iteration 2 · 2026-06-03

Iteration 2

Angles

Raw candidates

Accepted

0 / 2

consec-dry

New families (3): 🕸️ Visibility-graph topology (parameter-free) · 🔗 Copula-free dependence (intrabar & duration) · ♻️ Categorical recurrence quantification

6-angle missing-angle sweep (VG variants/copula-free dependence/wavelet-multiscale/categorical-RQA); corrected none-vs-forex-dup filter; haar dropped forex-prior via schema wavelet_low_freq_bias_bar; hjorth_mobility joins Fractal family

Accepted this iteration (18)

#	Candidate	FOSS implementation @ license	Paper · provenance	Coverage
#54	`hvg_mean_clustering_coefficient_bar` Build the Horizontal Visibility Graph (HVG) of the bar's series (close, or the intra-bar mid-tick stream): each point is a node; nodes i,j connect iff	CarlosBergillos/ts2vg MIT (ts2vg); BSD-3-Clause (network	DOI:10.1103/PhysRevE.80.046103 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#55	`hvg_degree_assortativity_coefficient` Build the HVG of the bar-close series (200-bar substrate); report the Pearson degree-degree assortativity coefficient r (correlation of degrees across	CarlosBergillos/ts2vg MIT (ts2vg); BSD-3-Clause (network	arXiv:1012.3850 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#56	`hvg_tetradic_motif_profile_entropy` The occurrence-frequency vector of the six distinguishable 4-node (tetradic) motifs in the horizontal visibility graph of the bar series. Each motif e	CarlosBergillos/ts2vg MIT (ts2vg); BSD-3-Clause (network	arXiv:1811.03794 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#57	`hvg_mean_shortest_path_length` Mean shortest-path length L of the HVG (average over all node pairs). For i.i.d. random series L scales as ~1.3*log(N)-1.7 (small-world); for high-Hur	CarlosBergillos/ts2vg (+ networkx for nx.average_shortest_path_length) MIT / BSD-3-Clause	arXiv:1002.4526 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#58	`hvg_mean_degree_excess` Build the Horizontal Visibility Graph of the 200-bar close (or log-return) series; report the mean node degree <k> = 2*E/N. For any i.i.d. random seri	CarlosBergillos/ts2vg MIT	arXiv:1002.4526 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#59	`hvg_forward_visibility_horizon_mean_bar` On the directed HVG, the forward visibility horizon L+(t) at node t is the number of steps until the path first reaches/exceeds x_t (for tie-free seri	CarlosBergillos/ts2vg MIT (ts2vg); reference statistic h	arXiv:2512.02352 git-anchor: absent @c803ef96e + @2d308f1c	crypto-prior
#60	`vg_time_directed_clustering_kld` Donges/pyunicorn time-reversal asymmetry of the LOCAL CLUSTERING COEFFICIENT in the visibility graph: decompose each node's local clustering coefficie ⚠ distinct topological aspect vs iter-1 dhvg_indegree_outdegree_kld (clustering not degree)	pik-copan/pyunicorn BSD-3-Clause	arXiv:1507.01571 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#61	`bid_ask_intrabar_chatterjee_xi` Chatterjee's xi coefficient between the intra-bar bid tick series and the contemporaneous ask tick series (or between mid and spread). xi in [0,1] mea	scipy/scipy BSD-3-Clause (scipy); MIT (xicor);	DOI:10.1080/01621459.2020.1758 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#62	`bid_ask_intrabar_distance_correlation` Distance correlation (Szekely-Rizzo) between the intra-bar bid and ask tick streams (or mid vs spread). dCor in [0,1], equals 0 iff the two are statis	vnmabus/dcor MIT	DOI:10.1214/009053607000000505 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#63	`hoeffding_d_midreturn_duration` Hoeffding's D measure of dependence between within-bar mid-return magnitude (Y) and inter-quote duration (X). D detects non-monotone/one-to-many depen	chaim-e/independence GPL-3	DOI:10.1214/aoms/1177730150 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#64	`bergsma_dassios_taustar_bidpath_askpath` Bergsma-Dassios tau* (sign covariance generalizing Kendall's tau) between within-bar bid-path and ask-path increments. tau* is 0 iff independent and p	chaim-e/independence GPL-3	DOI:10.3150/13-BEJ514 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#65	`blomqvist_beta_bidpath_askpath` Blomqvist's beta (medial correlation): proportion of within-bar paired (bid-increment, ask-increment) points falling in the concordant quadrants defin	easystats/correlation GPL-3	DOI:10.1214/aoms/1177729754 git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#66	`categorical_recurrence_rate_close_ties` Recurrence Rate (RR) of EXACT-EQUAL close prices over the 200-bar substrate: the density of pairs (i,j) with C_i == C_j (price exactly revisited, epsi 🔎 CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable	morenococo/crqa GPL-3.0-or-later	DOI:10.3389/fpsyg.2014.00510 git-anchor: absent @c803ef96e + @2d308f1c	crypto-prior
#67	`categorical_rqa_determinism_logret_sign` Build a binary recurrence matrix on the discrete symbol stream s_t = sign(close-to-close log return) over the 200-bar substrate, where R_ij = 1 iff s_ ⚠ caveat: l_min=2 structural-minimum line length (parameterless-by-convention) 🔎 CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable	morenococo/crqa GPL-3.0-or-later	DOI:10.3389/fpsyg.2014.00510 git-anchor: absent @c803ef96e + @2d308f1c	crypto-prior
#68	`categorical_rqa_laminarity_tickrule_direction` On the intra-bar tick-rule direction stream d_k in {+1,-1} (Lee-Ready: +1 if trade/quote-mid uptick, -1 if downtick) within each bar, build identity r ⚠ caveat: l_min=2 structural-minimum vertical line	morenococo/crqa GPL-3.0-or-later	DOI:10.1016/j.physrep.2006.11. git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#69	`categorical_rqa_trapping_time_quote_direction` Trapping Time (TT) on the discrete quote-revision direction stream (best-bid/ask up vs down) = the AVERAGE length of vertical lines (v>=2) in the iden ⚠ caveat: l_min=2 structural-minimum vertical line	morenococo/crqa GPL-3.0-or-later	DOI:10.1016/j.physrep.2006.11. git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#70	`categorical_rqa_diagonal_entropy_logret_sign` Diagonal-line-length entropy (ENTR / L_ENTR) on the identity recurrence matrix of the close-to-close sign stream: Shannon entropy of the probability d ⚠ caveat: l_min=2 structural-minimum diagonal line	morenococo/crqa GPL-3.0-or-later	DOI:10.1016/j.physrep.2006.11. git-anchor: absent @c803ef96e + @2d308f1c	not-covered
#71	`hjorth_mobility_bar` Hjorth Mobility = sqrt( var(first difference of the series) / var(series) ). A scale-free 'mean-frequency' descriptor: the ratio of the standard devia 🔎 CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable	neuropsychology/NeuroKit MIT (NeuroKit2); BSD-3-Clause (ant	DOI:10.1016/0013-4694(70)90143 git-anchor: absent @c803ef96e + @2d308f1c	crypto-prior

