iteration 06 · multifractal-volatility · crypto fractal/chaos orthogonality · 2026-06-06 13:52 UTC

📊 Δh(q) on |returns| — volatility multifractality PASS

Multifractal width of absolute log-returns (MFDFA). · row #35 · MFDFA · rolling-200 on close · Takaishi 2025 (arXiv:2504.18960)

PASS

Verdict (worst valid cell)

0.68

Max ‖ρ‖ vs panel

0.14

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‖ 0.675 (vs bar_petrosian_fd), R² 0.137, 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	0.45	bar_petrosian_fd
`slice03` 2025-07 → 08	20 (+1 skip)	20 / 0 / 0	0.54	bar_katz_fd
`slice05` 2025-01 → 02	21	21 / 0 / 0	0.60	bar_katz_fd
`slice07` 2024-07 → 08	21	21 / 0 / 0	0.35	bar_katz_fd
`slice09` 2024-01 → 02	21	21 / 0 / 0	0.43	bar_petrosian_fd
`slice12` 2023-04 → 05	21	21 / 0 / 0	0.68	bar_petrosian_fd
`slice14` 2022-10 → 11	21	21 / 0 / 0	0.66	bar_petrosian_fd
`slice17` 2022-01 → 02	21	21 / 0 / 0	0.28	duration_us
`slice20` 2021-04 → 05	21	21 / 0 / 0	0.60	bar_katz_fd
`slice21` 2021-01 → 02	21	21 / 0 / 0	0.62	bar_katz_fd

Most frequent panel competitors

bar_katz_fd — worst competitor in 67 cell(s)
bar_petrosian_fd — worst competitor in 58 cell(s)
trade_intensity — worst competitor in 39 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.