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"removed_vs_base": { "trades": 155, "losers": 71, "winners": 84, "winner_retention": 0.0471, "loser_rejection": 0.9861 } } } ] }, "robustness": { "holdout_monthly": [ { "month": "2026-07", "n": 51, "win_rate": 0.4902 }, { "month": "2026-08", "n": 69, "win_rate": 0.5797 }, { "month": "2026-09", "n": 37, "win_rate": 0.5405 } ], "leave_one_month_out": [ { "slice": "2026-07", "n": 51, "wr_in_slice": 0.4902, "wr_excluding": 0.566 }, { "slice": "2026-08", "n": 69, "wr_in_slice": 0.5797, "wr_excluding": 0.5114 }, { "slice": "2026-09", "n": 37, "wr_in_slice": 0.5405, "wr_excluding": 0.5417 } ], "sessions": [ { "slice": "asia", "n": 41, "wr_in_slice": 0.5854, "wr_excluding": 0.5259 }, { "slice": "eu", "n": 58, "wr_in_slice": 0.569, "wr_excluding": 0.5253 }, { "slice": "late", "n": 12, "wr_in_slice": 0.5, "wr_excluding": 0.5448 }, { "slice": "us", "n": 46, "wr_in_slice": 0.4783, "wr_excluding": 0.5676 } ], "vol_regimes": [ { "regime": "low-vol", "n": 81, "win_rate": 0.4568 }, { "regime": "mid-vol", "n": 40, "win_rate": 0.675 }, { "regime": "high-vol", "n": 36, "win_rate": 0.5833 } ] }, "loss_analysis": [ { "family": "FLOW", "std_diff_winner_minus_loser": 0.0303 }, { "family": "PRICE_STATE", "std_diff_winner_minus_loser": -0.0899 }, { "family": "VOLATILITY", "std_diff_winner_minus_loser": 0.1759 }, { "family": "TRAJECTORY", "std_diff_winner_minus_loser": 0.0478 }, { "family": "FUNDING", "std_diff_winner_minus_loser": 0.1649 }, { "family": "MODEL", "std_diff_winner_minus_loser": -0.1095 } ], "decision": "D", "decision_note": "no robust high-precision edge (rolling 52.5%)", "symbol_holdout": "NOT POSSIBLE - single symbol (BTCUSDT). A rule that cannot be shown to generalise across symbols must not be reported as an 80% model." } }, "decisions": { "5m": "D", "15m": "D", "1h": "D" } }