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🗂 Candidate Registry

110 candidates · 110 unique · FOSS: 82 libraries, 110/110 checked · SSoT candidate_ledger.jsonl built 2026-07-09T00:24:31Z

Active loops — recon 1 live

Forex Orthogonal-Candidate Evaluation (batch 5–10: 30 kernels + multi-slice sweep)

forex● liveP1_KERNELS21 iters DROP:1 PASS:20

⚙ run wf_24a52845-ec5 · task wajchty75

P1: 20/30 done; ultracode workflow wajchty75 in-flight designing+verifying final 9 kernels.

Forex Orthogonal-Candidate Evaluation (batch 5-10)

forexdone6 iters PASS:2 PENDING:2 WATCH:2

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Crypto Orthogonal Bar Features — Implementation Journal (batch 6: the 4 §B-PASS)

cryptodoneP5_DONE13 iters ?:13

LOOP COMPLETE (P5_DONE): 3 of 4 shipped — PRs #568 <- #569 <- #570 stacked; card 50 GATED awaiting window_mean_ratified; morning-handoff in ledger.morning_handoff + campaign index. Operator: rule on card 50, merge the stack in order, deploy

Crypto Orthogonal Bar Features — Implementation Journal (batch 5, first 8)

cryptodoneP3_CHALLENGE14 iters ?:14

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Crypto Orthogonal-Candidate Evaluation — batch 5-10 kernels + substrate plumbing + sweep

cryptodoneP5_DONE11 iters PASS:8 PENDING:3

P5_DONE @ 2026-06-17T17:50:44Z: MISSION COMPLETE. 28 kernels + plumbing, PR #540, 441-cell sweep (26 KEEP/1 WATCH/1 DROP/3 DEFERRED), Challenge-and-Held worked (2 HELD/7 PARTIAL/0 conceded). LOOP COMPLETE.

