axis 1 · empirical · operational
Does this feature tell us something no existing feature already tells us? Established empirically on real bars, never from the estimator's paper. The cross-asset / cross-regime sweep lives HERE (Terry msg 429 step 3) — it is the orthogonality substrate, not the agnostic test.
| layer | what it measures | where |
|---|---|---|
| fast Spearman |ρ| | monotone redundancy vs every shipped column, per cell; BAN >0.95 · WATCH 0.85–0.95 · PASS | orthogonality_probe.py |
| h_norm | mass-collapse: does the quintile encoding retain any information (<0.05 = constant-like) | orthogonality_probe.py |
| regime aggregation | min_regime_pass_rate across 7 epochs — the honest number (same-epoch slices correlate) | aggregate_candidates() |
| W1 distribution (report-only) | Wasserstein-1 to the zero ideal = mean per-cell score on [0,1]; the L1 complement of the worst-cell L∞ verdict. Never gates. | campaign_summary_adapter.py |
| Chatterjee ξ | nonlinear / functional / asymmetric redundancy (ξ=1 ⇔ Y=f(X)); Lin–Han analytic null | codec_foci_eval.py |
| CODEC T(a,b|rest) | conditional redundancy given the rest of the panel | codec_foci_eval.py |
| O-information | higher-order synergy/redundancy triplets | codec_foci_eval.py |
| MOWFO walk-forward | leakage-free discover-on-train / verify-on-test stability (purge 200, embargo 10) | walk_forward() |
Two accepted evidence dialects: (1) the probe summary — PASS when min_regime_pass_rate ≥ 1.0 (holds in every regime epoch); (2) campaign/spike per-cell records via campaign_summary_adapter.py — worst-valid-cell over ‖ρ‖ + panel-R² + h_norm, stored labels re-derived from raw numbers, WATCH honest non-promotable. No evidence ⇒ PENDING, never a faked pass.
(worst, W1) (2026-06-13, report-only)The verdict collapses 208 cells to the single worst (an L∞ view: "redundant somewhere?"). Beside it we now report Wasserstein-1 to the zero-redundancy ideal — the L1 complement: "redundant everywhere?". On [0,1] scores, W1 reduces exactly to the mean of the per-cell scores (Vallender 1974) — auditable, computed through scipy and identity-asserted.
bar_svd_entropy — worst |ρ| 0.97 / W1 0.53 → a regime-local spike.bar_permutation_entropy — worst |ρ| 0.97 / W1 0.77 → redundant broadly.Deep dive: AXIS-1-ORTHOGONAL.md · AXIS-1-W1-DISTRIBUTION.md