SniperGold_ML/docs/P3_S23_ML_READINESS.md

# P3-S23 — ML READINESS

```text
Date       : 2026-08-26
Session    : P3-S23 — corrected-population pre-registered ML baseline
Comparator : P3-S20 walk-forward baseline (FROZEN)
Status     : COMPLETE (research baseline only)
```

## Decision

```text
Corrected-population logistic baseline : B — WEAK / INCONSISTENT SIGNAL
ML readiness (for any NEXT step, if separately authorized):
  NOT READY to escalate model family / calibration / feature work on the
  strength of this corrected baseline.
```

## Rationale

The corrected population does **not** reproduce the frozen P3-S20 signal as a
stable OOS ranking edge:

```text
pooled OOS ROC-AUC : 0.5235   (frozen P3-S20 0.5792; CI [0.450, 0.592])
fold ROC (1..3)    : 0.5393 / 0.5376 / 0.4644   (fold-3 collapse below 0.5)
pooled LogLoss     : 0.6474   (constant prior 0.6206) -> worse
pooled Brier       : 0.2259   (constant prior 0.2146) -> worse
PR-AUC vs prior    : beats prior in every fold but insufficient to carry
                     a stable ranking claim
reproducibility    : byte-identical across two runs
mutation tests     : 8/8 ; independent oracle matches
```

## Statistical caution

A pooled ROC-AUC of 0.52 over n=279 with a fold-3 collapse to 0.464 is weak and
period-inconsistent. Quality gates pass (>=50 rows, >=20 WIN, >=20 LOSS per
fold) but this is sample-size adequacy for the test, NOT evidence of a
reproducible edge. The corrected result is not "better" than P3-S20; the two
populations differ and the corrected ranking is weaker.

## What this decision does NOT authorize

NO retraining, NO calibration, NO nonlinear models, NO feature
engineering/removal/selection, NO label or TP/SL change, NO external data
integration, NO production deployment, NO trading. Corrected population
artifacts (P3-S22.3 / P3-S22.4) and frozen P3-S20 remain as they are.

## Hard-stop re-affirmation

```text
Production MQL5            : NO
P3-S18 / P3-S20            : NO (read-only)
P3-S22.3 / P3-S22.4        : NO (read-only)
Feature / label / TP/SL/H  : NO
External data              : NO
Calibration / nonlinear    : NO
Deployment / Trading       : NO
P3-S24                     : NOT STARTED
```

*End of P3-S23 ML readiness.*