#	Candidate	Family	Stage	Novelty	P·A·O	FOSS impl	Provenance
1 ›	L-skewness (tau3 = L3/L2, Hosking sample L-moment ratio)	l_moments	pending	unique	PAO	Ouranosinc/lmoments3GPL-3.0-or-later ✓	10.1111/j.2517-6161.1990.tb01775.x ↗
Provenance 10.1111/j.2517-6161.1990.tb01775.x · J. R. M. Hosking (1990), "L-Moments: Analysis and Estimation of Distributions Using Linear Combinations of Order Statistics" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation Ouranosinc/lmoments3 · GPL-3.0-or-later · pkg `lmoments3` · v1.0.8 · verify: corrected Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0064) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
2 ›	L-kurtosis (tau4 = L4/L2, Hosking sample L-moment ratio)bar_l_kurtosis_tau4	l_moments	promoted	unique	PAO	Ouranosinc/lmoments3GPL-3.0-or-later ✓	10.1111/j.2517-6161.1990.tb01775.x ↗
Provenance 10.1111/j.2517-6161.1990.tb01775.x · Hosking, J.R.M. (1990). L-Moments: Analysis and Estimation of Distributions Using Linear Combinations of Order Statistics. Journal of the Royal Statistical Society Series B (Methodological), 52(1):105-124. (L-skewness/L-kurtosis measures introduced in Section 2.) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation Ouranosinc/lmoments3 · GPL-3.0-or-later · pkg `lmoments3` · 1.0.8 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · promoted — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0065); promoted production bar_close column — reconciled to schema.sql 2026-06-30 · promoted — enriched: novelty=unique; provenance+FOSS from research wf
3 ›	Coefficient of L-variation (tau2 = L2/L1, L-scale ratio / L-CV)	l_moments	pending	unique	PAO	scipy/scipyBSD-3-Clause ✓	10.1111/j.2517-6161.1990.tb01775.x ↗
Provenance 10.1111/j.2517-6161.1990.tb01775.x · J. R. M. Hosking (1990), "L-Moments: Analysis and Estimation of Distributions Using Linear Combinations of Order Statistics" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation scipy/scipy · BSD-3-Clause · pkg `scipy` · v1.18.0 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0066) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
4 ›	EDGE efficient discrete generalized effective-spread estimator	microstructure_spread	pending	unique	PAO	eguidotti/bidaskMIT ✓	10.1016/j.jfineco.2024.103916 ↗
Provenance 10.1016/j.jfineco.2024.103916 · Ardia, D., Guidotti, E., Kroencke, T.A. (2024). Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices. Journal of Financial Economics, 161, 103916. Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation eguidotti/bidask · MIT · pkg `bidask` · 1caba55d63ebab6c855536be51c43bdfc48d2dec · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0067) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
5 ›	Roll implied effective spread (2 sqrt of negative serial covariance of price changes)	microstructure_spread	pending	unique	PAO	eguidotti/bidaskMIT ✓	10.1111/j.1540-6261.1984.tb03897.x ↗
Provenance 10.1111/j.1540-6261.1984.tb03897.x · Richard Roll (1984), "A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market", The Journal of Finance 39(4): 1127-1139 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation eguidotti/bidask · MIT · pkg `bidask` · 1caba55d63ebab6c855536be51c43bdfc48d2dec · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0068) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
6 ›	Corwin-Schultz high-low bid-ask spread estimator	microstructure_spread	pending	unique	PAO	eguidotti/bidaskMIT ✓	10.1111/j.1540-6261.2012.01729.x ↗
Provenance 10.1111/j.1540-6261.2012.01729.x · Corwin, Shane A. & Schultz, Paul (2012). A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices. The Journal of Finance, 67(2), 719-760. Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation eguidotti/bidask · MIT · pkg `bidask` · 8234e7cf57809167fdaaa927571148234426f01f · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0069) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
7 ›	Abdi-Ranaldo CHL close-high-low spread estimator	microstructure_spread	pending	unique	PAO	eguidotti/bidaskMIT ✓	10.1093/rfs/hhx084 ↗
Provenance 10.1093/rfs/hhx084 · Farshid Abdi and Angelo Ranaldo (2017), "A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices", Review of Financial Studies 30(12):4437-4480 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation eguidotti/bidask · MIT · pkg `bidask` · v2.1.0 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0070) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
8 ›	Arcsine occupation fraction above mean (positive sojourn fraction)	occupation_arcsine	pending	unique	PAO	blue-yonder/tsfreshMIT ✓	10.1016/j.neucom.2018.03.067 ↗
Provenance 10.1016/j.neucom.2018.03.067 · Maximilian Christ, Nils Braun, Julius Neuffer, Andreas W. Kempa-Liehr (2018), "Time Series FeatuRe Extraction on basis of Scalable Hypothesis tests (tsfresh - A Python package)", Neurocomputing 307:72-77 (catalogs the count_above_mean feature). The underlying probability law is Paul Levy's arcsine law for the occupation time / positive sojourn fraction of a path above its time-average. Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation blue-yonder/tsfresh · MIT · pkg `tsfresh` · v0.21.2 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0071) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
9 ›	Arcsine time-of-maximum fraction (argmax position)	occupation_arcsine	pending	unique	PAO	blue-yonder/tsfreshMIT ✓	10.1016/j.neucom.2018.03.067 ↗
Provenance 10.1016/j.neucom.2018.03.067 · Christ, Braun, Neuffer & Kempa-Liehr (2018), "Time Series FeatuRe Extraction on basis of Scalable Hypothesis tests (tsfresh - A Python package)", Neurocomputing 307:72-77. Underlying statistic = Levy's arcsine law for the time of the maximum (Levy 1939, 'Sur certains processus stochastiques homogenes', Compositio Math. 7:283-339). Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation blue-yonder/tsfresh · MIT · pkg `tsfresh` · v0.21.0 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0072) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
10 ›	Longest excursion above mean (maximal positive sign-streak)	occupation_arcsine	pending	unique	PAO	blue-yonder/tsfreshMIT ✓	10.1016/j.neucom.2018.03.067 ↗
Provenance 10.1016/j.neucom.2018.03.067 · Maximilian Christ, Nils Braun, Julius Neuffer, Andreas W. Kempa-Liehr (2018), "Time Series FeatuRe Extraction on basis of Scalable Hypothesis tests (tsfresh - A Python package)", Neurocomputing 307:72-77 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation blue-yonder/tsfresh · MIT · pkg `tsfresh` · v0.21.2 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0073) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
11 ›	Parkinson high-low range volatility	range_volatility	pending	unique	PAO	Quantreo/quantreoMIT unverified	10.1086/296071 ↗
Provenance 10.1086/296071 · Parkinson, Michael (1980), 'The Extreme Value Method for Estimating the Variance of the Rate of Return', Journal of Business 53(1), 61-65 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation Quantreo/quantreo · MIT · pkg `volatility-trading` · v0.7.0 (cbc26fafee0b, published 2026-03-16) · verify: refuted Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0074) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
12 ›	Rogers-Satchell drift-independent OHLC volatility	range_volatility	pending	unique	PAO	jasonstrimpel/volatility-tradingGPL-3.0-only ✓	10.1214/aoap/1177005835 ↗
Provenance 10.1214/aoap/1177005835 · Rogers, L.C.G. & Satchell, S.E. (1991), "Estimating Variance From High, Low and Closing Prices" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation jasonstrimpel/volatility-trading · GPL-3.0-only · pkg `volest` · 0318608928460046 1acdaa0e64b9a7d83bf9badd (HEAD/master; no tagged releases) · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0075) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
13 ›	Garman-Klass OHLC volatility	range_volatility	pending	unique	PAO	jasonstrimpel/volatility-tradingGPL-3.0 ✓	10.1086/296072 ↗
Provenance 10.1086/296072 · Garman, Mark B. & Klass, Michael J. (1980), "On the Estimation of Security Price Volatilities from Historical Data", The Journal of Business 53(1), 67-78 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation jasonstrimpel/volatility-trading · GPL-3.0 · pkg `volatility-trading` · 0318608928460046 (master HEAD, 2024-10-21); GarmanKlass.py kernel unchanged · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0076) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
14 ›	Mann-Kendall S statistic (sum of pairwise sign concordances over the bar series)	rank_randomness	pending	unique	PAO	mmhs013/pyMannKendallMIT ✓	10.2307/1907187 ↗
Provenance 10.2307/1907187 · Mann, H.B. (1945) 'Nonparametric Tests Against Trend', Econometrica, 13(3), 245-259. The S = sum_{i<j} sgn(x_j - x_i) rank statistic builds on Kendall's rank-correlation method (Kendall, M.G. 1938, 'A New Measure of Rank Correlation', Biometrika 30, 81-93). Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation mmhs013/pyMannKendall · MIT · pkg `pymannkendall` · v1.4.3 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive open candidate page ↗ Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0077) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
15 ›	Kendall's tau-b rank-vs-time correlation (normalised concordance of bar values against index order)	rank_randomness	pending	unique	PAO	scipy/scipyBSD-3-Clause ✓	10.1093/biomet/33.3.239 ↗
Provenance 10.1093/biomet/33.3.239 · M. G. Kendall (1945), 'The Treatment of Ties in Ranking Problems' (introduces the tau-b tie-adjusted normalisation); building on M. G. Kendall (1938), 'A New Measure of Rank Correlation' (introduces tau). Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation scipy/scipy · BSD-3-Clause · pkg `scipy` · v1.18.0 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0078) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
16 ›	Wald-Wolfowitz runs-count statistic over the bar's up/down sign sequence	rank_randomness	pending	unique	PAO	statsmodels/statsmodelsBSD-3-Clause ✓	10.1214/aoms/1177731909 ↗
Provenance 10.1214/aoms/1177731909 · A. Wald & J. Wolfowitz (1940), "On a Test Whether Two Samples are from the Same Population", The Annals of Mathematical Statistics 11(2):147-162 (originating runs-count statistic; the one-sample randomness variant with closed-form E[R]=1+2n_posn_neg/n and exact variance is the directly applicable form, later formalised in Wald & Wolfowitz (1943) DOI 10.1214/aoms/1177731358) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation statsmodels/statsmodels · BSD-3-Clause · pkg `statsmodels` · v0.14.6 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0079) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
17 ›	Spectral flatness (Wiener entropy) of the bar periodogram	spectral_shape	pending	unique	PAO	librosa/librosaISC ✓	10.1109/TASSP.1974.1162572 ↗
Provenance 10.1109/TASSP.1974.1162572 · Gray, A. H. Jr. and Markel, J. D. (1974), 'A Spectral-Flatness Measure for Studying the Autocorrelation Method of Linear Prediction of Speech Analysis', IEEE Trans. Acoustics, Speech, and Signal Processing, ASSP-22(3), 207-217 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation librosa/librosa · ISC · pkg `librosa` · 0.11.0 (sha af8c839fb15317fa2712ea66e7a22da6a9267b32) · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0080) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
18 ›	Spectral centroid (frequency center-of-mass) of the bar periodogram	spectral_shape	pending	unique	PAO	librosa/librosaISC ✓	10.1121/1.381843 ↗