Dropped this iteration (27)

Candidate	Drop reason
`chatterjee_xi_midreturn_on_signedtickflow`	internal-dedup/forex-dup
`coarse_grain_variance_retention_ratio_2to1`	merged→haar_detail_to_total_energy_ratio_l1 (complementary dyadic energy)
`dhvg_degree_degree_joint_kld`	near-dup vs iter-1 dhvg_indegree_outdegree_kld
`distance_correlation_bidpath_askpath`	internal-dedup/forex-dup
`hvg_average_clustering_coefficient`	merged→hvg_mean_clustering_coefficient_bar
`hvg_clustering_coefficient_midpath`	internal-dedup/forex-dup
`hvg_degree_assortativity`	internal-dedup/forex-dup
`hvg_degree_assortativity_midpath`	internal-dedup/forex-dup
`hvg_degree_distribution_exponent_lambda`	not-parameterless
`hvg_forward_backward_visibility_imbalance`	forex-dup
`hvg_global_clustering_coefficient`	internal-dedup/forex-dup
`hvg_global_clustering_coefficient_logret`	internal-dedup/forex-dup
`hvg_graph_density`	forex-dup
`hvg_mean_degree_logret`	forex-dup
`hvg_mean_local_clustering`	forex-dup
`hvg_sequential_tetradic_motif_profile`	merged→hvg_tetradic_motif_profile_entropy
`intrabar_path_sinuosity_index`	forex-dup
`ordinal_pattern_recurrence_determinism`	not-parameterless
`ordinal_transition_network_global_node_entropy`	not-parameterless
`ordinal_transition_self_transition_probability`	not-parameterless
`recurrence_microstate_entropy_max_S`	not-parameterless
`relative_roughness_local_to_global_variance`	dup of hjorth_mobility_bar (var(diff)/var) OR window-knob → not-parameterless
`spearman_footrule_midpath_vs_timeindex`	overlaps iter-1 rank-trend family (mann_kendall/cox_stuart)
`total_variation_to_range_ratio`	semantic-dup vs iter-1 katz_fd (path-length/range is the Katz FD argument)
`total_variation_to_range_ratio_bar`	forex-dup
`vg_sequential_motif_profile_entropy`	internal-dedup/forex-dup
`haar_detail_to_total_energy_ratio_l1`	forex-prior: single-scale wavelet detail energy ALREADY EVALUATED + REJECTED on forex (\|r\|>=0.92 vs RV) per schema.sql:333 wavelet_low_freq_bias_bar deferred column