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iteration 5 Β· 2026-06-03

Iteration 5

4
Angles
31
Raw candidates
3
Accepted
0 / 2
consec-dry
4-angle niche taper-test; yield steeply tapering (3 vs iter-4 13); 6 not-computable (need quote sizes), 16 forex-dup via exact TDA/f-divergence identities; no new families; near-dry

Accepted this iteration (3)

#CandidateFOSS implementation @ licensePaper Β· provenanceCoverage
#109 intrabar_h0_persistent_entropy
Shannon entropy of the normalized H0 lifetime distribution from the single sublevel-set filtration of the intrabar mid-price-vs-time function. Take th
⚠ single natural sublevel filtration (structural)
πŸ”Ž CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable
 GUDHI/gudhi-devel Β· giotto-ai/giotto-tda (CubicalComplex sublevel persistence + entropy);
GUDHI: MIT (core; some modules pul
 arXiv:1803.08304
git-anchor: absent @c803ef96e + @2d308f1c
 crypto-prior
#110 anderson_darling_a2_vs_gaussian_fit_logret
Anderson-Darling goodness-of-fit statistic AΒ² measuring the squared distance between the empirical CDF of the bar's intra-bar mid log-returns and the
statsmodels/statsmodels (statsmodels.stats.diagnostic.normal_ad β†’ return
BSD-3-Clause
 DOI:10.1214/aoms/1177729437
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#111 spread_increment_sign_reversal_rate
Per-bar fraction of consecutive intra-bar spread increments that reverse direction. Build the per-tick spread s_t = ask_t - bid_t, take first differen
 github.com/blue-yonder/tsfresh (number_crossing_
MIT
 DOI:10.1111/j.1540-6261.1984.t
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered

Dropped this iteration (28)

CandidateDrop reason
micro_price_vs_mid_divergencegate: not-computable
top_of_book_imbalance_entropygate: not-parameterless
quote_update_clustering_allan_factor_lag1gate: not-parameterless
bid_ask_comovement_lead_indicatorgate: not-parameterless
signed_tick_autocorrelation_lag1gate: forex-dup/dedup
cramervonmises_w2_vs_gaussian_fit_logretgate: forex-dup/dedup
watson_u2_vs_gaussian_fit_logretgate: forex-dup/dedup
squared_hellinger_distance_updown_magnitudegate: not-parameterless
total_variation_distance_updown_magnitudegate: not-parameterless
bhattacharyya_coefficient_updown_magnitudegate: not-parameterless
squared_ranked_distance_two_sample_bidpath_askpathgate: forex-dup/dedup
intrabar_h0_max_finite_persistencegate: forex-dup/dedup
intrabar_betti0_curve_areagate: forex-dup/dedup
intrabar_h0_persistence_landscape_L1_normgate: forex-dup/dedup
intrabar_h0_persistence_variancegate: forex-dup/dedup
intrabar_h0_persistence_ginigate: forex-dup/dedup
intrabar_merge_tree_branch_countgate: forex-dup/dedup
intrabar_h0_max_persistence_with_essentialgate: forex-dup/dedup
intrabar_h0_normalized_persistent_entropygate: forex-dup/dedup
lmoment_extreme_tail_balance_ratiogate: forex-dup/dedup
grubbs_max_standardized_extreme_deviategate: forex-dup/dedup
studentized_range_w_over_sgate: not-computable
david_hartley_pearson_range_over_sdgate: not-computable
range_to_mad_ratiogate: forex-dup/dedup
max_to_median_ratiogate: not-computable
midrange_minus_median_gapgate: forex-dup/dedup
bonferroni_inequality_index_intrabargate: not-computable
devergottini_inequality_index_intrabargate: not-computable