Provenance 10.1121/1.381843 · John M. Grey and John W. Gordon (1978), "Perceptual effects of spectral modifications on musical timbres"; the magnitude-weighted mean-frequency centroid as a timbre-space dimension. Brightness link canonically attributed to J. W. Beauchamp (1982), "Synthesis by spectral amplitude and 'brightness' matching of analyzed musical instrument tones" (J. Audio Eng. Soc. 30(6):396-406). Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation librosa/librosa · ISC · pkg `librosa` · 0.11.0 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0081) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
19 ›	Zero-crossing rate of the de-meaned bar return series	spectral_shape	pending	unique	PAO	librosa/librosaISC ✓	10.1109/PROC.1986.13663 ↗
Provenance 10.1109/PROC.1986.13663 · B. Kedem (1986), "Spectral Analysis and Discrimination by Zero-Crossings", Proceedings of the IEEE, 74(11):1477-1493 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation librosa/librosa · ISC · pkg `librosa` · 0.11.0 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0082) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
20 ›	Spectral spread (second central spectral moment, p=2) of the bar periodogram	spectral_shape	pending	unique	PAO	librosa/librosaISC ✓	10.1121/1.3642604 ↗
Provenance 10.1121/1.3642604 · Peeters G., Giordano B.L., Susini P., Misdariis N., McAdams S. (2011), "The Timbre Toolbox: Extracting audio descriptors from musical signals", J. Acoust. Soc. Am. 130(5):2902-2916. (Concept lineage: Krimphoff et al. 1994; standardized as MPEG-7 AudioSpectrumSpread.) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation librosa/librosa · ISC · pkg `librosa` · 0.11.0 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0083) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
21 ›	Directed HVG in/out-degree KLD irreversibility (Lacasa visibility-graph)	time_irreversibility	pending	unique	PAO	CarlosBergillos/ts2vgMIT ✓	arXiv:1108.1691 (DOI:10.1140/epjb/e2012-20809-8)
Provenance arXiv:1108.1691 (DOI:10.1140/epjb/e2012-20809-8) · L. Lacasa, A. Nunez, E. Roldan, J. M. R. Parrondo, B. Luque (2012), "Time series irreversibility: a visibility graph approach", The European Physical Journal B 85(6):217 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation CarlosBergillos/ts2vg · MIT · pkg `ts2vg` · v1.2.4 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0084) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
22 ›	Guzik's Index of Poincare-plot heart-rate asymmetry (line-of-identity distance ratio)	time_irreversibility	pending	unique	PAO	neuropsychology/NeuroKitMIT ✓	10.1515/BMT.2006.054 ↗
Provenance 10.1515/BMT.2006.054 · Guzik P, Piskorski J, Krauze T, Wykretowicz A, Wysocki H (2006), "Heart rate asymmetry by Poincare plots of RR intervals", Biomedizinische Technik (Biomed Tech) 51(4):272-275. Formal extension: Piskorski J, Guzik P (2011), "Asymmetric properties of long-term and total heart rate variability", Med Biol Eng Comput 49(11):1289-1297. Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation neuropsychology/NeuroKit · MIT · pkg `neurokit2` · 0.2.13 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0085) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
23 ›	Porta's Index of acceleration/deceleration point-count asymmetry (fraction below line of identity)	time_irreversibility	pending	unique	PAO	neuropsychology/NeuroKitMIT ✓	10.1152/ajpregu.00129.2008 ↗
Provenance 10.1152/ajpregu.00129.2008 · A. Porta, K. R. Casali, A. G. Casali, T. Gnecchi-Ruscone, E. Tobaldini, N. Montano, S. Lange, D. Geue, D. Cysarz, P. Van Leeuwen (2008), "Temporal asymmetries of short-term heart period variability are linked to autonomic regulation" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation neuropsychology/NeuroKit · MIT · pkg `neurokit2` · v0.2.10 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0086) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
24 ›	Natural Visibility Graph mean degree	visibility_graph	pending	unique	PAO	CarlosBergillos/ts2vgMIT ✓	10.1073/pnas.0709247105 ↗
Provenance 10.1073/pnas.0709247105 · Lacasa, Luque, Ballesteros, Luque, Nuno (2008), 'From time series to complex networks: The visibility graph' Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation CarlosBergillos/ts2vg · MIT · pkg `ts2vg` · v1.2.4 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0087) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
25 ›	Natural Visibility Graph global clustering coefficient (transitivity)	visibility_graph	pending	unique	PAO	CarlosBergillos/ts2vgMIT ✓	10.1073/pnas.0709247105 ↗
Provenance 10.1073/pnas.0709247105 · Lacasa, Luque, Ballesteros, Luque & Nuno (2008), 'From time series to complex networks: the visibility graph' (NVG construction). Global clustering coefficient / transitivity definition C = 3triangles / connected-triples per Newman/Watts-Strogatz network theory. Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation CarlosBergillos/ts2vg · MIT · pkg `ts2vg` · v1.2.4 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27* · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0088) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
26 ›	Horizontal Visibility Graph degree assortativity coefficient	visibility_graph	pending	unique	PAO	CarlosBergillos/ts2vgMIT ✓	10.1103/PhysRevE.80.046103 (Luque 2009); 10.1103/PhysRevLett.89.208701 (Newman 2002)
Provenance 10.1103/PhysRevE.80.046103 (Luque 2009); 10.1103/PhysRevLett.89.208701 (Newman 2002) · (HVG construction) B. Luque, L. Lacasa, F. Ballesteros, J. Luque 2009, 'Horizontal visibility graphs: exact results for random time series'; (degree assortativity) M. E. J. Newman 2002, 'Assortative mixing in networks' Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation CarlosBergillos/ts2vg · MIT · pkg `ts2vg` · v1.2.4 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0089) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
27 ›	Bowley quartile skewness coefficient	distributional_shape	pending	unique	PAO	cran/KbMvtSkewGPL-3.0-only ✓	OCLC:1607113
Provenance OCLC:1607113 · Bowley, A. L. (1901). Elements of Statistics. London: P. S. King & Son. (Quartile/quartile skewness coefficient; also called Yule-Kendall index / Galton skewness, cf. Yule 1912) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation cran/KbMvtSkew · GPL-3.0-only · pkg `KbMvtSkew` · 1.0.2 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0090) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
28 ›	Moors octile kurtosis coefficient	distributional_shape	pending	unique	PAO	glevv/obscure_statsMIT ✓	10.2307/2348376 ↗
Provenance 10.2307/2348376 · J. J. A. Moors (1988), "A Quantile Alternative for Kurtosis" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation glevv/obscure_stats · MIT · pkg `obscure_stats` · 0.7.1 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0091) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
29 ›	Pearson second (median) skewness coefficient	distributional_shape	pending	unique	PAO	clean-room	10.1098/rsta.1895.0010 ↗
Provenance 10.1098/rsta.1895.0010 · Karl Pearson (1895), "Contributions to the Mathematical Theory of Evolution. II. Skew Variation in Homogeneous Material", Philosophical Transactions of the Royal Society of London A, 186, 343-414 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0092) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
30 ›	Relative MAD-to-sigma robustness ratio	distributional_shape	pending	unique	PAO	clean-room	10.1080/01621459.1974.10482962 ↗
Provenance 10.1080/01621459.1974.10482962 · Hampel, F.R. (1974) The Influence Curve and Its Role in Robust Estimation Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0093) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
31 ›	Kyle lambda price-impact OLS slope (returns on signed dollar volume)	order_flow	pending	unique	PAO	s3bs/mlfinlabBSD-3-Clause ✓	ISBN:978-1-119-48208-6
Provenance ISBN:978-1-119-48208-6 · Marcos Lopez de Prado 2018, 'Advances in Financial Machine Learning', Ch.19 Microstructural Features (p.286-288 Kyle lambda); estimator builds on Albert S. Kyle 1985, 'Continuous Auctions and Insider Trading' Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation s3bs/mlfinlab · BSD-3-Clause · pkg `mlfinlab` · s3bs/mlfinlab@d2b633edf280 (surviving BSD-3 FOSS fork; upstream hudson-and-thames now closed-source/NOASSERTION) · verify: corrected Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0094) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
32 ›	Amihud ILLIQ kernel (absolute bar return over bar dollar volume)	order_flow	pending	unique	PAO	clean-room	10.1016/S1386-4181(01)00024-6 ↗
Provenance 10.1016/S1386-4181(01)00024-6 · Yakov Amihud (2002), "Illiquidity and stock returns: Cross-section and time-series effects", Journal of Financial Markets, 5(1):31-56 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0095) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
33 ›	Tick-rule signed-volume order-flow imbalance ratio (net signed volume over total volume)	order_flow	pending	unique	PAO	clean-room	10.1111/j.1540-6261.1991.tb02683.x ↗
Provenance 10.1111/j.1540-6261.1991.tb02683.x · Holthausen, Leftwich & Mayers (1987), 'The Effect of Large Block Transactions on Security Prices: A Cross-sectional Analysis' (foundational application of the tick rule); Lee & Ready (1991), 'Inferring Trade Direction from Intraday Data' (formalized tick test within trade-direction classification) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0096) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
34 ›	Whole-bar Kaufman fractal-efficiency ratio (net-change over total-variation)	path_geometry	pending	unique	PAO	MerlinR/Pandas-ta-forkMIT ✓	ISBN:978-1119605355
Provenance ISBN:978-1119605355 · Perry J. Kaufman (1995/2013), 'Smarter Trading' / 'Trading Systems and Methods' — introduces the Efficiency Ratio (a.k.a. fractal efficiency) ER = net price change / sum of absolute bar-to-bar price changes, the basis of Kaufman's Adaptive Moving Average (KAMA) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation MerlinR/Pandas-ta-fork · MIT · pkg `pandas-ta` · 0.3.14b0 · verify: corrected Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0097) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
35 ›	Intrabar total variation (absolute sum of consecutive price changes / L1 path arc length)	path_geometry	pending	unique	PAO	clean-room	10.1016/0167-2789(92)90242-F ↗
Provenance 10.1016/0167-2789(92)90242-F · L. Rudin, S. Osher, E. Fatemi (1992), "Nonlinear total variation based noise removal algorithms", Physica D: Nonlinear Phenomena 60(1-4):259-268 (seminal source of the discrete total-variation functional TV(x)=sum\|x[i+1]-x[i]\| as the L1 norm of the discrete gradient) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0098) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
36 ›	Maximum intrabar drawdown (peak-to-trough fractional decline over the bar price path)	path_geometry	pending	unique	PAO	stefan-jansen/empyrical-reloadedApache-2.0 ✓	SSRN:874069
Provenance SSRN:874069 · Malik Magdon-Ismail and Amir F. Atiya (2004), "Maximum Drawdown", Risk Magazine, Vol. 17, No. 10, pp. 99-102 (companion theory: Magdon-Ismail, Atiya, Pratap, Abu-Mostafa (2004), "On the Maximum Drawdown of a Brownian Motion", J. Applied Probability 41(1):147-161) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation stefan-jansen/empyrical-reloaded · Apache-2.0 · pkg `empyrical-reloaded` · 0.5.12 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0099) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
37 ›	Durbin-Watson lag-1 serial-dependence statistic (open-anchored bar return series)	serial_dependence	pending	unique	PAO	statsmodels/statsmodelsBSD-3-Clause ✓	10.1093/biomet/37.3-4.409 ↗
