiting explicit human authorization -- automatic routing stops here per spec Sec. A#.6, never opens Holdout on its own.

research-output/strategy-lab/experiment_registry.json

Experiment registereda2-a12-short-efficiency-ratio-momentum@a2-v1 registeredREJECTED · EXECUTION_STATrecord →2026-09-16 01:55Z

[a2] Execution+Statistical Gate: Bootstrap 95% CI [-0.0054, 0.0992]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

research-output/strategy-lab/experiment_registry.json

Experiment registereda2-failed-trend-persistence@a2-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-16 01:44Z

[a2] Lightning Screen: Aggregate expectancy -0.0784R over 906 resolved trades is negative/flat (PF=0.887), with 4/4 qualifying years (n>=15) agree with the aggregate sign.

research-output/strategy-lab/experiment_registry.json

Experiment registereda2-range-expansion-asymmetry@a2-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-16 01:40Z

[a2] Lightning Screen: Aggregate expectancy is positive (0.0034R) but 1/4 qualifying years (n>=15) agree with the aggregate sign, below the 60% bar for a reasonably consistent result.

research-output/strategy-lab/experiment_registry.json

Experiment registereda2-variance-ratio-persistence@a2-v1 registeredREJECTED · EXECUTION_STATrecord →2026-09-16 01:40Z

[a2] Execution+Statistical Gate: Bootstrap 95% CI [-0.0057, 0.0191]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

research-output/strategy-lab/experiment_registry.json

Experiment registereda2-realized-vol-regime-switch@a2-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-16 01:38Z

[a2] Lightning Screen: Aggregate expectancy -0.0107R over 14652 resolved trades is negative/flat (PF=0.984), with 3/4 qualifying years (n>=15) agree with the aggregate sign.

research-output/strategy-lab/experiment_registry.json

Experiment registereda2-volume-price-divergence-failure@a2-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-16 01:34Z

[a2] Lightning Screen: Aggregate expectancy is positive (0.0021R) but the top 10 winning trades alone account for 77.3% of total R -- the apparent edge is fragile.

research-output/strategy-lab/experiment_registry.json

Experiment registereda2-volume-climax-exhaustion@a2-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-16 01:32Z

[a2] Lightning Screen: Aggregate expectancy is positive (0.0266R) but the top 10 winning trades alone account for 62.5% of total R -- the apparent edge is fragile.

research-output/strategy-lab/experiment_registry.json

Experiment registereda2-volume-shock-follow-through@a2-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-16 01:29Z

[a2] Lightning Screen: Aggregate expectancy is positive (0.0487R) but 2/4 qualifying years (n>=15) agree with the aggregate sign, below the 60% bar for a reasonably consistent result.

research-output/strategy-lab/experiment_registry.json

Experiment registereda2-bb-keltner-squeeze-release@a2-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-16 01:25Z

[a2] Lightning Screen: Aggregate expectancy -0.0042R over 954 resolved trades is negative/flat (PF=0.994), with 3/4 qualifying years (n>=15) agree with the aggregate sign.

research-output/strategy-lab/experiment_registry.json

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