The per-iteration dedup used a code git-anchor. This pass re-verified all 120 candidates against the prose chronicles the code-anchor never read β chiefly Nasim's 2026-05-26/27 forex orthogonality-eval Gate campaign (52 files) β plus the patterns crypto lit-scans.
psd_shannon_spectral_entropy_norm (spectral entropy evaluated through Gate 7d and SHIPPED) Β· #32 quote_revision_direction_asymmetry (bid_ask_imbalance evaluated and DROPPED at Gate 8-FP.1). Both invisible to the code-anchor β they were Gate-campaign evaluations, not columns at the anchor commit.| Candidate | Verdict | Conf | Chronicle | Evidence |
|---|---|---|---|---|
#11 katz_fd | CRYPTO-ONLY-PROVENANCE | high | 2026-05-08-entropy-info-theory-litscan/phase3_summary.md | antropy library-coverage row: 'SampEn, ApEn, PE, weighted-PE, spectral-E, SVD-E, Hjorth, LZ-complexity, DFA, Higuchi/Katz/Petrosian FD'. Katz fractal dimension is explicitly catalogued as an available primitive (crypto/patterns FOSS scan), not evaluated on forex_bars. |
#12 petrosian_fd | CRYPTO-ONLY-PROVENANCE | high | 2026-05-08-entropy-info-theory-litscan/phase3_summary.md | Same antropy row catalogues 'Higuchi/Katz/Petrosian FD'. Petrosian fractal dimension named as an available primitive in the crypto patterns library scan; not screened on forex. |
#15 hjorth_complexity | CRYPTO-ONLY-PROVENANCE | medium | 2026-05-08-entropy-info-theory-litscan/phase3_summary.md | antropy coverage row lists 'Hjorth' among available descriptors (Hjorth mobility/complexity). Named as a primitive in the patterns FOSS catalog; not an evaluated forex candidate. |
#40 lziv_complexity_signs | CRYPTO-ONLY-PROVENANCE | medium | 2026-05-08-entropy-info-theory-litscan/phase3_summary.md | antropy coverage row lists 'LZ-complexity'. Lempel-Ziv complexity (typically on a binarized up/down sequence) catalogued as an available primitive in the patterns FOSS scan; not evaluated on forex. |
#50 rogers_satchell_var_bar | CRYPTO-ONLY-PROVENANCE | medium | 2026-02-05-microstructure-analysis.md | Yang-Zhang section: 'The formula combines overnight, open-to-close, and Rogers-Satchell components: sigma2_YZ = sigma2_overnight + k*sigma2_open + (1-k)*sigma2_RS'. Rogers-Satchell drift-independent single-bar variance named as a component (crypto range-bar context); not screened standalone. |
#51 overnight_gap_logret_sq | CRYPTO-ONLY-PROVENANCE | low | 2026-02-05-microstructure-analysis.md | Yang-Zhang section: '...handles overnight gaps... sigma2_overnight'. The overnight (close-to-open) gap variance component is named only as part of Yang-Zhang; mentioned-only, and crypto is 24/7 so the gap concept is incidental. |
#66 categorical_recurrence_rate_close_ties | CRYPTO-ONLY-PROVENANCE | low | 2026-04-19-orthogonal-exotica/research-D-spectral-topological.md | Method #8 RQA: 'RR[i] = sum(RP)/len(RP)^2 # % of recurring points'. The Recurrence Rate concept is present, but on a Euclidean-threshold recurrence plot of a Takens-embedded series, NOT the candidate's categorical exact-equal-close-price (tie-based) RR. Generic concept overlaps; exact variant diffe |
#67 categorical_rqa_determinism_logret_sign | CRYPTO-ONLY-PROVENANCE | low | 2026-04-19-orthogonal-exotica/research-D-spectral-topological.md | Method #8 RQA: 'DET[i] = determinism(RP)'. Determinism concept present, but on Euclidean recurrence of an embedded series rather than the candidate's binary log-return-sign symbol stream. Generic RQA-DET concept overlaps; the categorical-sign variant is not the one discussed. |
#71 hjorth_mobility_bar | CRYPTO-ONLY-PROVENANCE | medium | 2026-05-08-entropy-info-theory-litscan/phase3_summary.md | antropy coverage row lists 'Hjorth' (mobility = sqrt(var(diff)/var)). Hjorth parameters catalogued as an available primitive in the crypto patterns library scan. |
#72 psd_wiener_spectral_flatness | CRYPTO-ONLY-PROVENANCE | high | 2026-04-19-orthogonal-exotica/research-D-spectral-topological.md | Method #2 'Spectral Flatness Extremes (Wiener Entropy)': 'Wiener entropy of PSD ... H[i] = exp(mean(log(PSD)))/mean(PSD) # flatness in [0,1]'. Proposed, ranked #1 of top-5 triggers on EURUSD@5dbps. NOTE: this is the orthogonal-exotica patterns/crypto-side R&D doc (EURUSD straddle exotica), treated |
#90 intrabar_path_straightness_index | CRYPTO-ONLY-PROVENANCE | medium | 2026-02-05-microstructure-analysis.md | KAMA section: 'The Efficiency Ratio ER = |Price_t - Price_{t-n}| / Sum|dPrice_i| measures direction relative to volatility.' Kaufman ER is exactly net-displacement / gross-path-length (straightness). Also appears as shipped baseline 'lookback_kaufman_er' in the entropy litscan. Same net-to-gross con |