Provenance 10.1093/biomet/37.3-4.409 · Durbin, J. and Watson, G.S. (1950, 1951) 'Testing for Serial Correlation in Least Squares Regression. I & II', Biometrika 37:409-428 and 38:159-178 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation statsmodels/statsmodels · BSD-3-Clause · pkg `statsmodels` · v0.14.6 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0100) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
38 ›	spectral_skewness_3rd_standardised_moment	spectral_higher	pending	unique	PAO	alexanderlerch/pyACAMIT ✓	10.1002/9781118393550 ↗
Provenance 10.1002/9781118393550 · Alexander Lerch, 2012/2023, "An Introduction to Audio Content Analysis: Applications in Signal Processing and Music Informatics" (Sec. 3.2.7 Skewness, p.38; Wiley/IEEE Press) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation alexanderlerch/pyACA · MIT · pkg `pyACA` · v0.3.1 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0101) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
39 ›	spectral_kurtosis_4th_standardised_moment	spectral_higher	pending	unique	PAO	MTG/essentiaAGPL-3.0-or-later ✓	CUIDADO I.S.T. Project Report 2004 (no DOI/arXiv; canonical technical report)
Provenance CUIDADO I.S.T. Project Report 2004 (no DOI/arXiv; canonical technical report) · G. Peeters (2004), "A large set of audio features for sound description (similarity and classification) in the CUIDADO project" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation MTG/essentia · AGPL-3.0-or-later · pkg `essentia` · 2.1b6.dev1438 (PyPI); repo doc version 2.1-beta6-dev. Last tagged GitHub release v2.0.1 (2014) is stale; the maintained artifact is the PyPI wheel. · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0102) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
40 ›	spectral_crest_factor_max_over_mean_psd	spectral_higher	pending	unique	PAO	alexanderlerch/pyACAMIT ✓	arXiv:2206.15219 ↗
Provenance arXiv:2206.15219 · Alexander Lerch (2012/2022), 'An Introduction to Audio Content Analysis: Applications in Signal Processing and Music Informatics' (Wiley/IEEE Press); reference code in Lerch, A. (2022), 'libACA, pyACA, and ACA-Code: Audio Content Analysis in 3 Languages', Software Impacts 13, 100349 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation alexanderlerch/pyACA · MIT · pkg `pyACA` · v0.3.1 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0103) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
41 ›	spectral_slope_fullband_ols_tilt	spectral_higher	pending	unique	PAO	novoic/surfboardGPL-3.0 ✓	Peeters2004-CUIDADO-IRCAM-TR
Provenance Peeters2004-CUIDADO-IRCAM-TR · Geoffroy Peeters, 2004, "A Large Set of Audio Features for Sound Description (Similarity and Classification) in the CUIDADO Project" (IRCAM Technical Report) — spectral slope = least-squares linear regression of magnitude spectrum vs frequency (cuidado:AudioSpectrumSlope / DS.i_slope_v) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation novoic/surfboard · GPL-3.0 · pkg `surfboard` · 700d1b26e80fbd06d2a9c682260e6c635d6c0d40 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0104) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
42 ›	spectral_entropy_shannon_over_psd_bins	spectral_higher	pending	unique	PAO	raphaelvallat/antropyBSD-3-Clause ✓	10.1016/0013-4694(91)90138-T ↗
Provenance 10.1016/0013-4694(91)90138-T · Inouye, T., Shinosaki, K., Sakamoto, H., Toi, S., Ukai, S., Iyama, A., Katsuda, Y., & Hirano, M. (1991). Quantification of EEG irregularity by use of the entropy of the power spectrum. Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation raphaelvallat/antropy · BSD-3-Clause · pkg `antropy` · v0.2.2 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0105) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
43 ›	sublevel_persistence_entropy_h0	tda_sublevelset	pending	unique	PAO	giotto-ai/giotto-tdaAGPL-3.0-only ✓	10.1016/j.patcog.2014.06.023 ↗
Provenance 10.1016/j.patcog.2014.06.023 · Chintakunta, Gentimis, Gonzalez-Diaz, Jimenez, Krim (2015), 'An entropy-based persistence barcode', Pattern Recognition 48(2):391-401 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation giotto-ai/giotto-tda · AGPL-3.0-only · pkg `giotto-tda` · v0.6.2 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0106) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
44 ›	sublevel_total_persistence_h0	tda_sublevelset	pending	unique	PAO	GUDHI/gudhi-develMIT ✓	10.1007/s10208-010-9060-6 ↗
Provenance 10.1007/s10208-010-9060-6 · David Cohen-Steiner, Herbert Edelsbrunner, John Harer, Yuriy Mileyko (2010), "Lipschitz Functions Have Lp-Stable Persistence", Foundations of Computational Mathematics 10(2):127-139 (degree-1 total persistence = sum of bar lifetimes is the canonical L1 / Lp-total-persistence functional of a sublevel-set diagram) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation GUDHI/gudhi-devel · MIT · pkg `gudhi` · tags/gudhi-release-3.12.0 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0107) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
45 ›	sublevel_persistence_l2_norm_h0	tda_sublevelset	pending	unique	PAO	clean-room	arXiv:2309.13479 ↗
Provenance arXiv:2309.13479 · Pawel Dlotko and Simon Rudkin (2023), "Persistence Norms and the Datasaurus" (defines L_{d,b} persistence norms; L_{0,2} = L2 norm of dimension-0 persistence pairs). Antecedent for Lp persistence(-landscape) norms on financial time series: Marian Gidea and Yuri Katz (2018), "Topological data analysis of financial time series: Landscapes of crashes", Physica A 491:820-834. Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0108) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
46 ›	hvg_mean_degree	visibility_graph_ext	pending	unique	PAO	CarlosBergillos/ts2vgMIT ✓	arXiv:1002.4526 ↗
Provenance arXiv:1002.4526 · B. Luque, L. Lacasa, F. Ballesteros, J. Luque (2009), 'Horizontal visibility graphs: exact results for random time series' Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation CarlosBergillos/ts2vg · MIT · pkg `ts2vg` · v1.2.4 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0109) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
47 ›	hvg_global_clustering_transitivity	visibility_graph_ext	pending	unique	PAO	CarlosBergillos/ts2vgMIT ✓	10.1103/PhysRevE.80.046103 ↗
Provenance 10.1103/PhysRevE.80.046103 · B. Luque, L. Lacasa, F. Ballesteros, J. Luque (2009), 'Horizontal visibility graphs: Exact results for random time series' (HVG construction); transitivity scalar from M. E. J. Newman (2003), 'The structure and function of complex networks' / Wasserman & Faust (1994) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation CarlosBergillos/ts2vg · MIT · pkg `ts2vg` · v1.2.4 · verify: corrected Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0110) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
48 ›	nvg_degree_assortativity	visibility_graph_ext	pending	unique	PAO	networkx/networkxBSD-3-Clause ✓	10.1073/pnas.0709247105 ↗
Provenance 10.1073/pnas.0709247105 · Two-part lineage. (1) NVG construction: L. Lacasa, B. Luque, F. Ballesteros, J. Luque, J. C. Nuno (2008), 'From time series to complex networks: the visibility graph'. (2) Degree assortativity statistic: M. E. J. Newman (2002), 'Assortative mixing in networks' (coefficient defined in Newman 2003, 'Mixing patterns in networks', Eq. 21, which NetworkX implements). Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation networkx/networkx · BSD-3-Clause · pkg `networkx` · networkx-3.6.1 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0111) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
49 ›	nvg_degree_heterogeneity_dispersion	visibility_graph_ext	pending	unique	PAO	clean-room	10.1073/pnas.0709247105 ↗
Provenance 10.1073/pnas.0709247105 · L. Lacasa, B. Luque, F. Ballesteros, J. Luque, J. C. Nuno (2008), "From time series to complex networks: The visibility graph" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0112) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
50 ›	hvg_mean_local_clustering	visibility_graph_ext	pending	unique	PAO	CarlosBergillos/ts2vgMIT ✓	10.1103/PhysRevE.80.046103 ↗
Provenance 10.1103/PhysRevE.80.046103 · B. Luque, L. Lacasa, F. Ballesteros, J. Luque (2009), "Horizontal visibility graphs: Exact results for random time series", Physical Review E 80(4):046103 (foundational HVG paper that derives the clustering coefficient analytically). HVG itself developed from Lacasa et al. (2008), "From time series to complex networks: The visibility graph", PNAS. Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation CarlosBergillos/ts2vg · MIT · pkg `ts2vg` · 1.2.4 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0113) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
51 ›	Maximum bar lifetime of the sublevel-set H0 persistence diagram (diagram amplitude)	tda_sublevelset	pending	unique	PAO	scikit-tda/ripser.pyMIT ✓	10.1007/s00454-002-2885-2 ↗
Provenance 10.1007/s00454-002-2885-2 · Edelsbrunner, Letscher & Zomorodian (2002), "Topological Persistence and Simplification" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation scikit-tda/ripser.py · MIT · pkg `ripser` · v0.6.15 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0114) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
52 ›	Kelly skewness coefficient (octile-based, robust)	distributional_shape	pending	unique	PAO	clean-room	10.1198/106186004X12632 ↗
Provenance 10.1198/106186004X12632 · Brys G., Hubert M., Struyf A. (2004), 'A Robust Measure of Skewness'; the octile-skewness functional OS = ((Q0.875 - Q0.5) - (Q0.5 - Q0.125)) / (Q0.875 - Q0.125) belongs to the quantile-skewness family of Hinkley D.V. (1975), 'On Power Transformations to Symmetry' Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0115) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
53 ›	Pearson mode skewness coefficient	distributional_shape	pending	unique	PAO	paulponcet/modeestGPL-3.0-or-later ✓	10.1016/S0167-9473(01)00057-3 ↗
Provenance 10.1016/S0167-9473(01)00057-3 · D. R. Bickel (2002), "Robust estimators of the mode and skewness of continuous data", Computational Statistics & Data Analysis 39(2):153-163 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation paulponcet/modeest · GPL-3.0-or-later · pkg `modeest` · v2.4.0 · verify: corrected Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0116) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
54 ›	Forhad-Shorna coefficient of rank skewness	distributional_shape	pending	unique	PAO	glevv/obscure_statsMIT ✓	arXiv:1908.06400 ↗
Provenance arXiv:1908.06400 · Ummay Salma Shorna & Md. Forhad Hossain (2019), "A New Approach to Determine the Coefficient of Skewness and An Alternative Form of Boxplot" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation glevv/obscure_stats · MIT · pkg `obscure_stats` · 0.7.1 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0117) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
55 ›	Hogg's robust kurtosis coefficient (tail-weight)	distributional_shape	pending	unique	PAO	clean-room	10.1080/01621459.1974.10480224 ↗
Provenance 10.1080/01621459.1974.10480224 · Hogg, R. V. (1974), 'Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory', Journal of the American Statistical Association, 69(348), 909-923 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0118) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
56 ›	Crow-Siddiqui robust kurtosis coefficient	distributional_shape	pending	unique	PAO	glevv/obscure_statsMIT ✓	10.1080/01621459.1967.10482917 ↗
