iteration 01 · definitions

Three axes, grounded in Terry msg 428

The discipline is named after Terry msg id=428 (Topic-5, 2026-04-22). All three axes are properties of the feature column, established with evidence.

Three non-negotiable properties — every feature column

1. Orthogonal — captures a dimension no other feature captures … established empirically against real market data, not assumed from the estimator's paper.

2. Parameterless — no magic numbers, no tuned constants, no if n >= 500 dispatch … a knob tuned once, never re-tuned, defended by inertia.

3. Agnosticalgorithm-invariant. Two correct implementations of the same feature should converge to the same answer. A column that silently dispatches between ApEn and PE based on window size is two columns wearing one name.

— Terry Li, msg id=428, verbatim (pulled live).

The cross-asset requirement is the ORTHOGONAL axis. msg id=429 step 3: "compute the candidate … across … BTC, ETH, EURUSD at minimum, three independent regimes per symbol … correlation matrix … stability across regimes." That is how orthogonality is measured — not the definition of agnostic.