iteration 03 · hurst-multifractal · crypto fractal/chaos orthogonality · 2026-06-06 06:17 UTC

📏 Generalised Hurst H(q=2) WATCH

Long-memory exponent via nolds.mfhurst_b. · row #24 · nolds · rolling-200 on close · Di Matteo & Aste 2004 (JBF 29:827)

WATCH

Verdict (worst valid cell)

0.87

Max ‖ρ‖ vs panel

0.21

Max R²

1.00

Min h_norm

207

Valid cells

205 / 2 / 0

PASS / WATCH / BAN

10 / 10

Slices done

medium

Cost tier

Verdict: WATCH — max ‖ρ‖ 0.868 (vs bar_petrosian_fd), R² 0.213, h_norm 1.000 across 207 valid cells in 10 regime slices.

Per-slice (regime) orthogonality

Slice	Valid	P / W / B	Worst ‖ρ‖	Top competitor
`slice01` 2026-01 → 02	19 (+2 skip)	19 / 0 / 0	0.66	bar_petrosian_fd
`slice03` 2025-07 → 08	20 (+1 skip)	20 / 0 / 0	0.76	bar_katz_fd
`slice05` 2025-01 → 02	21	21 / 0 / 0	0.78	bar_katz_fd
`slice07` 2024-07 → 08	21	21 / 0 / 0	0.79	bar_petrosian_fd
`slice09` 2024-01 → 02	21	21 / 0 / 0	0.77	bar_petrosian_fd
`slice12` 2023-04 → 05	21	20 / 1 / 0	0.87	bar_petrosian_fd
`slice14` 2022-10 → 11	21	21 / 0 / 0	0.81	bar_petrosian_fd
`slice17` 2022-01 → 02	21	21 / 0 / 0	0.60	bar_katz_fd
`slice20` 2021-04 → 05	21	20 / 1 / 0	0.86	bar_katz_fd
`slice21` 2021-01 → 02	21	21 / 0 / 0	0.83	bar_katz_fd

Most frequent panel competitors

bar_petrosian_fd — worst competitor in 123 cell(s)
bar_katz_fd — worst competitor in 80 cell(s)
volume_per_trade — worst competitor in 1 cell(s)

PASS = ‖ρ‖≤0.85 AND R²≤0.85 AND h_norm≥0.05 in every valid cell · WATCH 0.85–0.95 · BAN >0.95 or mass-collapse. Scope: orthogonality only (no null, no signal/target). Within-slate clusters are resolved by the cross-candidate matrix at Finish, not here.