Provenance 10.1080/01621459.1967.10482917 · Crow, E. L. and Siddiqui, M. M. (1967), "Robust Estimation of Location", Journal of the American Statistical Association, 62(318): 353-389 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation glevv/obscure_stats · MIT · pkg `obscure_stats` · 0.7.1 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0119) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
57 ›	Schmid-Trede measure of peakedness P	distributional_shape	pending	unique	PAO	glevv/obscure_statsMIT ✓	10.1016/S0167-9473(02)00170-6 ↗
Provenance 10.1016/S0167-9473(02)00170-6 · Friedrich Schmid & Mark Trede (2003), "Simple tests for peakedness, fat tails and leptokurtosis based on quantiles", Computational Statistics & Data Analysis 43(1), 1-12 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation glevv/obscure_stats · MIT · pkg `obscure_stats` · 0.7.1 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0120) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
58 ›	Studentized range (range over standard deviation)	dispersion	pending	unique	PAO	clean-room	10.1093/biomet/31.1-2.20 ↗
Provenance 10.1093/biomet/31.1-2.20 · Student (W. S. Gosset) 1927, "Errors of routine analysis"; rigorously derived by D. Newman 1939, "The distribution of the range in samples from a normal population, expressed in terms of an independent estimate of standard deviation" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0121) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
59 ›	Shamos robust scale estimator (median pairwise absolute difference)	dispersion	pending	unique	PAO	glevv/obscure_statsMIT ✓	ISBN:9780126975406
Provenance ISBN:9780126975406 · Shamos, M. I. (1976). Geometry and Statistics: Problems at the Interface. In J. F. Traub (ed.), Algorithms and Complexity: New Directions and Recent Results, pp. 251-280. Academic Press. (Estimator suggested ~p.260.) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation glevv/obscure_stats · MIT · pkg `obscure_stats` · 0.7.1 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0122) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
60 ›	Standard quantile absolute deviation (Akinshin)	dispersion	pending	unique	PAO	clean-room	arXiv:2208.13459 ↗
Provenance arXiv:2208.13459 · Andrey Akinshin (2022), "Quantile absolute deviation" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0123) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
61 ›	Quartile coefficient of dispersion (IQR over midhinge)	dispersion	pending	unique	PAO	clean-room	arXiv:1612.07003 ↗
Provenance arXiv:1612.07003 · Zwanenburg A, Leger S, Vallieres M, Lock S (2016/2020), 'Image Biomarker Standardisation Initiative (IBSI) Reference Manual' — formally defines and benchmarks the statistical feature Fstat.qcod = (P75-P25)/(P75+P25), the quartile coefficient of dispersion. Classical relative-dispersion measure; CI treatment in Bonett DG (2006), 'Confidence interval for a coefficient of quartile variation', Comp. Stat. & Data Anal. 50(11):2953-2957 (doi:10.1016/j.csda.2005.05.007). Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0124) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
62 ›	Chatterjee xi rank correlation (lag-1 serial dependence)	dependence_randomness	pending	unique	PAO	swarnakumar/xicorpyMIT ✓	arXiv:1909.10140 ; DOI:10.1080/01621459.2020.1758115
Provenance arXiv:1909.10140 ; DOI:10.1080/01621459.2020.1758115 · Sourav Chatterjee (2021), "A New Coefficient of Correlation", Journal of the American Statistical Association 116(536):2009-2022 (arXiv preprint 2019) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation swarnakumar/xicorpy · MIT · pkg `xicorpy` · v0.6 (aed3f5dd801e, 2024-07-27) · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0125) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
63 ›	Distance correlation (lag-1 nonlinear serial dependence)	dependence_randomness	pending	unique	PAO	vnmabus/dcorMIT ✓	10.1214/009053607000000505 ↗
Provenance 10.1214/009053607000000505 · Gábor J. Székely, Maria L. Rizzo, Nail K. Bakirov (2007), "Measuring and testing dependence by correlation of distances", The Annals of Statistics 35(6):2769-2794 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation vnmabus/dcor · MIT · pkg `dcor` · v0.7 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0126) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
64 ›	Sevcik fractal dimension (knobless waveform FD)	fractal_energy	pending	unique	PAO	neuropsychology/NeuroKitMIT ✓	arXiv:1003.5266 ↗
Provenance arXiv:1003.5266 · Sevcik, C. (1998) — A procedure to estimate the fractal dimension of waveforms Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation neuropsychology/NeuroKit · MIT · pkg `neurokit2` · 0.2.13 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0127) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
65 ›	Mean Teager-Kaiser energy operator of the bar path	fractal_energy	pending	unique	PAO	Sage-Bionetworks/mhealthxApache-2.0 ✓	10.1109/ICASSP.1990.115702 ↗
Provenance 10.1109/ICASSP.1990.115702 · J. F. Kaiser (1990), "On a simple algorithm to calculate the 'energy' of a signal" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation Sage-Bionetworks/mhealthx · Apache-2.0 · pkg `mhealthx` · 4ab5f03a5fef4a93a7d77f45916f1a9fd3f5cf1c · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive open candidate page ↗ Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0128) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
66 ›	Realized skewness (standardized third realized moment, Amaya et al. 2015)	realized_measures	pending	unique	PAO	jonathancornelissen/highfrequencyGPL-2.0-or-later ✓	10.1016/j.jfineco.2015.02.009 ↗
Provenance 10.1016/j.jfineco.2015.02.009 · Diego Amaya, Peter Christoffersen, Kris Jacobs, Aurelio Vasquez (2015), "Does realized skewness predict the cross-section of equity returns?" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation jonathancornelissen/highfrequency · GPL-2.0-or-later · pkg `highfrequency` · v1.0.3 (CRAN, 2026-01-05) · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0129) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
67 ›	Realized bipower variation (jump-robust quadratic variation)	realized_measures	pending	unique	PAO	jonathancornelissen/highfrequencyGPL-2.0-or-later ✓	10.1093/jjfinec/nbh001 ↗
Provenance 10.1093/jjfinec/nbh001 · Ole E. Barndorff-Nielsen and Neil Shephard (2004), "Power and Bipower Variation with Stochastic Volatility and Jumps", Journal of Financial Econometrics 2(1):1-37 (orig. Nuffield College Oxford Working Paper 2003-W18). Jump-detection inference extended in Barndorff-Nielsen & Shephard (2006), "Econometrics of testing for jumps in financial economics using bipower variation", JFE 4(1):1-30. Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation jonathancornelissen/highfrequency · GPL-2.0-or-later · pkg `highfrequency` · v1.0.3 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0130) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
68 ›	Realized semivariance asymmetry ratio (upside vs downside RV)	realized_measures	pending	unique	PAO	clean-room	SSRN:1262194
Provenance SSRN:1262194 · Ole E. Barndorff-Nielsen, Silja Kinnebrock, Neil Shephard (2008/2010) — "Measuring Downside Risk - Realised Semivariance" (CREATES Research Paper No. 2008-42; published 2010 as a chapter in Volatility and Time Series Econometrics: Essays in Honor of Robert Engle, OUP) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0131) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
69 ›	Signed jump variation (Patton-Sheppard good-minus-bad RV)	realized_measures	pending	unique	PAO	jonathancornelissen/highfrequencyGPL-2.0-or-later ✓	10.1162/REST_a_00503 ↗
Provenance 10.1162/REST_a_00503 · Andrew J. Patton and Kevin Sheppard (2015), "Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility", Review of Economics and Statistics 97(3):683-697. Built on the realized semivariance estimator of Barndorff-Nielsen, Kinnebrock & Shephard (2010), "Measuring Downside Risk: Realised Semivariance". Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation jonathancornelissen/highfrequency · GPL-2.0-or-later · pkg `highfrequency` · v1.0.3 (CRAN, 2026-01-08) · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0132) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
70 ›	Realized kurtosis of intrabar returns (fourth-power variation over RV squared)	realized_measures	pending	unique	PAO	jonathancornelissen/highfrequencyGPL-2.0-or-later ✓	10.1016/j.jfineco.2015.02.009 ↗
Provenance 10.1016/j.jfineco.2015.02.009 · Amaya, Christoffersen, Jacobs & Vasquez (2015), 'Does realized skewness and kurtosis predict the cross-section of equity returns?', Journal of Financial Economics 118(1), 135-167 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation jonathancornelissen/highfrequency · GPL-2.0-or-later · pkg `highfrequency` · eb0e84898ce1c44142726412529bbcf9e296a066 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0133) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
71 ›	Hui-Heubel single-bar relative-range liquidity ratio	liquidity_ratios	pending	unique	PAO	clean-room	DRI-Working-Paper-84081-1984
Provenance DRI-Working-Paper-84081-1984 · Hui, Baldwin & Heubel, Barbara (1984). Comparative Liquidity Advantages Among Major U.S. Stock Markets. DRI Financial Information Group Study Series No. 84081, Data Resources, Inc., Lexington, MA Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0134) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
72 ›	Realized quarticity ((N/3) sum r^4, integrated-quarticity estimator)	realized_measures_ext	pending	unique	PAO	jonathancornelissen/highfrequencyGPL-2.0-or-later ✓	10.1111/1467-9868.00336 ↗
Provenance 10.1111/1467-9868.00336 · Ole E. Barndorff-Nielsen & Neil Shephard (2002), 'Econometric analysis of realized volatility and its use in estimating stochastic volatility models', Journal of the Royal Statistical Society: Series B, 64(2), 253-280. RQ=(N/3)sum r_i^4 is the asymptotically-unbiased estimator of integrated quarticity IQ=int sigma_u^4 du introduced there; the (N/3)sum r^4 closed form is codified as `rQuar` in highfrequency citing Andersen, Dobrev & Schaumburg (2012). Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation jonathancornelissen/highfrequency · GPL-2.0-or-later · pkg `highfrequency` · v1.0.3 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0135) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
73 ›	Tripower quarticity (jump-robust integrated quarticity)	realized_measures_ext	pending	unique	PAO	jonathancornelissen/highfrequencyGPL-2.0-or-later ✓	10.1093/jjfinec/nbh001 ↗
Provenance 10.1093/jjfinec/nbh001 · Barndorff-Nielsen, O. E. & Shephard, N. (2004), 'Power and Bipower Variation with Stochastic Volatility and Jumps' (multipower-variation framework; tripower quarticity as defined for jump tests follows Huang & Tauchen 2005 and Andersen, Dobrev & Schaumburg 2012) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation jonathancornelissen/highfrequency · GPL-2.0-or-later · pkg `highfrequency` · v1.0.2 (HEAD eb0e84898ce1c44142726412529bbcf9e296a066) · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0136) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
74 ›	Relative jump fraction ((RV minus bipower) over RV)	realized_measures_ext	pending	unique	PAO	jonathancornelissen/highfrequencyGPL-2.0-or-later ✓	10.1093/jjfinec/nbi025 ↗
Provenance 10.1093/jjfinec/nbi025 · Xin Huang and George Tauchen (2005), 'The Relative Contribution of Jumps to Total Price Variance' Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation jonathancornelissen/highfrequency · GPL-2.0-or-later · pkg `highfrequency` · CRAN v1.0.3 (2026-01-05); repo HEAD DESCRIPTION v1.0.2 (2025-12-06) · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0137) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
