odb.epatner.com · 2026-06-06 · pane B (loop-batch34)
20 newly-shortlisted parameterless candidates (batch 3 + batch 4) registered in the multi-slice probe and run through the same Spearman multi-slice orthogonality screen as batches 1-2 — 174 cell-slices (4 assets × up to 7 ODB thresholds × up to 10 regime slices) + cross-batch vs the 14 batch-1-2 keepers. Real bars only · read-only ClickHouse · no synthetic series.
Iteration 6 complete. Final audit (value-health · parameterless · intra-batch among survivors) found no new decision ⇒ second consecutive dry iteration ⇒ STOP. Adversarial Attacker/Defender review: 9 HELD, 3 CONCEDED→FIXED, 0 verdict flips (guzik WATCH · single pooled denominator · ohlc DROP→HOLD). Locked: 15 KEEP · 4 DROP · 1 HOLD. PR-from-worktree opened for review (not merged).
Iteration log: iter 1 → · iter 2 → · iter 3 → · iter 4 → · iter 5 → · iter 6 — FINAL · Challenge-and-Held →
vs-prod = |ρ| across all 174 cell-slices vs the 143 shipped columns; vs-keeper = |ρ| vs the 14 batch-1-2 keepers (4 assets × 3 slices). Breach = assets where max|ρ|>0.85. Legend: KEEP · KEEP·REP family representative · KEEP·WATCH flagged for ξ gate · DROP.
| # | candidate | family | sub | prod med | prod max | prod breach | worst keeper (max) | keeper breach | disposition |
|---|---|---|---|---|---|---|---|---|---|
| 25 | pomeau_irreversibility_lag1 | time-irrev | logret | 0.13 | 0.39 | — | mann_kendall_z (0.23) | — | KEEP |
| 28 | guzik_increment_magnitude_asymmetry | time-irrev | logret | 0.23 | 0.63 | — | mann_kendall_z (0.84) | 1bp under | KEEP·REP·WATCH |
| 67 | categorical_rqa_determinism_logret_sign | cat-RQA | signs | 0.13 | 0.47 | — | sign_two_state_entropy (0.94) | XAG·XAU | DROP·collapse |
| 70 | categorical_rqa_diagonal_entropy_logret_sign | cat-RQA | signs | 0.13 | 0.45 | — | sign_two_state_entropy (0.96) | XAU (1) | KEEP·REP·WATCH |
| 118 | critical_exponent_sign_word | words | signs | 0.18 | 0.33 | — | hvg_clustering (0.49) | — | KEEP |
| 119 | palindromic_defect_sign_word | words | signs | 0.13 | 0.33 | — | sevcik_fd (0.27) | — | KEEP |
| 96 | sign_markov_entropy_production_3state | sign-Markov | signs | 0.07 | 0.26 | — | spectral_log_slope (0.22) | — | KEEP |
| 97 | sign_markov_slem_mixing_3state | sign-Markov | signs | 0.17 | 0.65 | — | sevcik_fd (0.66) | — | KEEP |
| 72 | psd_wiener_spectral_flatness | spectral | close | 0.13 | 0.51 | — | spectral_log_slope (0.58) | — | KEEP·REP |
| 74 | psd_spectral_centroid_normfreq | spectral | close | 0.14 | 0.58 | — | sevcik_fd (0.69) | — | DROP·collapse |
| 57 | hvg_mean_shortest_path_length | vis-graph | close | 0.17 | 0.54 | — | sevcik_fd (0.72) | — | KEEP |
| 55 | hvg_degree_assortativity_coefficient | vis-graph | close | 0.17 | 0.30 | — | hvg_clustering (0.58) | — | KEEP |
| 63 | hoeffding_d_midreturn_duration | copula-free | ret_dur★ | 0.18 | 0.49 | — | anderson_darling_a2 (0.42) | — | KEEP |
| 44 | ohlc_ordinal_pattern_index | candle ordinal | ohlc_bar | 0.85 | 0.94 | EUR·GBP·XAG·XAU (105c) | anderson_darling_a2 (0.04) | — | HOLD·location |
| 86 | interquote_count_fano_factor | dur count-disp | qcount★ | 0.52 | 0.82 | — | pietra_hoover_dur (0.65) | — | KEEP·WATCH |
| 82 | sign_negentropy_logcosh_gap | negentropy | logret | 0.32 | 0.62 | — | anderson_darling_a2 (0.90) | EUR·XAG·XAU | DROP·connector |
