crypto · ODB pipeline · nasimubd · overnight orthogonality loop · 2026-06-06 23:55 UTC

Crypto Fractal · Multifractal · Chaos — 10-Candidate Orthogonality Evaluation

Evaluating 10 fractal / multifractal / chaos / complexity candidate features for whether each adds information orthogonal to the live production panel — one candidate per overnight firing, read-only across 10 regime slices × 21 (symbol, threshold) cells on ClickHouse. Gate: ‖ρ‖≤0.85 ∧ R²≤0.85 ∧ h_norm≥0.05 (worst-valid-cell). Scope: orthogonality only — no null, no signal/target. Resource-capped to 2 cores @ 200% / 4 GB, spare capacity only.

Candidates

PASS

WATCH

BAN

Pending

Candidates: #21 ordinal-partition-network · #45 higuchi-fd · #24 generalized-hurst · #17 perm-JS-distance · #25 mfdfa-width · #35/#34/#36 Δh(q) (|r| / r / Δσ²) · #46 correlation-dimension · #47 lyapunov-rosenstein. Within-slate clusters (#45↔#24, #35↔#36) are resolved by the cross-candidate matrix at Finish.

Candidate roster

#	Candidate	Verdict	Max ‖ρ‖	Valid cells	Cost
01	🕸️ Ordinal partition network — global node entropy network-complexity · ordpy	WATCH	0.94	207	medium
02	🪢 Higuchi fractal dimension fractal-dimension · antropy	PASS	0.85	207	fast
03	📏 Generalised Hurst H(q=2) hurst-multifractal · nolds	WATCH	0.87	207	medium
04	🎼 Permutation Jensen–Shannon distance to 1/f² noise complexity-entropy · ordpy	WATCH	0.90	207	fast
05	🌀 MF-DFA multifractal spectrum width Δα (price) multifractal · custom	PASS	0.56	207	slow
06	📊 Δh(q) on \|returns\| — volatility multifractality multifractal-volatility · MFDFA	PASS	0.68	207	slow
07	📈 Δh(q) on returns multifractal · MFDFA	PASS	0.65	207	slow
08	⚡ Δh(q) on volatility increments (Δσ²) multifractal-volatility · MFDFA	PASS	0.71	207	slow
09	🌌 Correlation dimension D₂ (chaos) chaos-dimension · nolds	WATCH	0.89	207	slow
10	🦋 Largest Lyapunov exponent (Rosenstein) chaos · nolds	PASS	0.81	207	slow