75 ›	Peak (dominant) frequency of the bar periodogram	spectral_peak	pending	unique	PAO	clean-room	10.1029/TM003i001p00013 ↗
Provenance 10.1029/TM003i001p00013 · Arthur Schuster (1898), "On the investigation of hidden periodicities with application to a supposed 26 day period of meteorological phenomena" (coined the term 'periodogram'; the dominant/peak frequency is the argmax of this estimator). Implementation vehicle: scipy.signal.periodogram (P. Welch averaging variant, 1967, underlies the windowed case). Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0138) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
76 ›	Median (50% spectral-edge) frequency of the bar periodogram	spectral_peak	pending	unique	PAO	LibEMG/libemgMIT ✓	10.1109/TBME.1981.324738 ↗
Provenance 10.1109/TBME.1981.324738 · Stulen FB, De Luca CJ (1981), "Frequency Parameters of the Myoelectric Signal as a Measure of Muscle Conduction Velocity" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation LibEMG/libemg · MIT · pkg `libemg` · c9b0bdc5ceadb2b36bcb2f006877e5ba1b4b974b · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0139) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
77 ›	Theil-Sen robust slope of value vs time index	trend_estimators	pending	unique	PAO	scipy/scipyBSD-3-Clause ✓	10.1080/01621459.1968.10480934 ↗
Provenance 10.1080/01621459.1968.10480934 · H. Theil (1950) 'A rank-invariant method of linear and polynomial regression analysis, I, II, III'; P. K. Sen (1968) 'Estimates of the regression coefficient based on Kendall's tau' Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation scipy/scipy · BSD-3-Clause · pkg `scipy` · v1.18.0 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0140) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
78 ›	Spearman rank correlation of value vs time index (Hotelling-Pabst trend)	trend_estimators	pending	unique	PAO	scipy/scipyBSD-3-Clause ✓	10.1214/aoms/1177732543 ↗
Provenance 10.1214/aoms/1177732543 · Hotelling, H. & Pabst, M. R. (1936). Rank Correlation and Tests of Significance Involving No Assumption of Normality. Annals of Mathematical Statistics 7(1), 29-43. (Originating significance theory for Spearman's rho; the 'Hotelling-Pabst test' is Spearman rho of a series vs its time index.) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation scipy/scipy · BSD-3-Clause · pkg `scipy` · v1.18.0 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0141) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
79 ›	Herfindahl-Hirschman index of intrabar trade-volume shares	volume_concentration	pending	unique	PAO	open-risk/concentrationMetricsMIT ✓	ISBN:9780520301337
Provenance ISBN:9780520301337 · Albert O. Hirschman (1945), "National Power and the Structure of Foreign Trade" (University of California Press); index independently re-derived by Orris C. Herfindahl (1950 Columbia PhD dissertation), hence Herfindahl-Hirschman Index Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation open-risk/concentrationMetrics · MIT · pkg `concentrationMetrics` · v0.6.0 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0142) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
80 ›	Gini coefficient of intrabar trade volumes	volume_concentration	pending	unique	PAO	pysal/inequalityBSD-3-Clause ✓	10.1007/s10888-011-9188-x ↗
Provenance 10.1007/s10888-011-9188-x · Corrado Gini (1912), 'Variabilita e mutabilita: contributo allo studio delle distribuzioni e delle relazioni statistiche', Tipografia di Paolo Cuppini, Bologna. Accessible English-language scholarship: Ceriani, L. & Verme, P. (2012), 'The origins of the Gini index: extracts from Variabilita e Mutabilita (1912) by Corrado Gini', Journal of Economic Inequality 10, 421-443. Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation pysal/inequality · BSD-3-Clause · pkg `inequality` · v1.1.2 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0143) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
81 ›	Shannon entropy of intrabar trade-volume shares	volume_concentration	pending	unique	PAO	scipy/scipyBSD-3-Clause ✓	10.1002/j.1538-7305.1948.tb01338.x ↗
Provenance 10.1002/j.1538-7305.1948.tb01338.x · C. E. Shannon (1948), "A Mathematical Theory of Communication" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation scipy/scipy · BSD-3-Clause · pkg `scipy` · v1.18.0 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0144) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
82 ›	Close-to-VWAP relative deviation (single-bar)	volume_concentration	pending	unique	PAO	clean-room	10.1111/j.1540-6261.1988.tb02591.x ↗
Provenance 10.1111/j.1540-6261.1988.tb02591.x · Stephen A. Berkowitz, Dennis E. Logue, Eugene A. Noser Jr. (1988), "The Total Cost of Transactions on the NYSE", The Journal of Finance 43(1), 97-112 — seminal formalization of VWAP as the volume-weighted average price benchmark over the trading interval. (Earliest practical use attributed to James Elkins / Abel Noser, 1984, Ford pension fund.) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0145) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
83 ›	First cepstral coefficient C0 (log geometric-mean magnitude)	cepstral_shape	pending	unique	PAO	clean-room	CorpusID:59352135
Provenance CorpusID:59352135 · B. P. Bogert, M. J. R. Healy, and J. W. Tukey (1963), "The Quefrency Analysis of Time Series for Echoes: Cepstrum, Pseudo-Autocovariance, Cross-Cepstrum, and Saphe Cracking", Proc. Symposium on Time Series Analysis (M. Rosenblatt, ed.), Ch. 15, pp. 209-243, Wiley, New York. Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0146) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
84 ›	Quefrency centroid of the real cepstrum	cepstral_shape	pending	unique	PAO	clean-room	10.1109/MSP.2004.1328092 ↗
Provenance 10.1109/MSP.2004.1328092 · Bogert, B. P., Healy, M. J. R., & Tukey, J. W. (1963), 'The Quefrency Alanysis of Time Series for Echoes: Cepstrum, Pseudo-Autocovariance, Cross-Cepstrum and Saphe Cracking', in Proc. Symposium on Time Series Analysis (M. Rosenblatt, ed.), pp. 209-243. (Originating definition of the real cepstrum and the quefrency axis.) Tutorial/history: Oppenheim, A. V. & Schafer, R. W. (2004), 'From frequency to quefrency: a history of the cepstrum', IEEE Signal Processing Magazine 21(5):95-106. Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0147) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
85 ›	Ulcer index (RMS drawdown) of the intrabar path	drawdown_shape	pending	unique	PAO	ranaroussi/quantstatsApache-2.0 ✓	ISBN:9780471520696
Provenance ISBN:9780471520696 · Peter G. Martin & Byron B. McCann (1989), "The Investor's Guide to Fidelity Funds: Winning Strategies for Mutual Fund Investors" (John Wiley & Sons). Index devised by Martin in 1987. Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation ranaroussi/quantstats · Apache-2.0 · pkg `quantstats` · v0.0.81 (PyPI, 2026-01-13; GitHub release tag v0.0.78) · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0148) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
86 ›	Close Location Value (Chaikin money-flow multiplier)	intrabar_location	pending	unique	PAO	joshuaulrich/TTRGPL-2.0-or-later ✓	Marc Chaikin (early 1980s) - Accumulation/Di
Provenance Marc Chaikin (early 1980s) - Accumulation/Distribution Line; the close-location-value term is the 'Money Flow Multiplier'. Also documented as 'Close Location Value (CLV)' across standard technical-analysis references. Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation joshuaulrich/TTR · GPL-2.0-or-later · pkg `TTR` · 0.24.4 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0149) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
87 ›	Range-position of the bar mean within the high-low range	intrabar_location	pending	unique	PAO	clean-room	ISBN:9780071826297
Provenance ISBN:9780071826297 · Marc Chaikin (c. 1980s, practitioner literature) — Accumulation/Distribution Line / Close Location Value (CLV): location of price within the high-low range, ((C-L)-(H-C))/(H-L). The candidate is the mean/VWAP-anchored variant (mean-L)/(H-L) of this same range-position normalization. Earliest formal academic codification of the A/D money-flow-multiplier appears in technical-analysis reference texts (e.g., Achelis, 'Technical Analysis from A to Z', 1995/2001). Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0150) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
88 ›	Kac mean-crossing rate of the price path	intrabar_location	pending	unique	PAO	librosa/librosaISC ✓	MR0007812 (Bull. Amer. Math. Soc. 49 (1943) 314-320)
Provenance MR0007812 (Bull. Amer. Math. Soc. 49 (1943) 314-320) · Mark Kac (1943), 'On the average number of real roots of a random algebraic equation' (origin of the Kac/Kac-Rice level-crossing counting technique); discrete-time level-crossing-rate formalization in Benjamin Kedem (1994), 'Time Series Analysis by Higher Order Crossings' / Kedem & Slud level-crossing work Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation librosa/librosa · ISC · pkg `librosa` · 0.11.0 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0151) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
89 ›	Price-volume distance correlation (\|return\| vs trade volume, contemporaneous)	price_volume_comovement	pending	unique	PAO	vnmabus/dcorMIT ✓	10.1214/009053607000000505 ↗
Provenance 10.1214/009053607000000505 · Gábor J. Székely, Maria L. Rizzo, Nail K. Bakirov (2007) — "Measuring and testing dependence by correlation of distances", The Annals of Statistics 35(6):2769-2794 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation vnmabus/dcor · MIT · pkg `dcor` · v0.7 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0152) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
90 ›	Price-volume Chatterjee xi (\|return\| to volume, asymmetric dependence)	price_volume_comovement	pending	unique	PAO	swarnakumar/xicorpyMIT ✓	arXiv:1909.10140 ↗
Provenance arXiv:1909.10140 · Sourav Chatterjee (2021), 'A New Coefficient of Correlation', Journal of the American Statistical Association, 116(536), 2009-2022 (preprint 2019) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation swarnakumar/xicorpy · MIT · pkg `xicorpy` · v0.6 (HEAD f36020668b1daee5e7a74da54aa3ab2c7bd1397c) · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0153) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
91 ›	Price-volume Spearman rank dependence (\|return\| vs trade volume)	price_volume_comovement	pending	unique	PAO	scipy/scipyBSD-3-Clause ✓	10.2307/1412159 ↗
Provenance 10.2307/1412159 · Spearman, C. (1904), "The Proof and Measurement of Association between Two Things", The American Journal of Psychology 15(1):72-101 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation scipy/scipy · BSD-3-Clause · pkg `scipy` · v1.18.0 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0154) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
92 ›	Binary Shannon entropy of return signs	sign_information	pending	unique	PAO	scipy/scipyBSD-3-Clause ✓	10.1002/j.1538-7305.1948.tb01338.x ↗
Provenance 10.1002/j.1538-7305.1948.tb01338.x · C. E. Shannon (1948), "A Mathematical Theory of Communication" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation scipy/scipy · BSD-3-Clause · pkg `scipy` · v1.18.0 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0155) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
93 ›	Groeneveld-Meeden range skewness coefficientbar_groeneveld_meeden_b3_skewness	distributional_shape	promoted	unique	PAO	clean-room	10.2307/2987742 ↗