#95 intrabar_h0_total_persistence | CRYPTO-ONLY-PROVENANCE | medium | 2026-04-19-orthogonal-exotica/research-D-spectral-topological.md | Method #9 'Persistent Homology Birth-Death Pairs': 'Compute H0 (connected components) and H1 (holes/loops) persistence diagrams on sublevel sets of log-close. Fire when large birth-death pair emerges'. Sublevel-set H0 persistence concept present (marked NO-GO as acausal). Crypto-side EURUSD exotica |
#109 intrabar_h0_persistent_entropy | CRYPTO-ONLY-PROVENANCE | low | 2026-04-19-orthogonal-exotica/research-D-spectral-topological.md | Same Method #9 computes H0 sublevel-set persistence diagrams ('births[persistence > threshold]'). The underlying H0 lifetime distribution is discussed, but the specific persistent-ENTROPY functional over normalized lifetimes is not named. Concept partially overlaps (H0 persistence) β entropy summary |
#32 quote_revision_direction_asymmetry | FOREX-COVERED-EVALUATED | high | 2026-05-27-nasim-orthogonality-eval-gate-8-fp-existing-column-orthogonality.md | Gate 8-FP screened and PROMOTED `bid_ask_imbalance` = (bid_updates - ask_updates)/total_updates per bar, range [-1,+1], explicitly characterized as 'Quote-update asymmetry' / 'asymmetry of QUOTE REVISIONS not of PRICE MOVEMENTS' (max_ΞΎ=0.149 vs baseline, PROMOTE on EURUSD@5; further cross-symbol-scr |
#73 psd_shannon_spectral_entropy_norm | FOREX-COVERED-EVALUATED | medium | 2026-05-26-nasim-orthogonality-eval-gate-7c-5-promoted-bootstrap-ci.md | Gate 7c.5 + 7c.6 evaluate `ts_spectral_entropy_64` ("Spectral entropy") on forex_bars across all 4 production symbols (EURUSD/GBPUSD/XAGUSD/XAUUSD@5) via block-bootstrap CI: "3/4 ORTHOGONAL + 1 AMBIGUOUS", "Bootstrap std (0.015) ... reflecting Spectral entropy's higher estimator variance", final dis |
#73 psd_shannon_spectral_entropy_norm | FOREX-COVERED-EVALUATED | high | 2026-05-26-nasim-orthogonality-eval-gate-7d-1-timeseries-screen.md | The TS-screen chronicle evaluated `ts_spectral_entropy_64` = 'Frequency-domain Shannon entropy of returns' as a forex_bars expansion candidate and PROMOTED it (max ΞΎ=0.3284, median ΞΎ=0.0113) at Gate 7d.1, then carried it through the full cascade: Gate 7d.2 'PROMOTE as PURE-EXPANSION (Ξ=+0.017 ORTHOG |
#73 psd_shannon_spectral_entropy_norm | FOREX-COVERED-EVALUATED | medium | 2026-05-26-nasim-orthogonality-eval-campaign-session-chronicle.md | The campaign evaluated `ts_spectral_entropy_64` as a time-series expansion candidate on `fxview_cache.forex_bars` across the full Gate 7d cascade and PROMOTED it to SHIP: 'SHIP (3): ta_macd_hist + ta_aroon_osc_14 + ts_spectral_entropy_64 (with documented XAGUSD upper-tail caveat; 97.5% mass orthogon |
#31 trading_polarity | FOREX-MENTIONED-ONLY | medium | 2026-05-27-nasim-orthogonality-eval-gate-8-fp-extended-inventory.md | Extended-inventory Tier 2 lists `lee_ready_imbalance` (Lee-Ready 1991) = 'Tick-rule trade-sign imbalance β [-1, +1]' β the same concept as candidate #31 (net buy-vs-sell trade-count imbalance, signed, bounded [-1,+1], via tick rule). Listed as an untested roadmap candidate, NOT yet empirically evalu |
#74 psd_spectral_centroid_normfreq | FOREX-MENTIONED-ONLY | medium | 2026-05-26-nasim-orthogonality-eval-gate-7d-6-unvalidated-cascade.md | Gate 7d.6 line 133 names spectral centroid only as a category example in the information-class-overlap design heuristic: 'Likely orthogonal: trend-dynamics (momentum, trend-age), frequency-domain features (spectrum entropy, spectral centroid), microstructure ...'. It is cited as an illustrative memb |
#83 sign_two_state_entropy_rate | FOREX-MENTIONED-ONLY | low | 2026-05-27-nasim-orthogonality-eval-gate-8-fp-extended-inventory.md | Extended-inventory lists `transition_persistence_bar` (Hamilton 1989) = '(P(upβup)+P(downβdown))/2 from 2Γ2 Markov transition matrix' of tick signs, plus `shannon_entropy_signs_bar`. Candidate #83 (Shannon entropy RATE of the return-sign sequence as a two-state up/down Markov chain) builds on the sa |
#88 tickrule_run_length_entropy | FOREX-MENTIONED-ONLY | low | 2026-05-27-nasim-orthogonality-eval-gate-8-fp-extended-inventory.md | Extended-inventory momentum/runs section lists `mean_run_length_bar`/`max_run_length_bar` ('mean/max consecutive same-sign tick run length', Lee-Ready adapted) and `shannon_entropy_signs_bar` (Shannon entropy of tick-sign distribution). Candidate #88 (Shannon entropy of the run-length distribution o |
#96 sign_markov_entropy_production_rate_threestate | FOREX-MENTIONED-ONLY | low | 2026-05-27-nasim-orthogonality-eval-gate-8-fp-extended-inventory.md | Extended-inventory lists `transition_persistence_bar` = '(P(upβup)+P(downβdown))/2 from 2Γ2 Markov transition matrix' of tick signs β a Markov-sign-transition feature. Candidate #96 (Markov-chain entropy-production / time-irreversibility rate of a 3-state sign transition graph) shares the sign-Marko |