{ "source": "TradingBot market_feature_mart 1m close and pretrade paper fingerprint", "status": "EXPLORATORY_CAUSAL_ALIGNMENT_NOT_GROUND_TRUTH", "entry_selection": "earliest trade per 15m block if entry minute 0..2; both regime labels recorded causally before entry", "future_response": "cross-sectional median coin return from completed 5m Q+5 bar close to completed 5m Q+20 bar close; both strictly AFTER entry", "candidate_minutes": 548, "covered_blocks": 546, "missing_under20_coins": 2, "source_price_rows": 246052, "days": 13, "period": [ "2026-09-30", "2026-10-12" ], "direction_score": "predeclared .35 inflow rank + .35 breadth rank + .30 trend category, each scaled -1..1; zero treated unclassified for sign hit", "metrics": { "primary": { "n": 546, "positive_future_pct": 25.824, "directional_score_corr_future_median": 0.03263, "sign_hit_rate_pct": 53.649, "classified_nonzero": 507, "auc": 0.49228 }, "fixed": { "n": 546, "positive_future_pct": 25.824, "directional_score_corr_future_median": 0.03561, "sign_hit_rate_pct": 53.057, "classified_nonzero": 507, "auc": 0.48875 }, "rolling": { "n": 546, "positive_future_pct": 25.824, "directional_score_corr_future_median": 0.03924, "sign_hit_rate_pct": 55.819, "classified_nonzero": 507, "auc": 0.47801 } }, "bootstrap": { "primary": { "AUC_CI95_by_day_bootstrap": [ 0.41076, 0.55042 ] }, "fixed": { "AUC_CI95_by_day_bootstrap": [ 0.40948, 0.55502 ] }, "rolling": { "AUC_CI95_by_day_bootstrap": [ 0.3884, 0.54358 ] }, "primary_minus_fixed": { "AUC_delta_CI95_by_day_bootstrap": [ -0.024480000000000002, 0.01373000000000002 ] } }, "equal_method_sample": 546, "agreement_primary_fixed_pct": 96.154, "discordant_blocks": 21, "examples": [ { "time": "2026-10-08 20:30:00", "primary": "BROAD_RISK_ON__DOWN", "fixed": "PANIC_LIQUIDATION__DOWN", "rolling": "NARROW_LEADERSHIP__DOWN", "future_median_pct": 0.107, "future_breadth_pct": 53.85, "coins": 143, "vote_share_pct": 26.67 }, { "time": "2026-10-05 23:45:00", "primary": "PANIC_LIQUIDATION__DOWN", "fixed": "NARROW_LEADERSHIP__FLAT", "rolling": "PANIC_LIQUIDATION__DOWN", "future_median_pct": 0.277, "future_breadth_pct": 66.94, "coins": 121, "vote_share_pct": 86.67 }, { "time": "2026-10-07 21:45:00", "primary": "SELECTIVE_INFLOW__STRONG_DOWN", "fixed": "PANIC_LIQUIDATION__STRONG_DOWN", "rolling": "SELECTIVE_INFLOW__STRONG_DOWN", "future_median_pct": 0.0, "future_breadth_pct": 27.89, "coins": 190, "vote_share_pct": 33.33 }, { "time": "2026-10-10 13:45:00", "primary": "SELECTIVE_INFLOW__FLAT", "fixed": "DEAD_CAT_BOUNCE__DOWN", "rolling": "SELECTIVE_INFLOW__FLAT", "future_median_pct": 0.0, "future_breadth_pct": 37.89, "coins": 95, "vote_share_pct": 40.0 }, { "time": "2026-10-06 14:00:00", "primary": "DEAD_CAT_BOUNCE__FLAT", "fixed": "NARROW_LEADERSHIP__DOWN", "rolling": "DEAD_CAT_BOUNCE__FLAT", "future_median_pct": 0.0, "future_breadth_pct": 37.39, "coins": 115, "vote_share_pct": 80.0 }, { "time": "2026-10-06 16:15:00", "primary": "DEAD_CAT_BOUNCE__FLAT", "fixed": "NARROW_LEADERSHIP__DOWN", "rolling": "DEAD_CAT_BOUNCE__DOWN", "future_median_pct": 