iteration 08 · multifractal-volatility · crypto fractal/chaos orthogonality · 2026-06-06 18:02 UTC

⚡ Δh(q) on volatility increments (Δσ²) PASS

Multifractality of the change in instantaneous variance (MFDFA). · row #36 · MFDFA · rolling-200 on close · Takaishi 2025 (arXiv:2504.18960) — vol-increment input

PASS

Verdict (worst valid cell)

0.71

Max ‖ρ‖ vs panel

0.19

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‖ 0.710 (vs bar_petrosian_fd), R² 0.191, 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	0.53	lookback_intensity
`slice03` 2025-07 → 08	20 (+1 skip)	20 / 0 / 0	0.50	lookback_intensity
`slice05` 2025-01 → 02	21	21 / 0 / 0	0.51	trade_intensity
`slice07` 2024-07 → 08	21	21 / 0 / 0	0.48	bar_katz_fd
`slice09` 2024-01 → 02	21	21 / 0 / 0	0.59	bar_katz_fd
`slice12` 2023-04 → 05	21	21 / 0 / 0	0.71	bar_petrosian_fd
`slice14` 2022-10 → 11	21	21 / 0 / 0	0.70	bar_petrosian_fd
`slice17` 2022-01 → 02	21	21 / 0 / 0	0.28	duration_us
`slice20` 2021-04 → 05	21	21 / 0 / 0	0.48	bar_katz_fd
`slice21` 2021-01 → 02	21	21 / 0 / 0	0.49	bar_katz_fd

Most frequent panel competitors

trade_intensity — worst competitor in 61 cell(s)
bar_petrosian_fd — worst competitor in 58 cell(s)
bar_katz_fd — worst competitor in 49 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.