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iteration 8 Β· 2026-06-03

Iteration 8

3
Angles
20
Raw candidates
7
Accepted
0 / 2
consec-dry
New families (2): πŸŒ“ Intrabar occupation-time & arcsine-law (parameter-free) Β· πŸ”€ Combinatorics-on-words symbolic richness (parameter-free)
REBOUND off iter-7 dry: 3 never-swept clusters yielded 7 survivors + 2 new families (Levy arcsine occupation-time/time-of-extremum [4], combinatorics-on-words critical-exponent+palindromic-defect [2], Pietra-Hoover L1 duration inequality [1]). 13 dropped: arcsine intra-iter identities, length-indexed word-complexity knobs p(n)/abelian/recurrence, Greenwood=CV2, Pielou=Shannon, 2nd-diff-sign=turning-points, Kendall-CvM dup-risk vs copula battery, Ripley-K radius knob. consecutive_dry RESET to 0.

Accepted this iteration (7)

#CandidateFOSS implementation @ licensePaper Β· provenanceCoverage
#114 intrabar_positive_occupation_fraction_above_open_us_weighted
Microsecond-weighted fraction of intra-bar time the mid (or bid/ask) path spends STRICTLY ABOVE the bar's opening mid. This is LΓ©vy's first arcsine la
⚠ β€˜above open’ is a fixed structural reference (parameterless-by-convention), not a tuned level.
 scipy/scipy (scipy.stats.arcsine for the null CDF; numpy for
BSD-3-Clause
 arXiv:1706.01675
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#115 intrabar_time_weighted_occupation_above_twap
Fraction of the bar's wall-clock duration that the mid-price spends strictly above the bar's own time-weighted average price (TWAP), computed by integ
⚠ Centered (above own TWAP) companion to the above-open occupation; check mutual Spearman vs above-open tomorrow.
 scipy/scipy
BSD-3-Clause
 arXiv:1712.00795
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#116 intrabar_normalized_time_of_maximum
Normalized timestamp of the intra-bar HIGH: (t_argmax(high) - t_start)/duration, in [0,1]. LΓ©vy's third arcsine law functional. Encodes WHEN the extre
 numpy/numpy (argmax + normalization)
BSD-3-Clause
 arXiv:1706.01675
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#117 intrabar_signed_normalized_time_lead_of_high_over_low
Signed temporal lead of the extremes: (t_argmax(high) - t_argmin(low))/duration, in [-1,1]. Positive => the high occurred AFTER the low (down-then-up
⚠ Its SIGN duplicates intrabar_extreme_order_sign; only the |Ξ”T| MAGNITUDE (temporal separation of the extremes) is the no
 numpy/numpy
BSD-3-Clause
 arXiv:1706.01675
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#118 critical_exponent_sign_word
The critical exponent of the per-bar sign(Ξ”mid) word over the 200-bar window: the supremum, taken over ALL factors of the word, of (factor length / it
⚠ lag-1 sign word (199 symbols) is the structural-minimum substrate.
 sagemath/sage
GPL-3.0-or-later
 arXiv:1406.0263
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#119 palindromic_defect_sign_word
The palindromic defect of the sign(Ξ”mid) word: D(w) = (|w| + 1) βˆ’ (number of DISTINCT palindromic factors of w, including the empty word). By the Drou
⚠ lag-1 sign word; DJP empty-word+singletons counted by fixed convention, not a knob.
 sagemath/sage
GPL-3.0-or-later
 DOI:10.1142/S012905410400242X
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered
#120 pietra_hoover_index_interquote_durations
The Pietra index (a.k.a. Hoover / Schutz / Robin-Hood index) of the intra-bar inter-quote interval durations: the maximum vertical gap between the Lor
⚠ L1 max-Lorenz-gap (=Β½ relative MAD); distinct interior ranking from the Gini/Theil duration items β€” confirm orthogonalit
 numpy/numpy
BSD-3-Clause
 DOI:10.1016/j.csda.2020.106974
git-anchor: absent @c803ef96e + @2d308f1c
 not-covered

Dropped this iteration (13)

CandidateDrop reason
intrabar_time_to_running_max_fractionintra-iteration IDENTITY with intrabar_normalized_time_of_maximum (same LΓ©vy time-of-max statistic) β€” kept the cleaner-named one.
intrabar_normalized_time_of_minimumnear-dup: a linear combination of the two accepted arcsine features (T_max βˆ’ Ξ”T); no independent information (agent self-flagged not-PASS).
intrabar_last_zero_time_of_demeaned_pathmathematical-identity dup of the demeaned-path crossing structure; agent flagged FAIL.
intrabar_occupation_above_own_median_minus_above_openFAIL β€” degenerate/identity vs the two occupation features; agent flagged FAIL.
palindromic_lacuna_count_sign_wordIDENTITY with palindromic_defect (lacuna count = defect D(w) under the identity involution).
max_factor_complexity_sign_wordFAIL parameterless β€” factor complexity p(n) is a function of window length n (knob); knob-free max-reading is a redundant LZ proxy.
abelian_complexity_sign_wordFAIL parameterless β€” abelian complexity ρ^ab(n) is explicitly indexed by factor length n (knob).
recurrence_and_appearance_function_sign_wordFAIL parameterless + NOT computable β€” R(n)/A(n) need n and are ill-posed on a finite 199-symbol word.
empirical_kendall_distribution_cvm_distance_bidpath_askpathDROP β€” dup-risk: too tightly aligned with the existing bid/ask rank-dependence battery (tau, Schweizer–Wolff, Bergsma–Dassios); agent recommended FAIL-as-dup.
greenwood_statistic_interquote_spacingsFAIL identity β€” Greenwood = (1/n)(1+CVΒ²), an exact function of duration CVΒ² already covered by cv2_consecutive_intervals / interquote_count_fano_factor.
pielou_heip_evenness_tickrule_directionsFAIL identity β€” Pielou J' = H'/log(S), a monotone transform of Shannon entropy (shannon-of-signs is forex-prior; sign_two_state_entropy_rate covered).
ripley_k_or_L_function_quote_timesFAIL parameterless + NOT computable β€” Ripley K/L are explicit functions of radius r (scale knob).
second_difference_sign_change_count_midpathFAIL identity β€” sign changes of the 2nd difference = turning points of the increment series (turning_point_rate_z machinery one order up).