0.0, "future_breadth_pct": 38.14, "coins": 97, "vote_share_pct": 60.0 }, { "time": "2026-10-09 03:45:00", "primary": "NARROW_LEADERSHIP__DOWN", "fixed": "SPECULATIVE_EXPANSION__DOWN", "rolling": "NARROW_LEADERSHIP__UP", "future_median_pct": 0.0, "future_breadth_pct": 38.76, "coins": 129, "vote_share_pct": 33.33 }, { "time": "2026-10-04 11:00:00", "primary": "SELECTIVE_INFLOW__DOWN", "fixed": "DEAD_CAT_BOUNCE__DOWN", "rolling": "SELECTIVE_INFLOW__DOWN", "future_median_pct": 0.0, "future_breadth_pct": 32.58, "coins": 89, "vote_share_pct": 33.33 }, { "time": "2026-10-06 09:45:00", "primary": "DEAD_CAT_BOUNCE__FLAT", "fixed": "SELECTIVE_INFLOW__FLAT", "rolling": "DEAD_CAT_BOUNCE__FLAT", "future_median_pct": 0.205, "future_breadth_pct": 57.14, "coins": 98, "vote_share_pct": 100.0 }, { "time": "2026-10-07 14:15:00", "primary": "BROAD_RISK_ON__STRONG_DOWN", "fixed": "SELECTIVE_INFLOW__STRONG_DOWN", "rolling": "BROAD_RISK_ON__STRONG_DOWN", "future_median_pct": 0.09, "future_breadth_pct": 51.38, "coins": 181, "vote_share_pct": 53.33 }, { "time": "2026-10-08 11:30:00", "primary": "SELECTIVE_INFLOW__DOWN", "fixed": "DEAD_CAT_BOUNCE__DOWN", "rolling": "SELECTIVE_INFLOW__DOWN", "future_median_pct": 0.0, "future_breadth_pct": 24.84, "coins": 161, "vote_share_pct": 40.0 }, { "time": "2026-10-09 05:15:00", "primary": "BROAD_RISK_ON__STRONG_UP", "fixed": "NARROW_LEADERSHIP__UP", "rolling": "BROAD_RISK_ON__STRONG_UP", "future_median_pct": 0.046, "future_breadth_pct": 52.11, "coins": 142, "vote_share_pct": 46.67 }, { "time": "2026-10-05 23:30:00", "primary": "NARROW_LEADERSHIP__FLAT", "fixed": "SELECTIVE_INFLOW__DOWN", "rolling": "THIN_INFLOW__FLAT", "future_median_pct": 0.0, "future_breadth_pct": 46.58, "coins": 146, "vote_share_pct": 46.67 }, { "time": "2026-10-09 14:15:00", "primary": "SELECTIVE_INFLOW__UP", "fixed": "DEAD_CAT_BOUNCE__STRONG_UP", "rolling": "SELECTIVE_INFLOW__UP", "future_median_pct": 0.129, "future_breadth_pct": 55.24, "coins": 143, "vote_share_pct": 60.0 }, { "time": "2026-10-01 13:45:00", "primary": "NARROW_LEADERSHIP__STRONG_UP", "fixed": "SELECTIVE_INFLOW__STRONG_UP", "rolling": "DEAD_CAT_BOUNCE__UP", "future_median_pct": 0.0, "future_breadth_pct": 38.33, "coins": 120, "vote_share_pct": 26.67 } ], "limitations": [ "Market Regime taxonomy has no independent objective label; the response is an economically relevant *future directional proxy*.", "The source market selection depends on observed strategy trading in first three minutes, hence sampling is conditional on active strategies.", "Market coins are equal-weighted; availability and low-liquidity survivor bias remain.", "Adjacent 15m directional responses can share longer trends; bootstrap samples calendar days to reduce pseudoreplication.", "Score weights were specified before this comparison but are not a validated optimized policy.", "AUC near 0.5 has little discrimination; directional accuracy depends on economic thresholds and uncertainty." ] }