| 38 | cumulative_residual_extropy | information | logret | 0.27 | 0.61 | — | mean_cosine_turning (0.80) | — | KEEP |
| 07 | right_quantile_weight_tailweight | dist tail | logret | 0.16 | 0.56 | — | anderson_darling_a2 (0.40) | — | KEEP |
| 102 | left_medcouple_lower_tailweight | dist tail | logret | 0.17 | 0.67 | — | mann_kendall_z (0.60) | — | KEEP |
| 27 | porta_increment_sign_asymmetry | time-irrev | logret | 0.25 | 0.62 | — | mann_kendall_z (0.87) | EUR·GBP·XAU | DROP·collapse |
| dropped | why | replicated on | collapses to |
|---|---|---|---|
| psd_spectral_centroid_normfreq | intra-batch BAN, pair med 0.95 / max 0.98 | all 4 assets >0.95 | psd_wiener_spectral_flatness |
| porta_increment_sign_asymmetry | >0.85 vs guzik AND vs keeper mann_kendall_z | guzik all 4 · mann_kendall 3 | guzik (richer, magnitude-weighted) |
| categorical_rqa_determinism_logret_sign | cross-batch dup of keeper, worst 0.94 | XAG·XAU vs sign_two_state | …diagonal_entropy |
| sign_negentropy_logcosh_gap | cross-batch dup of keeper anderson_darling_a2 (iter 4) | EUR·XAG·XAU (pooled) | — (CRExtropy is info-family rep) |
| ohlc_ordinal_pattern_index HOLD | diffuse shadow of order-flow/directional subspace, med 0.85, never >0.95 | all 4 assets, 105/174 cells | — (held out; relabeled DROP→HOLD in review) |
25 pomeau · 28 guzik·REP
porta collapsed in (med 0.78 all 4 assets).
70 diagonal-entropy·REP
determinism dropped (0.94 vs sign_two_state, XAG·XAU).
118 critical-exp · 119 palindromic-defect
cleanest: max 0.33 vs prod.
96 entropy-prod · 97 SLEM
96 most-independent of all 20 (med 0.07).
72 wiener-flatness·REP
centroid collapsed in (med 0.95 all 4).
57 mean-path · 55 assortativity
<0.85 vs hvg_clustering/dhvg keepers.
63 Hoeffding-D (ret_dur★)
return↔duration coupling; new substrate.
86 Fano (qcount★)·WATCH
med 0.52 vs intensity; 0 cells >0.85.
38 CRExtropy
82 negentropy dropped iter 4 (dup of anderson, ≥2 assets).
07 right-quantile-weight · 102 left-medcouple
robust parameter-free tails.
No single |ρ| cutoff (this is about the decision threshold, not the ODB price threshold — every candidate is measured across all 4 assets × up to 7 ODB thresholds × up to 10 regime slices = 174 cell-slices). Across that whole grid: (1) median location of |ρ| vs the nearest shipped column; (2) max tail |ρ|; (3) breach-mass — #cell-slices >0.85 / >0.95; (4) ≥2-asset replication — a breach on ≥2 of the 4 assets is real, not a single-cell artifact; (5) scale-aware value-health — per-symbol output range, so orthogonal-but-informationless (near point-mass) ⇒ DROP. Persistent high median ⇒ DROP/collapse to a representative; >0.95 tail replicated on ≥2 assets ⇒ DROP the connector; else KEEP.
| asset | ODB thresholds (bps) | regime slices | cell-slices |
|---|---|---|---|
| EURUSD | 1·2·3·5·10·25·50 | all 10 | 70 |
| GBPUSD | 5·10·25·50 | all 10 | 40 |
| XAGUSD | 5·10·25·50 | all 10 | 40 |
| XAUUSD | 5·10·25·50 | 6 (gold history shorter) | 24 |
| total grid | 174 | ||
Slices: covid_crash · lowvol_grind · eur_parity · bank_stress · gold_rally · midcycle_range · gold_parabola · live_tail · asian_session · london_ny. All 20 pass the scale-aware value-health gate (min per-symbol range ≫ 1e-6; none point-mass).
Pane B (loop-batch34) · isolated from pane A (loop-xi-keeper) · HTML outside the repo at ~/sites · artifacts in worktree batch34_results/ · updated 2026-06-06.