← Entropy family — grounded so far

Iteration 05 — bar_sample_entropy  WATCH

Richman & Moorman 2000 (AJP 278:H2039) · rolling 200-bar window · updated 2026-06-03 02:39 UTC

1 · Context of work

Candidate
bar_sample_entropy (antropy)
Frozen test constants
m=2 · r=0.2*std · metric=chebyshev
Axis-2 status
defensible
Window
rolling 200 bar closes (project-wide LOOKBACK)
Matrix version
CH_FEATURE_BANLIST.md @ d74f75e1 · FRAMEWORK.md Axis-1 (|ρ|≤0.85, R²≤0.85, h_norm≥0.05)
Substrate
opendeviationbar_cache.open_deviation_bars · 21 (symbol,threshold) × 10 slices · read-only

2 · Grounded this iteration

Valid cells
207
Slices completed
10 / 10
PASS / WATCH / BAN
196 / 11 / 0
Max |ρ| vs existing features
0.8954
Max combinatorial R²
0.8612
Min h_norm (mass-collapse guard)
1.0000

Gate: PASS = |ρ|≤0.85 AND R²≤0.85 AND h_norm≥0.05 across every valid bar set. Not yet fully grounded — see verdict pill.

Most frequent worst competitors:

3 · Next steps

Iteration 6: bar_dispersion_entropy (tested at c=6 · m=2 · d=1 · map=NCDF).

4 · Pending tasks

Generated by emit_iteration_html.py · spike_2026-06-02-entropy · raw per-cell verdicts in results/bar_sample_entropy_slice*.jsonl (bigblack-only, not committed).