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

Event typeAll 194Experiment registered 71Campaign opened 6Campaign closed 6Holdout authorised 4Holdout slice assigned 4Holdout result 4Milestone 28Hypothesis tested 41Authorisation 4Protected decision 17Blocker resolved 9

Experiment registered

60 of 71 shown, newest first
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

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

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

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

Experiment registereda1-causal-ote-retracement@a1-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-15 21:18Z

[a1] Lightning Screen: Aggregate expectancy -0.0059R over 6016 resolved trades is negative/flat (PF=0.991), with 3/5 qualifying years (n>=15) agree with the aggregate sign.

research-output/strategy-lab/experiment_registry.json

Experiment registereda1-inside-day-compression-break@a1-v1 registeredDATA_REQUIRED · LIGHTNING_SCREENrecord →2026-09-15 21:18Z

[a1] The mechanism never produced a single entry over the dataset -- the preregistered trigger condition may be miscalibrated for this instrument/timeframe, or is simply extremely rare. Not evaluable on this evidence.

research-output/strategy-lab/experiment_registry.json

Experiment registereda1-prior-day-closing-strength-continuation@a1-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-15 21:18Z

[a1] Lightning Screen: Aggregate expectancy is positive (0.1402R) but the top 10 winning trades alone account for 141.2% of total R -- the apparent edge is fragile.

research-output/strategy-lab/experiment_registry.json

Experiment registereda1-return-autocorrelation-regime@a1-v1 registeredREJECTED · EXECUTION_STATrecord →2026-09-15 21:17Z

[a1] Execution+Statistical Gate: Bootstrap 95% CI [-0.0047, 0.0123]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

research-output/strategy-lab/experiment_registry.json

Experiment registereda1-volume-price-divergence-failure@a1-v1 registeredDATA_REQUIRED · PRETEST_REJECTEDrecord →2026-09-15 21:14Z

[a1] dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available.

research-output/strategy-lab/experiment_registry.json

Experiment registereda1-volume-climax-exhaustion@a1-v1 registeredDATA_REQUIRED · PRETEST_REJECTEDrecord →2026-09-15 21:14Z

[a1] dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available.

research-output/strategy-lab/experiment_registry.json

Experiment registereda1-volume-shock-follow-through@a1-v1 registeredDATA_REQUIRED · PRETEST_REJECTEDrecord →2026-09-15 21:14Z

[a1] dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available.

research-output/strategy-lab/experiment_registry.json

Experiment registereda1-bar-overlap-regime-break@a1-v1 registeredREJECTED · EXECUTION_STATrecord →2026-09-15 21:14Z

[a1] Execution+Statistical Gate: Bootstrap 95% CI [-0.0016, 0.1083]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size.

research-output/strategy-lab/experiment_registry.json

Experiment registereda1-efficiency-ratio-momentum@a1-v1 registeredACTIVE_RESEARCH · HOLDOUTrecord →2026-09-15 21:13Z

[a1] 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 registereda1-bb-keltner-squeeze-release@a1-v1 registeredDATA_REQUIRED · PRETEST_REJECTEDrecord →2026-09-15 20:58Z

[a1] dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available.

research-output/strategy-lab/experiment_registry.json

Experiment registereda03-overnight-rth-transition@a0-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-15 17:58Z

[a0] Lightning Screen: Aggregate expectancy is positive (0.0579R) but the top 10 winning trades alone account for 145.2% of total R -- the apparent edge is fragile.

research-output/strategy-lab/experiment_registry.json

Experiment registereda03-open-displacement-persistence@a0-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-15 17:57Z

[a0] Lightning Screen: Aggregate expectancy is positive (0.1443R) but the top 10 winning trades alone account for 71.4% of total R -- the apparent edge is fragile.

research-output/strategy-lab/experiment_registry.json

Experiment registereda03-mean-distance-reversion@a0-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-15 17:57Z

[a0] Lightning Screen: Aggregate expectancy -0.0457R over 5532 resolved trades is negative/flat (PF=0.933), with 5/5 qualifying years (n>=15) agree with the aggregate sign.

research-output/strategy-lab/experiment_registry.json

Experiment registereda03-failed-breakout-reentry@a0-v1 registeredREJECTED · ROBUSTNESSrecord →2026-09-15 17:57Z

[a0] Robustness Gauntlet: Removing 2024 alone flips the combined expectancy sign -- the whole edge rests on one year (that year's own totalR=114.0).

research-output/strategy-lab/experiment_registry.json

Experiment registereda03-vol-contraction-expansion@a0-v1 registeredREJECTED · LIGHTNING_SCREENrecord →2026-09-15 17:55Z

[a0] Lightning Screen: Aggregate expectancy is positive (0.0515R) but the top 10 winning trades alone account for 133.3% of total R -- the apparent edge is fragile.

research-output/strategy-lab/experiment_registry.json

Experiment registereda03-failed-breakout-reentry@a04-robustness-v1 registeredREJECTED · ROBUSTNESSrecord →2026-09-15 16:54Z

Phase A0.4 Robustness Gauntlet -- FAIL. Bootstrap 95% CI [-0.0238, 0.0389]R comfortably includes zero -- the raw +0.0100R edge is not statistically distinguishable from noise at this sample size. Edge does not survive even 0.25pt adverse slippage. Sign flips when removing: 2024.

research-output/strategy-lab/experiment_registry.json

Show all 71 events →

Read from research-output/ · docs/ · research-output/strategy-lab/experiment_registry.json · research-output/campaign-state.json