Provenance 10.2307/2987742 · Groeneveld, R.A. & Meeden, G. (1984), "Measuring Skewness and Kurtosis", Journal of the Royal Statistical Society: Series D (The Statistician), 33(4), 391-399 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · promoted — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0156); promoted production bar_close column — reconciled to schema.sql 2026-06-30 · promoted — enriched: novelty=unique; provenance+FOSS from research wf
94 ›	Hossain-Adnan robust skewness coefficient	distributional_shape	pending	unique	PAO	glevv/obscure_statsMIT ✓	Hossain, M. F.; Adnan, M. A. S. A. (2007). A
Provenance Hossain, M. F.; Adnan, M. A. S. A. (2007). A New Approach to Determine the Asymmetry of a Distribution. Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation glevv/obscure_stats · MIT · pkg `obscure_stats` · 0.7.1 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0157) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
95 ›	Reza-Ma robust kurtosis coefficient	distributional_shape	pending	unique	PAO	glevv/obscure_statsMIT ✓	10.1109/ICSP.2016.7877996 ↗
Provenance 10.1109/ICSP.2016.7877996 · Md. Shamim Reza & Jinwen Ma (2016), "ICA and PCA integrated feature extraction for classification", 2016 IEEE 13th International Conference on Signal Processing (ICSP), pp. 1083-1088 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation glevv/obscure_stats · MIT · pkg `obscure_stats` · 0.7.1 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0158) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
96 ›	Robust coefficient of variation (MAD over median)	dispersion	pending	unique	PAO	shenal-dkumara/rquestGPL-3.0-or-later ✓	arXiv:1907.01110 ↗
Provenance arXiv:1907.01110 · Arachchige, C.N.P.G., Prendergast, L.A., & Staudte, R.G. (2022) 'Robust analogs to the Coefficient of Variation', Journal of Applied Statistics 49(2):268-290 (preprint 2019) Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation shenal-dkumara/rquest · GPL-3.0-or-later · pkg `rquest` · CRAN 2025-06-11 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0159) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
97 ›	Coefficient of range (range over midrange)	dispersion	pending	unique	PAO	clean-room	G. U. Yule & M. G. Kendall, 'An Introduction
Provenance G. U. Yule & M. G. Kendall, 'An Introduction to the Theory of Statistics' (classic textbook treatment of range and relative measures of dispersion); the statistic is a standard textbook descriptive measure with no single attributable journal paper Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0160) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
98 ›	Mean central second difference of the price path (intrabar curvature)	curvature	pending	unique	PAO	blue-yonder/tsfreshMIT ✓	10.1016/j.neucom.2018.03.067 ↗
Provenance 10.1016/j.neucom.2018.03.067 · Christ, Braun, Neuffer, Kempa-Liehr (2018), "Time Series FeatuRe Extraction on basis of Scalable Hypothesis tests (tsfresh - A Python package)" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation blue-yonder/tsfresh · MIT · pkg `tsfresh` · v0.21.2 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0161) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
99 ›	Omega ratio at zero threshold (gain-loss probability ratio)	return_ratios	pending	unique	PAO	quantopian/empyricalApache-2.0 ✓	10.1086/262114 ↗
Provenance 10.1086/262114 · Con Keating & William F. Shadwick (2002), "A Universal Performance Measure" (Omega, parameterized by threshold); the FIXED zero-threshold special case is the gain-loss ratio of Antonio E. Bernardo & Olivier Ledoit (2000), "Gain, Loss, and Asset Pricing", Journal of Political Economy 108(1):144-172 Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation quantopian/empyrical · Apache-2.0 · pkg `empyrical` · v0.5.5 · verify: confirmed Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0162) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
100 ›	Fraction of intrabar time above the open price	occupation_arcsine	pending	unique	PAO	clean-room	10.24033/asens.879 ↗
Provenance 10.24033/asens.879 · Paul Levy 1939, "Sur certains processus stochastiques homogenes" (Compositio Mathematica) — Levy's first arcsine law for the positive occupation time (fraction of time positive) of Brownian motion; later derived via Feynman-Kac by Mark Kac (1949), "On distributions of certain Wiener functionals" Audit folder findings/evolution/audits/2026-06-17-crypto-forex-parameterless-discovery/ FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · pending — fresh-100 reset 2026-06-27 from 2026-06-17 disc100 sweep (was cand-0163) 2026-06-30 · pending — enriched: novelty=unique; provenance+FOSS from research wf
101 ›	Dispersion Entropybar_dispersion_entropy	embedding_entropy	promoted	unique	PAO	MattWillFlood/EntropyHubApache-2.0 ✓	production column PR #515 (DISP_C); main led
Provenance production column PR #515 (DISP_C); main ledger cand-0011 Audit folder findings/evolution/audits/2026-05-08-orthogonal-features-btcusd FOSS implementation MattWillFlood/EntropyHub · Apache-2.0 · verify: audit Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · promoted — promoted carry-over (reset 2026-06-27) — reconciled to schema.sql bar_close; production column PR #515 (DISP_C); main ledger cand-0011 2026-06-30 · promoted — enriched: novelty=unique; provenance+FOSS from research wf
102 ›	CECP velocity / trajectorybar_cecp_velocity	ordinal	promoted	unique	PAO	arthurpessa/ordpyMIT ✓	ADR 2026-06-12-bar-cecp-velocity; shipped ba
Provenance ADR 2026-06-12-bar-cecp-velocity; shipped bar_close; main ledger cand-0019 Audit folder findings/evolution/audits/2026-05-08-orthogonal-features-btcusd FOSS implementation arthurpessa/ordpy · MIT · verify: audit Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · promoted — promoted carry-over (reset 2026-06-27) — reconciled to schema.sql bar_close; ADR 2026-06-12-bar-cecp-velocity; shipped bar_close; main ledger cand-0019 2026-06-30 · promoted — enriched: novelty=unique; provenance+FOSS from research wf
103 ›	Petrosian fractal dimensionbar_petrosian_fd	fractal_dim	promoted	unique	PAO	raphaelvallat/antropyBSD-3-Clause ✓	production column PR #509; main ledger cand-
Provenance production column PR #509; main ledger cand-0043 Audit folder findings/evolution/audits/2026-05-08-orthogonal-features-btcusd FOSS implementation raphaelvallat/antropy · BSD-3-Clause · verify: audit Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · promoted — promoted carry-over (reset 2026-06-27) — reconciled to schema.sql bar_close; production column PR #509; main ledger cand-0043 2026-06-30 · promoted — enriched: novelty=unique; provenance+FOSS from research wf
104 ›	Katz fractal dimensionbar_katz_fd	fractal_dim	promoted	unique	PAO	raphaelvallat/antropyBSD-3-Clause ✓	production column PR #509; main ledger cand-
Provenance production column PR #509; main ledger cand-0044 Audit folder findings/evolution/audits/2026-05-08-orthogonal-features-btcusd FOSS implementation raphaelvallat/antropy · BSD-3-Clause · verify: audit Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · promoted — promoted carry-over (reset 2026-06-27) — reconciled to schema.sql bar_close; production column PR #509; main ledger cand-0044 2026-06-30 · promoted — enriched: novelty=unique; provenance+FOSS from research wf
105 ›	Bartels rank von-Neumann ratiobar_bartels_rank_vn_ratio	serial_randomness	promoted	unique	PAO	clean-room	ADR 2026-06-19-bar-bartels-rank-vn-ratio; PR
Provenance ADR 2026-06-19-bar-bartels-rank-vn-ratio; PR #540 card 19; Bartels 1982; clean-room scipy/randtests->formula Audit folder findings/dashboard/forex-candidates/2026-06-17-forex-orthogonal-candidate-evaluation FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · promoted — promoted carry-over (reset 2026-06-27) — reconciled to schema.sql bar_close; ADR 2026-06-19-bar-bartels-rank-vn-ratio; PR #540 card 19; Bartels 1982; clean-room scipy/randtests->formula [RECONSTRUCTED — verify vs forex-eval branch] 2026-06-30 · promoted — enriched: novelty=unique; provenance+FOSS from research wf
106 ›	Categorical recurrence rate (RQA)bar_categorical_recurrence_rate	recurrence	promoted	unique	PAO	clean-room	ADR 2026-06-19-bar-categorical-recurrence-ra
Provenance ADR 2026-06-19-bar-categorical-recurrence-rate; PR #540 card 66; clean-room crqa(GPL)->formula Audit folder findings/dashboard/forex-candidates/2026-06-17-forex-orthogonal-candidate-evaluation FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · promoted — promoted carry-over (reset 2026-06-27) — reconciled to schema.sql bar_close; ADR 2026-06-19-bar-categorical-recurrence-rate; PR #540 card 66; clean-room crqa(GPL)->formula [RECONSTRUCTED — verify vs forex-eval branch] 2026-06-30 · promoted — enriched: novelty=unique; provenance+FOSS from research wf
107 ›	Cox-Stuart trend sign test zbar_cox_stuart_trend_z	serial_randomness	promoted	unique	PAO	clean-room	ADR 2026-06-19-bar-cox-stuart-trend-z; PR #5
Provenance ADR 2026-06-19-bar-cox-stuart-trend-z; PR #540 card 23; clean-room randtests(GPL)->formula Audit folder findings/dashboard/forex-candidates/2026-06-17-forex-orthogonal-candidate-evaluation FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · promoted — promoted carry-over (reset 2026-06-27) — reconciled to schema.sql bar_close; ADR 2026-06-19-bar-cox-stuart-trend-z; PR #540 card 23; clean-room randtests(GPL)->formula [RECONSTRUCTED — verify vs forex-eval branch] 2026-06-30 · promoted — enriched: novelty=unique; provenance+FOSS from research wf
108 ›	Ehlers increment asymmetrybar_ehlers_increment_asymmetry	distributional_shape	promoted	unique	PAO	clean-room	ADR 2026-06-19-bar-ehlers-increment-asymmetr
Provenance ADR 2026-06-19-bar-ehlers-increment-asymmetry; PR #540 card 26; clean-room (MZanin acad)->formula Audit folder findings/dashboard/forex-candidates/2026-06-17-forex-orthogonal-candidate-evaluation FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · promoted — promoted carry-over (reset 2026-06-27) — reconciled to schema.sql bar_close; ADR 2026-06-19-bar-ehlers-increment-asymmetry; PR #540 card 26; clean-room (MZanin acad)->formula [RECONSTRUCTED — verify vs forex-eval branch] 2026-06-30 · promoted — enriched: novelty=unique; provenance+FOSS from research wf
109 ›	Ramsey-Rothman bicovariance (time-irreversibility, lag-1)bar_ramsey_rothman_bicov_lag1	time_irreversibility	promoted	unique	PAO	clean-room	ADR 2026-06-19-bar-ramsey-rothman-bicov-lag1
Provenance ADR 2026-06-19-bar-ramsey-rothman-bicov-lag1; PR #540; clean-room->formula Audit folder findings/dashboard/forex-candidates/2026-06-17-forex-orthogonal-candidate-evaluation FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · promoted — promoted carry-over (reset 2026-06-27) — reconciled to schema.sql bar_close; ADR 2026-06-19-bar-ramsey-rothman-bicov-lag1; PR #540; clean-room->formula [RECONSTRUCTED — verify vs forex-eval branch] 2026-06-30 · promoted — enriched: novelty=unique; provenance+FOSS from research wf
110 ›	Sign-Markov cyclic currentbar_sign_markov_flux	serial_structure	promoted	unique	PAO	clean-room	ADR 2026-06-19-bar-sign-markov-flux; PR #540
Provenance ADR 2026-06-19-bar-sign-markov-flux; PR #540; clean-room->formula Audit folder findings/dashboard/forex-candidates/2026-06-17-forex-orthogonal-candidate-evaluation FOSS implementation clean-room (reimplemented from formula) Novelty (catalogue-uniqueness) unique Deep dive no dedicated page (registry detail above) Lifecycle history 2026-06-27 · promoted — promoted carry-over (reset 2026-06-27) — reconciled to schema.sql bar_close; ADR 2026-06-19-bar-sign-markov-flux; PR #540; clean-room->formula [RECONSTRUCTED — verify vs forex-eval branch] 2026-06-30 · promoted — enriched: novelty=unique; provenance+FOSS from research wf

