a1-inside-day-compression-break

a1 / a1-inside-day-compression-break @ v1 · code bff0511

campaign strategyRESERVE

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.

Lifecycle

completed

Outcome

parked

Phase

Phase A

Research gate

LIGHTNING

Engine

strategy lab

Market

MNQ

Timeframe

MNQ 1-minute OHLC

Side

BOTH

Tracking

Family, lineage and what this record needs next

Mechanism family

Breakout / failed breakout

a1-inside-day-compression-break

Mechanism parent

None declared.

Phase detail

Scientific validation lane (Phase A).

Next required test

None — this record is complete.

Integrity & certification

Signals as recorded; NOT_PASSED means not passed or not applicable

Engine certified

unknown

Execution certified

unknown

Integrity audit

unknown

Shadow verifier

unknown

Technical invalidation

None recorded.

Artifacts

Everything committed for this record

Campaign record (A1)

research-output/strategy-lab/campaigns/a1/campaign_state.json

Stage ladder

Each cell carries the campaign runner's own classification label — hover for the verdict and its reason

Intake

passed

Pre-reg

passed

Lightning

blocked

Robust

—

Exec/stat

—

Validation

—

H-eligible

—

Holdout

—

Audit

—

Closed

inconclusive

INTAKE

Registered into campaign A1 at code version bff0511.

PREREGISTRATION

Pre-test passed: distinct, causal, executable, required data available.

LIGHTNING

DATA_REQUIRED_NOT_TESTABLEThe 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.

CLOSED

Evidence recorded

Quoted from the campaign record — never recomputed here

Screen n (FIXED_2R)

Expectancy

0.000R

Profit factor

—

Win rate

0.0%

Total R

Max DD

Longest L streak

Trades / year

0.0

No trades produced.

Split	Window	n	Expectancy	PF	Max DD
Discovery	—	—	—	—	—
Validation	—	—	—	—	—
Holdout	—	—	—	—	—

Read from research-output/strategy-lab/campaigns/a1/campaign_state.json

Holdout position

One-shot, sealed, never retried

Eligible

—

Authorised

Not authorised.

Specification frozen

—

Sealed data consumed

No.

Validation data consumed

No.

Lineage

Declared at intake, carrying any prior negative result

Relation to prior work

new independent mechanism

Frozen specification

Snapshotted at intake — not re-read from a live module

Mechanism hypothesis

A prior session with unusually compressed range and/or inside-day structure stores directional range potential that can release during the following session.

Long rule

If a completed RTH session's (09:30-16:00 ET) own high/low range is <= 0.7x the median RTH range of the 10 completed sessions strictly before it, AND that session's own high/low is fully contained within the immediately preceding session's high/low (strict inside day): during the NEXT session's RTH window, the first closed 5-minute bar whose close breaks above the compressed/inside session's own high triggers LONG at the next 1-minute bar's open.

Short rule

Same compression + inside-day condition; the first closed 5-minute bar in the next session whose close breaks below the compressed/inside session's own low triggers SHORT.

Entry trigger

A completed RTH session qualifies (compressed relative to its own trailing 10-session median range AND a strict inside day vs. the immediately preceding session); the qualifying session's own high/low are then watched for a closing breakout during the immediately following session's RTH window only -- the watch expires unfired if that next session ends without a breakout.

Earliest executable entry

Next 1-minute bar's open after the breakout-confirming 5-minute bar (in the following session's RTH window) closes.

Initial stop

The breakout bar's OWN opposite extreme: low of the breakout bar for a long entry, high of the breakout bar for a short entry.

Exit

FIXED_2R only (this seed strategy's declared A1 scope), via the shared TradeTracker; 5-day max-hold expiry as a backstop.

Session restriction

Breakout watch active only during the RTH window of the session immediately following a qualifying compressed/inside session — The mechanism is specifically about the very next session's response to the prior session's stored range -- it has no defined meaning beyond that one following session.

Causality

A session's own qualification (compression ratio and inside-day check) is finalized the instant that session's 16:00 ET bar closes, using only that session and the completed sessions strictly before it. The breakout watch only ever reads closed 5-minute bars from the following session, and entry is deferred to the next 1-minute bar's open after a breakout bar closes. No same-bar entry.

Expected frequency

LOW

Required data

MNQ 1-minute OHLC

Campaign data window

MNQ 2022-06-03..2026-09-15

Parameters

baselineSessionCount = 10 (integer) — Number of trailing completed sessions used for the relative-compression median.compressionRatioThreshold = 0.7 (number) — Qualifying session's own range must be at or below this fraction of the trailing median range.

Read from research-output/strategy-lab/campaigns/a1/campaign_state.json

History

Every dated event this record appears in, newest first

2026-09-15

a1-inside-day-compression-break@a1-v1 registeredDATA_REQUIRED · LIGHTNING_SCREEN

[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