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Orthogonal feature audit ยท BTCUSD
๐Ÿช™ CRYPTO ยท BTCUSDPHASE 1ITEM 2 / MSG 3229AWAITING PHASE 2

Orthogonality Dashboard

64 candidate orthogonal features from Gemini DR + Claude DR consolidated research, grouped into 4 families with two-sided provenance (arXiv/DOI + FOSS commit SHA). Each family page shows the candidates against the existing coverage surface โ€” the shipped open_deviation_bars columns + the patterns-side ban-list.

Phase 1 deliverable โ€” Item 2 visualization

PR #493 / msg=3229 Item 2 / awaiting Phase 2 approval. 64 candidates grouped by family per Terry's 4-family directive โ€” copula folded into TE (justification: #58 is literally "Copula-Entropy Transfer Entropy"; all copula entries share pycopent / IDTxl ecosystem with core TE).

NET-NEW FAMILY PILOT APPLICATION 2026-05-19 22 FRAMEWORK GAPS
Pilot application โ€” first net-new family (TDA) + framework stress-test

Research extension after PR #493 surfaced 56 additional candidates (#65โ€“#120) in 16 net-new families beyond the original 4-family taxonomy above. TDA (Topological Data Analysis) is the first net-new family fully wired into this dashboard โ€” its 5 candidates are documented at TDA family page. Candidate #65 Persistence Landscape Lยฒ-norm was used as the pilot application of FRAMEWORK.md on real ClickHouse data (100K BTCUSDT bars @ 250 dbps) before Terry's accuracy review. The pilot surfaced 22 specific framework gaps (L0-1 through CC-1) that become inputs to the next iteration of FRAMEWORK.md. The Pre-Framework Gate remains in effect for all other candidates โ€” no further framework application until Terry's review.

GROUNDED CANDIDATE PHASE 2 SPIKE 2026-05-27 208 / 208 PASS STRONG PROMOTE
First grounded candidate โ€” Entropy family (#14 Hjorth Mobility)

Following the #65 pilot, candidate #14 Hjorth Mobility is the first grounded entropy-family candidate โ€” passed Terry's full 3-axis mandate (orthogonal ร— parameterless ร— agnostic) empirically across 208 / 208 bar sets spanning 6 crypto symbols ร— 4 thresholds ร— 10 historical slices (2021-01-01 โ†’ 2026-02-28). Univariate |ฯ| โ‰ค 0.69 and combinatorial Rยฒ โ‰ค 0.35 on large-N bar sets vs the 0.85 PASS threshold; zero per-feature parameters; symbol-consistent regime-shifted competitor pattern. Net verdict: STRONG PROMOTE. Probe + 10 JSONL result files live in spike_2026-05-27/.

Families

4 original + 1 net-new ยท 69 candidates
๐ŸŒ€ ENTROPY FAMILY 22 candidates 1 GROUNDED

Entropy family โ€” 22 candidates

Information-theoretic complexity measures: Shannon, ApEn, SampEn, permutation variants, multiscale, statistical complexity, CECP, Ordinal Partition Networks. #14 Hjorth Mobility is the first grounded candidate in this family โ€” STRONG PROMOTE under Terry's 3-axis mandate via the 2026-05-27 Phase-2 spike.

Total
22
candidates
Grounded
1
#14 (208/208 PASS)
Not covered
17
passed novelty + audit
FOSS ready
20
permissive licence
๐ŸŒฟ FRACTAL FAMILY 24 candidates

Fractal family โ€” 24 candidates

Hurst variants, multifractal spectra (MF-DFA / A-MF-DFA / MFCCA / S-MF-DFA), ฮ”h(q) scaling, multivariate fBm, fractal dimensions (Petrosian, Katz, Higuchi).

Total
24
candidates
Not covered
20
passed novelty + audit
Covered
4
already shipped or claimed
FOSS ready
15
permissive licence
๐ŸŽฒ CHAOS FAMILY 4 candidates

Chaos family โ€” 4 candidates

Dynamical-systems metrics: correlation dimension, Lyapunov exponents (Rosenstein / Eckmann), Takens embedding.

Total
4
candidates
Not covered
4
passed novelty + audit
Covered
0
already shipped or claimed
FOSS ready
4
permissive licence
โ†’ TRANSFER ENTROPY FAMILY 14 candidates

Transfer Entropy family โ€” 14 candidates

Directed information flow: Schreiber, Rรฉnyi, multivariate non-uniform, continuous-local, multiscale EMD-based, cross-venue TE. Copula-entropy applications folded in.

Total
14
candidates
Not covered
14
passed novelty + audit
Covered
0
already shipped or claimed
FOSS ready
0
permissive licence
๐Ÿ”ท TDA FAMILY 5 candidates NET-NEW 1 PILOT-APPLIED

TDA family โ€” 5 candidates (net-new, post-PR #493)

Topological Data Analysis of the price trajectory across multiple bars โ€” measures the shape of the path (persistent loops, holes, voids) rather than within-bar scalar moments. Distinct from the 4 original families above; surfaced during the 56-candidate research extension after PR #493. #65 Persistence Landscape Lยฒ-norm is the family's pilot-application candidate.

Total
5
candidates (#65โ€“#69)
Pilot-applied
1
#65 (real-data spike)
FOSS ready
5
all permissive (MIT)
Framework gaps
22
surfaced via #65 pilot

Crypto campaigns

3 published ยท loop-emitted

Research loops that evaluate or implement these candidate features on crypto (BTCUSD + the multi-symbol panel), read-only against the live ClickHouse production surface. Each card opens that campaign's detailed iteration pages.

๐Ÿงช EVALUATION 2026-06-06 ยท 11 pages

Crypto Fractal ยท Multifractal ยท Chaos โ€” 10-Candidate Orthogonality Evaluation

Evaluates 10 fractal / multifractal / chaos / complexity candidate features for whether each adds information orthogonal to the live production panel โ€” one candidate per overnight firing, read-only across 10 regime slices ร— 21 (symbol, threshold) cells on ClickHouse (gate โ€–ฯโ€– โ‰ค 0.85 โˆง Rยฒ โ‰ค 0.85 โˆง h_norm โ‰ฅ 0.05).

Open campaign โ†—
๐Ÿงช EVALUATION 2026-06-10 ยท 5 pages

Crypto CECP ยท Statistical-Complexity โ€” 3-Candidate Orthogonality Evaluation

Tests 3 complexity-entropy (CECP) candidate features for whether each adds information orthogonal to the live production panel โ€” one candidate per firing, 210 read-only tests (10 regime slices ร— 21 symbolร—threshold cells) on ClickHouse.

Open campaign โ†—
๐Ÿ›  IMPLEMENTATION 2026-06-10 ยท 1 page

bar_cecp_velocity โ€” Implementation Journal

Plain-English, stage-by-stage journal of the autonomous loop that implements the bar_cecp_velocity feature โ€” build + test only, stopping at a PR, with the correctness oracle and the guarding tests documented.

Open campaign โ†—

Cross-references