Living registry · auto-derived from candidate_ledger.jsonl (row provenance + bar_* aliases) + per-campaign LOOP_LEDGER.json + LICENSE-AUDIT.md. No manual entry. Active-loops panel + freshness poll registry_recon.json every 45s. Rebuild: mise run dashboard:registry. 110 candidates · novelty re-verified · FOSS researched (82 libraries; rest clean-room/unchecked).

Active loops — recon 1 live

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Audit folder

FOSS implementation

Novelty (catalogue-uniqueness)

Deep dive

Lifecycle history

Provenance

Audit folder

FOSS implementation

Novelty (catalogue-uniqueness)

Deep dive

Lifecycle history

Provenance

Audit folder

FOSS implementation

Novelty (catalogue-uniqueness)

Deep dive

Lifecycle history

Provenance

Audit folder

FOSS implementation

Novelty (catalogue-uniqueness)

Deep dive

Lifecycle history

Provenance

Audit folder

FOSS implementation

Novelty (catalogue-uniqueness)

Deep dive

Lifecycle history

Provenance

Audit folder

FOSS implementation

Novelty (catalogue-uniqueness)

Deep dive

Lifecycle history

Provenance

Audit folder

FOSS implementation

Novelty (catalogue-uniqueness)

Deep dive

Lifecycle history

Provenance

Audit folder

FOSS implementation

Novelty (catalogue-uniqueness)

Deep dive

Lifecycle history

Provenance

Audit folder

FOSS implementation

Novelty (catalogue-uniqueness)

Deep dive

Lifecycle history

Provenance

Audit folder

FOSS implementation

Novelty (catalogue-uniqueness)

Deep dive

Lifecycle history

Provenance

Audit folder

FOSS implementation

Novelty (catalogue-uniqueness)

Deep dive

Lifecycle history

Provenance

Audit folder

FOSS implementation

Novelty (catalogue-uniqueness)

Deep dive

Lifecycle history

Provenance