iteration 05 · multifractal · crypto fractal/chaos orthogonality · 2026-06-06 12:04 UTC

🌀 MF-DFA multifractal spectrum width Δα (price) PASS

Strength of multifractality on the price series (Kantelhardt 2002). · row #25 · custom · rolling-200 on close · Kantelhardt 2002 (Physica A 316:87)

PASS

Verdict (worst valid cell)

0.56

Max ‖ρ‖ vs panel

0.07

Max R²

1.00

Min h_norm

207

Valid cells

207 / 0 / 0

PASS / WATCH / BAN

10 / 10

Slices done

slow

Cost tier

Verdict: PASS — max ‖ρ‖ 0.557 (vs bar_petrosian_fd), R² 0.066, 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	0.36	bar_katz_fd
`slice03` 2025-07 → 08	20 (+1 skip)	20 / 0 / 0	0.39	bar_petrosian_fd
`slice05` 2025-01 → 02	21	21 / 0 / 0	0.21	bar_katz_fd
`slice07` 2024-07 → 08	21	21 / 0 / 0	0.39	bar_petrosian_fd
`slice09` 2024-01 → 02	21	21 / 0 / 0	0.56	bar_petrosian_fd
`slice12` 2023-04 → 05	21	21 / 0 / 0	0.36	bar_petrosian_fd
`slice14` 2022-10 → 11	21	21 / 0 / 0	0.24	bar_petrosian_fd
`slice17` 2022-01 → 02	21	21 / 0 / 0	0.21	bar_katz_fd
`slice20` 2021-04 → 05	21	21 / 0 / 0	0.29	individual_trade_count
`slice21` 2021-01 → 02	21	21 / 0 / 0	0.32	bar_petrosian_fd

Most frequent panel competitors

bar_petrosian_fd — worst competitor in 109 cell(s)
bar_katz_fd — worst competitor in 37 cell(s)
trade_intensity — worst competitor in 20 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.